On Tue, Jul 12, 2011 at 11:30 AM, Gael Varoquaux <[email protected]> wrote: > On Mon, Jul 11, 2011 at 05:01:07PM -0400, Daniel Wheeler wrote: >> Hi, I am trying to find the eigenvalues and eigenvectors as well as >> the inverse for a large number of small matrices. The matrix size >> (MxM) will typically range from 2x2 to 8x8 at most. > > If you really care about speed, for matrices of this size you shouldn't > call a linear algebra pack, but simply precompute the close-form > solution. Here is sympy code that I used a while ago to generate fast > code to do inverse of SPD matrices. > > G
This has been a very timely discussion for me since I'm looking to do the same thing with a different application. My interest in diagonalizing lots of small matrices (not inverting). I believe the OP was also interested in eigenvalues. Gael, your code addresses inverses, but I take it something similar for eigenvalues of a matrix bigger than 5x5 doesn't exists since a closed-form solution doesn't exist for finding polynomials roots for order > 5? The ones I'm looking at now happen to be 3x3, so I was thinking of using http://en.wikipedia.org/wiki/Eigenvalue_algorithm#Eigenvalues_of_a_Symmetric_3x3_Matrix but I might have anywhere from 2 to 10 at some point. (To add another spin to this, I recently acquired an NVIDIA Tesla card and am thinking of using it for this problem.) Thanks, Greg _______________________________________________ NumPy-Discussion mailing list [email protected] http://mail.scipy.org/mailman/listinfo/numpy-discussion
