Tool to diagonalize large matrices
Posted
by Xodarap
on Stack Overflow
See other posts from Stack Overflow
or by Xodarap
Published on 2010-05-27T00:13:51Z
Indexed on
2010/05/27
0:31 UTC
Read the original article
Hit count: 262
I want to compute a diffusion kernel, which involves taking exp(b*A) where A is a large matrix. In order to play with values of b, I'd like to diagonalize A (so that exp(A) runs quickly).
My matrix is about 25k x 25k, but is very sparse - only about 60k values are non-zero. Matlab's "eigs" function runs of out memory, as does octave's "eig" and R's "eigen." Is there a tool to find the decomposition of large, sparse matrices?
Dunno if this is relevant, but A is an adjacency matrix, so it's symmetric, and it is full rank.
© Stack Overflow or respective owner