[SciPy-user] [Fwd: Re: Computing eigenvalues by trace minimization]

dmitrey openopt@ukr....
Fri Jun 29 07:11:16 CDT 2007


Nils Wagner wrote:
> dmitrey wrote:
>   
>> So, please update svn
>> As for your code, I didn't make any changes. You need just specify 
>> desired contol and then make funtol, xtol, gradtol small enough. Maybe, 
>> in future I'll implement something more appropriate for to have exitflag 
>> positive.
>>
>> BTW for small-scaled problem using df, dh didn't yields any benefits
>> only for nVars = 100 I've got ~6 sec with df, dh provided and 11 sec 
>> without the ones.
>> for your nVars=10 time elapsed is almost the same.
>>
>> HTH, D.
>>
>> Nils Wagner wrote:
>>
>>   
>>     
>>>  
>>>     
>>>       
>> _______________________________________________
>> SciPy-user mailing list
>> SciPy-user@scipy.org
>> http://projects.scipy.org/mailman/listinfo/scipy-user
>>   
>>     
>  Hi Dmitrey,
>
> Thank you for your help. BTW, have you managed the installation of symeig ?
> http://mdp-toolkit.sourceforge.net/symeig.html
>   
I have installed symeig ok
As for pysparse, 1st of all I went to sandbox/pysparse, run
sudo python setup.py install,
then
from pysparse import *
all works ok
HTH, D


> 1) you don't need to use .T in dot, it's executing automatically:
> f = lambda x: dot(x.T,dot(A,x)) # => dot(x,dot(A,x))
> h = lambda x: dot(x.T,dot(B,x))-1.0 # => dot(x,dot(B,x))-1.0       
>
>
> Let us assume that we are interested in the smallest m eigenvalues
> instead of the smallest eigenvalue.
> Then you will need .T in case of rectangular matrices x. Therefore I
> have asked for
> an extension.
> #f = lambda x: trace(dot(x.T,dot(A,x))) # Version for m > 1
> #h = lambda x: dot(x.T,dot(B,x))-identity(m)
>
> from scipy import dot, rand
>
> n = 10
> m = 3
> A = rand(n,n)
> x = rand(n,m)
> res = dot(x.T,dot(A,x))
>
> Nils
>
> _______________________________________________
> SciPy-user mailing list
> SciPy-user@scipy.org
> http://projects.scipy.org/mailman/listinfo/scipy-user
>
>
>
>   



More information about the SciPy-user mailing list