[SciPy-user] Eigenvalues and eigenvectors

[Nils Wagner]

Johannes Loehnert wrote:
> Hi,
>
>   
>> This probably isn't what you meant, but...
>> last I checked there was no function in Scipy that would let you get just
>> *some* eigenvalues and eigenvectors.  eig() gets you *all* eigenvals/vecs
>> whether you want them or not.   Which is really a bad idea if you're trying
>> to do some sort of eigenvector-based compression/dimension-reduction on a
>> 5000 dimensional dataset.
>>     
>
> scipy.linalg.eig_banded can be used to obtain a subset of eigenvectors (by 
> giving limits for the eigenvalues or by specifying an index range). However 
> it is only applicable to symmetric and hermitian matrices (preferably 
> band-limited, of course). Internally it wraps the lapack routines dsbevx / 
> zhbevx.
>
> I do not know if it is already contained in the latest scipy release, maybe 
> you need to build from svn.
>
> Johannes
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>   


And it's only applicable to standard eigenvalue problems 
A x = \lambda x.

How about generalized eigenvalue problems
A x = \lambda B x with B spd (symmetric positive definite) ?

Nils