Julia Eigenvector Projects
-
InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
For large and matrices you can use the (restarted) Arnoldi method to compute a partial Schur decomposition AQ=QR where Q is tall and skinny and R has a few dominant eigenvalues on the diagonal (i.e. eigenvalues on the boundary of the convex hull).
MATLAB uses ARPACK's implementation of this when you call `eigs`
I wrote my own implementation ArnoldiMethod.jl in julia, which unlike MATLAB/ARPACK supports arbitrary number types, and also should be more stable in general, and equally fast.
[1] https://github.com/JuliaLinearAlgebra/ArnoldiMethod.jl
Index
Project | Stars | |
---|---|---|
1 | ArnoldiMethod.jl | 93 |
Sponsored