Find max/min eigenvalue of a symmetric matrix

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,

 Respuesta aceptada

Andrei Bobrov
Andrei Bobrov el 7 de Nov. de 2011

2 votos

please read: doc eigs

1 comentario

Khanh
Khanh el 7 de Nov. de 2011
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.

Iniciar sesión para comentar.

Categorías

Más información sobre Linear Algebra en Centro de ayuda y File Exchange.

Preguntada:

el 7 de Nov. de 2011

Respondida:

el 15 de Mayo de 2015

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by