Community Profile

# Andrew Knyazev

### Mitsubishi Electric Research Laboratories

42 total contributions since 2008

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

http://www.merl.com/people/knyazev

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

Contributions in
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Responded

Re: L-shape eigenvalue
It is much more fun to calculate the guaranteed eigenvalue bounds, see, e.g., DOI:10.1137/120878446 and try to beat them.

1 year ago | 1124 views

Responded

Re: Eigs with function handle
The function handle to the matrix itself is no good. You need a function handle either to the action of the matrix inverse (expe...

1 year ago | 2090 views

Submitted

lobpcg.m
LOBPCG solves Hermitian partial generalized eigenproblems using preconditioning, competes with eigs

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

1 year ago | 1

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

1 year ago | 0

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

1 year 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

1 year 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

1 year ago | 0

Parallel computing of eigs
check SLEPc and BLOPEX

1 year 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...

1 year 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...

1 year ago | 0

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

1 year ago | 0

Why can't I compute the interior eigenvalues of a sparse matrix with "eigs" without inversion in MATLAB?
check http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

1 year ago | 0

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

1 year 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

1 year 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

1 year 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

Submitted

Best polynomial approximation in uniform norm
For a given function on an interval, the code calculates the min-max approximation by a polynomial.

Submitted

ODE Tutorial Demo
Advanced examples of using the MATLAB Symbolic Math Toolbox for Ordinary Differential Equations

Submitted

Newton's method done right
Newton's method for solving systems of nonlinear equations, including nonsquare and inconsistent

Submitted

Laplacian in 1D, 2D, or 3D
Sparse (1-3)D Laplacian on a rectangular grid with exact eigenpairs.

eigs with sparse matrices

5 years ago | 0

Memory requirements of lobpcg: Matlab and hypre implementation differences
Have you actually tried the development version of SLEPc? The one that one gets by svn checkout http://www.grycap.upv.es/sle...

5 years ago | 0