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,

 Réponse acceptée

Andrei Bobrov
Andrei Bobrov le 7 Nov 2011

2 votes

please read: doc eigs

1 commentaire

Khanh
Khanh le 7 Nov 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.

Connectez-vous pour commenter.

Catégories

En savoir plus sur Linear Algebra dans Centre d'aide et File Exchange

Community Treasure Hunt

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

Start Hunting!

Translated by