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Thread Subject:
Problem about EIGS

Subject: Problem about EIGS

From: Yang Liu

Date: 5 Feb, 2009 23:00:07

Message: 1 of 3

Hi,

I am using Matlab to solve eigen values and eigen vectors of large
spare matrix. Each matrix is square matrix with size of 10000-40000.
Each row contains about 100-200 non-zero elements. I got error almost
all the time.

??? Error using ==> lu
Sparse lu with 4 outputs (UMFPACK) failed

Error in ==> eigs>LUfactorAminusSigmaB at 1096
         [L,U,P,Q] = lu(AsB);

Error in ==> eigs at 132
   [L,U,P,permAsB] = LUfactorAminusSigmaB;

Someone said this means UMFPack ran out of memory.
I am wondering whether there is any way to increase available memory
to UMFpack? How large problem can eigs() solve?

Subject: Problem about EIGS

From: Pat Quillen

Date: 9 Feb, 2009 15:36:02

Message: 2 of 3

"Yang Liu" <yxl072100_at@utdallas.edu> wrote in message <gmfr1n$hst$1@fred.mathworks.com>...
> Hi,
>
> I am using Matlab to solve eigen values and eigen vectors of large
> spare matrix. Each matrix is square matrix with size of 10000-40000.
> Each row contains about 100-200 non-zero elements. I got error almost
> all the time.
>
> ??? Error using ==> lu
> Sparse lu with 4 outputs (UMFPACK) failed
>
> Error in ==> eigs>LUfactorAminusSigmaB at 1096
> [L,U,P,Q] = lu(AsB);
>
> Error in ==> eigs at 132
> [L,U,P,permAsB] = LUfactorAminusSigmaB;
>
> Someone said this means UMFPack ran out of memory.
> I am wondering whether there is any way to increase available memory
> to UMFpack? How large problem can eigs() solve?

The message you are getting almost certainly indicates an out of memory condition for LU via UMFPACK.

Can you tell us more about your problem? Is your matrix symmetric? Which eigenvalues do you want? Exploiting any properties your matrix has can help eigs solve larger problems.

Pat.

Subject: Problem about EIGS

From: thomasedison

Date: 9 Feb, 2009 16:44:18

Message: 3 of 3

Hi, Thank you for your reply.
I am solving an generalized eigen problem. That is Ax=3D\lambda Bx,
where both A and B are symmetric matrix. B is diagonal positive-
definite matrix. A is an laplacian matrix. That is, Ax=3D0 for x_i=3D1.
I want the "smallest" several hundreds of eigen values and
corresponding eigen vectors.
Btw, the result from eigs() seems to have more "noise" than the result
from eig(). I there any way to remove these "noise"? Thank you.

On 2=D4=C29=C8=D5, =C9=CF=CE=E79=CA=B136=B7=D6, "Pat Quillen" <pquil...@mat=
hworks.com> wrote:
> "Yang Liu" <yxl072100...@utdallas.edu> wrote in message <gmfr1n$hs...@fre=
d.mathworks.com>...
> > Hi,
>
> > I am using Matlab to solve eigen values and eigen vectors of large
> > spare matrix. Each matrix is square matrix with size of 10000-40000.
> > Each row contains about 100-200 non-zero elements. I got error almost
> > all the time.
>
> > ??? Error using =3D=3D> lu
> > Sparse lu with 4 outputs (UMFPACK) failed
>
> > Error in =3D=3D>eigs>LUfactorAminusSigmaB at 1096
> > [L,U,P,Q] =3D lu(AsB);
>
> > Error in =3D=3D>eigsat 132
> > [L,U,P,permAsB] =3D LUfactorAminusSigmaB;
>
> > Someone said this means UMFPack ran out of memory.
> > I am wondering whether there is any way to increase available memory
> > to UMFpack? How large problem caneigs() solve?
>
> The message you are getting almost certainly indicates an out of memory c=
ondition for LU via UMFPACK.
>
> Can you tell us more about your problem? Is your matrix symmetric? Whic=
h eigenvalues do you want? Exploiting any properties your matrix has can h=
elpeigssolve larger problems.
>
> Pat.

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