Passing two function handles to eigs
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I am trying to get Matlab to solve the generalized eigenvector problem. However, the two matrices dont fit in memory. The method eigs allows me to pass a function that multiplies A by a vector instead of A. However, it asks for B as a matrix and doesent allow me to do the same (it is what it says on the docs).
Is this because the algorithm it uses needs B for more things, or could I dig into the code and modify it to work as i want it? If it is something intrinsic about the algorithm, I would prefer to not spend too much time fishing in the code.
A is too big to fit in memory (that is why i want to use the function handle), and B is by definition the same size, so it doesent fit either.
回答（1 个）
Steven Lord
2017-1-30
0 个投票
If you have Parallel Computing Toolbox installed you may want to create the arrays as distributed arrays on a cluster then call the eig function (not eigs) to solve the generalized eigenvalue problem.
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2017-1-30
2017-1-30
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