positive-definiteness of a huge sparse matrix
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I want to determine the positive-definiteness of a huge sparse matrix (N^2,N^2) with nonzeros on the 9 off-diagnols, where N is the larger the better. I am using eigs(A,1,'SA') because of the memory issues, however, for N=260, each iteraction requires 1 hour. I really want to find out fast method to deal this problem.
Answers (2)
Sean de Wolski
on 22 Mar 2012
0 votes
Andrew Knyazev
on 15 May 2015
0 votes
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