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Created 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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