[SciPy-User] Solving an eigenvalue problem

josef.pktd@gmai... josef.pktd@gmai...
Tue Aug 24 10:57:01 CDT 2010


On Tue, Aug 24, 2010 at 11:12 AM, Lutz Maibaum <lutz.maibaum@gmail.com> wrote:
> On Tue, Aug 24, 2010 at 8:03 AM, Vincent De Groof
> <vincentdegroof@gmail.com> wrote:
>> However I don't need all the eigenvalues and eigenvectors. Is there an
>> existing scipy function where I can define the number of eigenvectors I
>> want? So the output would become e.g. the 250 largest eigenvalues and its
>> corresponding eigenvectors?

scipy.linalg.eigh has the option to only return some eigenvectors

eigvals : tuple (lo, hi)
Indexes of the smallest and largest (in ascending order) eigenvalues
and corresponding eigenvectors to be returned: 0 <= lo < hi <= M-1. If
omitted, all eigenvalues and eigenvectors are returned.

David C was discussing about rewriting and enhancing this feature, but
I don't know what the status is.

Josef

>
> You could try scipy.sparse.linalg.eigen_symmetric (or the
> non-symmetric counterpart).
>
> Hope this helps,
>
>  Lutz
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