Find max/min eigenvalue of a symmetric matrix

Question

Khanh 2011-11-7

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https://ww2.mathworks.cn/matlabcentral/answers/20522-find-max-min-eigenvalue-of-a-symmetric-matrix

回答： Andrew Knyazev 2015-5-15

I know I can use eig() to find all eigenvalues as well as eigenvectors and then use max/min to find the max/min eigenvalues. However, that method is not efficient given a big matrix. 
I heard of Lanczos algorithm that allows to find extreme eigenvalues. 
I wonder if there is any function in matlab that can find max/min eigenvalues quickly?
BTW, I consider symmetric positive semi-definite matrices if that makes problem any easier. 
Thanks,

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Answer 1

Andrei Bobrov 2011-11-7

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https://ww2.mathworks.cn/matlabcentral/answers/20522-find-max-min-eigenvalue-of-a-symmetric-matrix#answer_27111

please read: doc eigs

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Khanh 2011-11-7

Thank you, Andrei. I wonder if it's the fastest function for calculating min/max eigenvalues available on matlab? It's quite slow when the size of matrix is more than 1,000 by 1,000, though.

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