Hi, Guys,

I had to solve eigen values and eigen vectors for huge sparse matrix. NR does provide the structure of sparse matrix and covers the dense matrix eigen value decompositions. Wondering where I could get information on efficient algorithms for sparse matrix eigen decomposition. Thanks!

Devin

...eigen values and eigen vectors for huge sparse matrix.

The ARPACK Users' Guide (http://people.sc.fsu.edu/~burkardt/pdf/arpack.pdf), by R. B. Lehoucq, D. C. Sorensen, and C. Yang, might be a place to start. It has some narrative and some references.

Regards,

Dave

Hi, Dave,

Thanks for the source. But I have trouble to open it. Can you open it? If so, would you please do me a favor: download and send it to dzhang@nd.com? Thanks a lot!!

Devin

....But I have trouble to open it....
That site (at FSU) was working when I downloaded it some time ago, but seems a bit sluggish today.

Just google "Arpack Users' Guide" and you will find other places. You might even find other references. I just pointed to that one because I was browsing through some of it while I was building GNU Octave a couple of weeks ago.

In other words: Don't get all of your references from one place.

Regards,

Dave

Thanks! I got quite a few leads regarding the sparse matrix eigen decompositions.