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Questions tagged [arpack]

ARPACK is a package for solving large scale eigen value problems. Question tagged arpack relate to usage of this library, linking with it and compiling code using its subroutines.

ARPACK is a collection of Fortran77 subroutines designed to solve large scale eigenvalue problems.

For more information, see ARPACK's website

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python scipy sparse matrix SVD with error ARPACK error 3: No shifts could be applied during a cycle of the Implicitly restarted Arnoldi iteration

I was using scipy to do sparse matrix svd on some large data. The matix is around 200,000*8,000,000 size, with 1.19% non-zero entries. The machine I was using has 160G memory so i suppose memory shouldn't be an issue. So here is some code i…
youwillwin
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Is ARPACK thread-safe?

Is it safe to use the ARPACK eigensolver from different threads at the same time from a program written in C? Or, if ARPACK itself is not thread-safe, is there an API-compatible thread-safe implementation out there? A quick Google search didn't turn…
Tamás
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Normalized cuts with Matlab 2013a

I am using the normalized cuts package from http://www.cis.upenn.edu/~jshi/software/Ncut_9.zip (on Windows 7) This used to work fine with Matlab2010a. However I have upgraded to Matlab2013a (32 bit student version) and I now get the following…
Bull
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Arpack++ sparse eigen solver many times slower than equivalent Matlab eigs()

I need to compute the n smallest magnitude eigen vectors of a very large sparse symmetric matrix in a C++ program. For my example, lets say n=30 and the matrix is 10k by 10k with about 70k non-zero values. Upon a lot of research and experimenting…
Likon
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python scipy eigs : return eigenvector after maximum number of iterations whatever the convergence tolerance

I would like to get eigenvectors of a sparse symmetric matrix with the best precision affordable in a given time. Currently I use the following with scipy.sparse.eigsh: evals, evecs = eigsh(MyMatrix, 2,which='LM' ,tol=1.e-15, maxiter=1000000) If it…
Ant Plante
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Fast method for sparse matrix diagonalization (julia): Why is arpack so slow?

For my problem I am only interested in few eigenstates (with smallest eigenvalues) of a sparse real symmetric matrix A. As far as I can see, arpack uses a different method and should be much faster than the full diagonalization of the LinearAlgebra…
varantir
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Memory usage grows indefinitely when using scipy.sparse.linalg.eigsh

Here is the code: # input: # A : a large csr matrix (365 million rows and 1.3 billion entries), 32 bit float datatype # get the two largest eigenvalues of A and the corresponding eigenvectors from scipy.sparse.linalg import eigsh (w,V) =…
Zach Boyd
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Computing eigenvectors of a sparse matrix in R

I am trying to compute the m first eigenvectors of a large sparse matrix in R. Using eigen() is not realistic because large means N > 106 here. So far I figured out that I should use ARPACK from the igraph package, which can deal with sparse…
Calimo
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CVXPY failing randomly on basic quadratic problem

I'm finding CVXPY is randomly failing with the following error: ArpackError: ARPACK error 3: No shifts could be applied during a cycle of the Implicitly restarted Arnoldi iteration. One possibility is to increase the size of NCV relative to NEV.…
Corvus
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Armadillo eigs_sym(A,k) for complex sparse matrix A

To find the 10 smallest eigenvalue of a sparse matrix 'A', the minimal code below works well: g++ -std=c++17 -o test_sparse.o -c test_sparse.cpp g++ -std=c++17 -o myapp test_sparse.o -larmadillo -larpack #include #include…
MKMS
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SVD MemoryError in Python

I want to perform an SVD on a big array M[159459,159459]. Since SVD computation depends on the input matrix of shape (159459,159459), this here does not address my goal. I have tried to…
seralouk
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Eigenvectors of a large sparse matrix in tensorflow

I was wondering if there is a way to calculate the first few eigenvectors of a very large sparse matrix in tensorflow, hoping that it might be faster than scipy's implementation of ARPACK, which doesn't seem to support parallel computing. At least,…
Hierakonpolis
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How to properly setup native ARPACK for Spark 2.2.0

I am getting the following Warning when I run the PySpark job: 17/10/06 18:27:16 WARN ARPACK: Failed to load implementation from: com.github.fommil.netlib.NativeSystemARPACK 17/10/06 18:27:16 WARN ARPACK: Failed to load implementation…
user2377528
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Octave and warning "ARPACK library found, but does not seem to work properly; disabling eigs function"

Situation I work with Ubuntu 14.04. I am building GNU Octave 4.2.1 from source with GNU 6.3.0. This version of Octave is quite new, but I see the issue arising also when trying to compile older Octave releases (down to 3.8.1). I configure the build…
XavierStuvw
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Adding Arpack/Armadillo in Cmakelist

I'm struggling with adding the ARPACK in myCMakeLists (see below) file of which i construct my Qt-project under Mac-OSX. Note that i installed the Armadillo library via 'Macport' and it's recognized automatically by Qt without adding it in the…
Anass
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