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July 26, 2011 21:15
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octave-3.4.0:75> help eigs | |
`eigs' is a function from the file /Applications/Octave340/Octave.app/Contents/Resources/libexec/octave/3.4.0/oct/x86_64-apple-darwin10.7.3/eigs.oct | |
-- Loadable Function: D = eigs (A) | |
-- Loadable Function: D = eigs (A, K) | |
-- Loadable Function: D = eigs (A, K, SIGMA) | |
-- Loadable Function: D = eigs (A, K, SIGMA, OPTS) | |
-- Loadable Function: D = eigs (A, B) | |
-- Loadable Function: D = eigs (A, B, K) | |
-- Loadable Function: D = eigs (A, B, K, SIGMA) | |
-- Loadable Function: D = eigs (A, B, K, SIGMA, OPTS) | |
-- Loadable Function: D = eigs (AF, N) | |
-- Loadable Function: D = eigs (AF, N, B) | |
-- Loadable Function: D = eigs (AF, N, K) | |
-- Loadable Function: D = eigs (AF, N, B, K) | |
-- Loadable Function: D = eigs (AF, N, K, SIGMA) | |
-- Loadable Function: D = eigs (AF, N, B, K, SIGMA) | |
-- Loadable Function: D = eigs (AF, N, K, SIGMA, OPTS) | |
-- Loadable Function: D = eigs (AF, N, B, K, SIGMA, OPTS) | |
-- Loadable Function: [V, D] = eigs (A, ...) | |
-- Loadable Function: [V, D] = eigs (AF, N, ...) | |
-- Loadable Function: [V, D, FLAG] = eigs (A, ...) | |
-- Loadable Function: [V, D, FLAG] = eigs (AF, N, ...) | |
Calculate a limited number of eigenvalues and eigenvectors of A, | |
based on a selection criteria. The number of eigenvalues and | |
eigenvectors to calculate is given by K and defaults to 6. | |
By default, `eigs' solve the equation `A * v = lambda * v', where | |
`lambda' is a scalar representing one of the eigenvalues, and `v' | |
is the corresponding eigenvector. If given the positive definite | |
matrix B then `eigs' solves the general eigenvalue equation `A * v | |
= lambda * B * v'. | |
The argument SIGMA determines which eigenvalues are returned. | |
SIGMA can be either a scalar or a string. When SIGMA is a scalar, | |
the K eigenvalues closest to SIGMA are returned. If SIGMA is a | |
string, it must have one of the following values. | |
'lm' | |
Largest Magnitude (default). | |
'sm' | |
Smallest Magnitude. | |
'la' | |
Largest Algebraic (valid only for real symmetric problems). | |
'sa' | |
Smallest Algebraic (valid only for real symmetric problems). | |
'be' | |
Both Ends, with one more from the high-end if K is odd (valid | |
only for real symmetric problems). | |
'lr' | |
Largest Real part (valid only for complex or unsymmetric | |
problems). | |
'sr' | |
Smallest Real part (valid only for complex or unsymmetric | |
problems). | |
'li' | |
Largest Imaginary part (valid only for complex or unsymmetric | |
problems). | |
'si' | |
Smallest Imaginary part (valid only for complex or | |
unsymmetric problems). | |
If OPTS is given, it is a structure defining possible options that | |
`eigs' should use. The fields of the OPTS structure are: | |
`issym' | |
If AF is given, then flags whether the function AF defines a | |
symmetric problem. It is ignored if A is given. The default | |
is false. | |
`isreal' | |
If AF is given, then flags whether the function AF defines a | |
real problem. It is ignored if A is given. The default is | |
true. | |
`tol' | |
Defines the required convergence tolerance, calculated as | |
`tol * norm (A)'. The default is `eps'. | |
`maxit' | |
The maximum number of iterations. The default is 300. | |
`p' | |
The number of Lanzcos basis vectors to use. More vectors | |
will result in faster convergence, but a greater use of | |
memory. The optimal value of `p' is problem dependent and | |
should be in the range K to N. The default value is `2 * K'. | |
`v0' | |
The starting vector for the algorithm. An initial vector | |
close to the final vector will speed up convergence. The | |
default is for ARPACK to randomly generate a starting vector. | |
If specified, `v0' must be an N-by-1 vector where `N = rows | |
(A)' | |
`disp' | |
The level of diagnostic printout (0|1|2). If `disp' is 0 then | |
diagnostics are disabled. The default value is 0. | |
`cholB' | |
Flag if `chol (B)' is passed rather than B. The default is | |
false. | |
`permB' | |
The permutation vector of the Cholesky factorization of B if | |
`cholB' is true. That is `chol (B(permB, permB))'. The | |
default is `1:N'. | |
It is also possible to represent A by a function denoted AF. AF | |
must be followed by a scalar argument N defining the length of the | |
vector argument accepted by AF. AF can be a function handle, an | |
inline function, or a string. When AF is a string it holds the | |
name of the function to use. | |
AF is a function of the form `y = af (x)' where the required | |
return value of AF is determined by the value of SIGMA. The four | |
possible forms are | |
`A * x' | |
if SIGMA is not given or is a string other than 'sm'. | |
`A \ x' | |
if SIGMA is 0 or 'sm'. | |
`(A - sigma * I) \ x' | |
for the standard eigenvalue problem, where `I' is the | |
identity matrix of the same size as A. | |
`(A - sigma * B) \ x' | |
for the general eigenvalue problem. | |
The return arguments of `eigs' depend on the number of return | |
arguments requested. With a single return argument, a vector D of | |
length K is returned containing the K eigenvalues that have been | |
found. With two return arguments, V is a N-by-K matrix whose | |
columns are the K eigenvectors corresponding to the returned | |
eigenvalues. The eigenvalues themselves are returned in D in the | |
form of a N-by-K matrix, where the elements on the diagonal are the | |
eigenvalues. | |
Given a third return argument FLAG, `eigs' returns the status of | |
the convergence. If FLAG is 0 then all eigenvalues have converged. | |
Any other value indicates a failure to converge. | |
This function is based on the ARPACK package, written by R. | |
Lehoucq, K. Maschhoff, D. Sorensen, and C. Yang. For more | |
information see `http://www.caam.rice.edu/software/ARPACK/'. | |
See also: eig, svds | |
Additional help for built-in functions and operators is | |
available in the on-line version of the manual. Use the command | |
`doc <topic>' to search the manual index. | |
Help and information about Octave is also available on the WWW | |
at http://www.octave.org and via the [email protected] | |
mailing list. | |
octave-3.4.0:76> |
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