A***s
发帖数: 389 | 1
有种SVD(singular value decomposition)算法，有比较
好的数值计算特性，主要用到Householder变换阵，查一
下书吧，也许对你的问题有帮助。 | a***w
发帖数: 30 | 2 I bet you can not use all the 5000 eigenvalues :)
If you use Matlab, you surely don't have
better ways than eig... or you can try to
compute only several largest or smallest ones...
SVD will make your computation slower:(
You can find some references on symmetry
eigenvalue problems, methds as Triangulization,
power iteration... and use C, there is a very famous book
on it
【在 A***s 的大作中提到】
:
: 有种SVD(singular value decomposition)算法，有比较
: 好的数值计算特性，主要用到Householder变换阵，查一
: 下书吧，也许对你的问题有帮助。
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