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.

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

1 year ago | 12 downloads |

Answered

How to parallel for the computation of eigensystem of a sparse matrix

use SLEPc

How to parallel for the computation of eigensystem of a sparse matrix

use SLEPc

1 year ago | 0

Answered

Find max/min eigenvalue of a symmetric matrix

try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

Find max/min eigenvalue of a symmetric matrix

try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

1 year ago | 1

Answered

positive-definiteness of a huge sparse matrix

try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

positive-definiteness of a huge sparse matrix

try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

1 year ago | 0

Answered

how can i find k-eigenvalues faster than eig for hermitian dense matrix

try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

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

Answered

Take advantage of Hermitian matrices with eigs

You need to be more specific. Also, try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

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

Answered

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...

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

Answered

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...

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

Answered

eigs function: incorrect eigenvectors

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

eigs function: incorrect eigenvectors

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

1 year ago | 0

Answered

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

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

Answered

How can I get the (approximate) eigenvectors of a huge matrix?

try http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m

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

Answered

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

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

Answered

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

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

majorization check

checks if X is (weakly) majorized by Y, where X and Y must be numeric arrays.

1 year ago | 5 downloads |

Submitted

pcg.m with 'null' and 'flex' options

Preconditioned Conjugate Gradients handles homogeneous equations and nonsymmetric preconditioning

1 year ago | 2 downloads |

Submitted

Best polynomial approximation in uniform norm

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

1 year ago | 3 downloads |

Submitted

ODE Tutorial Demo

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

1 year ago | 1 downloads |

Submitted

Newton's method done right

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

1 year ago | 24 downloads |

Submitted

Laplacian in 1D, 2D, or 3D

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

1 year ago | 42 downloads |

Answered

eigs with sparse matrices

try my http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m instead

eigs with sparse matrices

try my http://www.mathworks.com/matlabcentral/fileexchange/48-lobpcg-m instead

5 years ago | 0

Answered

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...

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

Answered

Memory requirements of lobpcg: Matlab and hypre implementation differences

The development version of SLEPc incorporates BLOPEX now, see http://code.google.com/p/blopex/wiki/PETScInstallDevel so that yo...

Memory requirements of lobpcg: Matlab and hypre implementation differences

The development version of SLEPc incorporates BLOPEX now, see http://code.google.com/p/blopex/wiki/PETScInstallDevel so that yo...

5 years ago | 0

Answered

Memory requirements of lobpcg: Matlab and hypre implementation differences

Please try adding the following options to the ij driver: "-hmis -agg_nl 1 -interptype 6 -Pmx 4" These are proposed by a member ...

Memory requirements of lobpcg: Matlab and hypre implementation differences

Please try adding the following options to the ij driver: "-hmis -agg_nl 1 -interptype 6 -Pmx 4" These are proposed by a member ...

5 years ago | 0