Algorithm Matlab uses for [V,D] = eigs(A,k);
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There appear to be a number of ways to compute the top k eigenpairs associated to the matrix A. Does anyone know the one that Matlab uses (via the command eigs(A,k)). Thanks!
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Shai Machnes
2017-9-1
[1] Lehoucq, R.B. and D.C. Sorensen, "Deflation Techniques for an Implicitly Re-Started Arnoldi Iteration." SIAM J. Matrix Analysis and Applications. Vol. 17, 1996, pp. 789–821.
[2] Sorensen, D.C., "Implicit Application of Polynomial Filters in a k-Step Arnoldi Method." SIAM J. Matrix Analysis and Applications. Vol. 13, 1992, pp. 357–385.
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Jan
2016-12-9
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David Koslicki
2016-12-9
Jan
2016-12-9
Either ask TMW, if they are willig to tell you more details, or apply for a job as a programmer at Mathworks to get the privileges for reading the source code or Matlab.
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2016-12-9
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