Community Profile

# Andrew Knyazev

##### Last seen: 6 months ago
40 total contributions since 2010

http://en.wikipedia.org/wiki/Andrei_Knyazev_(mathematician)

Professional Interests: matrix computations, numerical PDEs, signal, image & video processing, data analytics and mining, data coding and transmission, material sciences, and model predictive control.

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Submitted

Locally Optimal Block Preconditioned Conjugate Gradient
LOBPCG solves Hermitian partial generalized eigenvalue problems using preconditioning, as well as PCA

Eigs in multinode cluster
EIGS has limited support for distributed memory, so you can run it only on a single node, but see the answer from Christine Tob...

2 years ago | 0

| accepted

How do read .npy files in matlab?
https://github.com/kwikteam/npy-matlab

2 years ago | 7

| accepted

Error returned in Eigs Function " Undefined operator '.*' "
Looks like a bug in chebfun - just make this comment at <https://www.mathworks.com/matlabcentral/fileexchange/47023-chebfun-curr...

2 years ago | 0

eigs does not return the eigenvalues closest to shift sigma
You may also want to try https://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m passing your function handle to it. Co...

2 years ago | 0

find eigenvalues of a very large sparse matrix
If the matrix is real symmetric or Hermitian, you may also want to try https://www.mathworks.com/matlabcentral/fileexchange/48-l...

2 years ago | 0

LOBPCG Initial k eigenvectors approximation
See https://en.wikipedia.org/wiki/LOBPCG#Convergence_theory_and_practice

2 years ago | 0

eigs() runs faster for more eigenvalues of the same matrix
Please check <https://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m> that has probably faster and more predictable co...

2 years ago | 1

How do i obtain only the first principal component?
https://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m can be used as the method for calculating the eigenvector corre...

2 years ago | 0

Smallest non-zero eigenvalue for a generalized eigenvalue problem
Since both matrices A and B are singular, it is not an easy problem numerically. Even eig(full(A), full(B)) may give you wrong a...

2 years ago | 0

| accepted

Find max/min eigenvalue of a symmetric matrix
try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

6 years ago | 1

Number of eigenvalues when using eigs
This is normal for eigs.

6 years ago | 0

positive-definiteness of a huge sparse matrix
try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

6 years ago | 0

how can i find k-eigenvalues faster than eig for hermitian dense matrix
try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

6 years ago | 0

Take advantage of Hermitian matrices with eigs
You need to be more specific. Also, try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

6 years ago | 0

| accepted

Parallel computing of eigs
check SLEPc and BLOPEX

6 years ago | 0

Sparse solver for large symmetric matrices
both eigs and http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m can be used in a matrix-free fashion, only needing...

6 years ago | 0

Difference between eigs and eig
Is this behavior expected? - Yes. Eigs uses a tricky method that may give the results you describe, especially for funny mat...

6 years ago | 0

eigs function: incorrect eigenvectors
This is normal for eigs. If you are happy with eig, just stay with it.

6 years ago | 0

Why can't I compute the interior eigenvalues of a sparse matrix with "eigs" without inversion in MATLAB?

6 years ago | 0

How can I get the (approximate) eigenvectors of a huge matrix?
try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

6 years ago | 0

How can I speed up the eigen value and eigen vector computations for a non-sparse matrix?
check http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

6 years ago | 0

How can the Cholesky decomposition step in eigs() be avoided without passing a matrix to eigs that is a Cholesky decomposition?
check http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

6 years ago | 0

Submitted

ortha.m
Orthonormalization Relative to matrix A

Submitted

subspace.m
Angle between subspaces.

Submitted

majorization check
checks if X is (weakly) majorized by Y, where X and Y must be numeric arrays.

Submitted

subspacea.m
Angles between subspaces. Canonical correlations.

Submitted

pcg.m with 'null' and 'flex' options
Preconditioned Conjugate Gradients handles homogeneous equations and nonsymmetric preconditioning