[SciPy-user] First few eigenvectors of a numarray array

[p.berkes at biologie.hu-berlin.de]

Hi Stuart,

in fact MDP contains a function (mdp.utils.symeig), which provides
an interface to some LAPACK routines that are able to compute only
the first eigenvectors of a matrix, given that it is symmetrical 
positive definite (which should be the case, since you're doing
PCA).

Pietro.


On Fri, 3 Sep 2004, Gary Ruben wrote:

> Hi Stuart,
> 
> It may well not be relevant to your needs, but since you mentioned you were doing PCA, you might want to look at the MDP package which was announced on this list a few days ago. 
> http://mdp-toolkit.sourceforge.net/
> 
> Gary
> 
> ----- Original Message -----
> From: Stuart Murdock <s.e.murdock at soton.ac.uk>
> Date: Thu, 02 Sep 2004 19:50:57 +0000
> To: SciPy Users List <scipy-user at scipy.net>
> Subject: Re: [SciPy-user] First few eigenvectors of a numarray array
> 
> > Hi Dave
> > 
> > David Grant wrote:
> > 
> > > When you say "top 10" do you mean the eigenvalues with the largest or 
> > > smallest values?
> > >
> > 
> > Primarily I would be concerned with the eigenvectors associated with the 
> > largest eigenvalues as presently
> > I am interested in Principal Component Analysis of biomolecular 
> > simulation trajectories. There are ways to approximate
> > the top eigenvector / eigenvalue, then get the next and so on but I was 
> > wondering if there were any packages with those
> > types of algorithms already implemented.
> > 
> > Thanks
> > 
> > Stuart
> > 
> > > I would also be interested in knowing if there is any mathematical way 
> > > of doing this.  Sometimes for example in molecular simulations you 
> > > only want to calculate the ground state energy, for example, and you 
> > > don't care about the rest...
> > >
> > > Dave
> > >
> > >
> > > Stuart Murdock wrote:
> > >
> > >> Hi
> > >>
> > >> I have a 10000 by 10000 square numarray array which I have obtained 
> > >> using numarray. I need to obtain the first 10 eigenvalues and
> > >> eigenvectors of this so I dont want to have to calculate all 
> > >> eigenvectors of the matrix. Is anyone aware of any pythonic packages 
> > >> which
> > >> can calculate, lets say, the 10 eigenvectors corresponding to the top 
> > >> 10 eigenvalues of a numarray array.
> > >>
> > >> There are a few functions which calculate all of the eigenvectors e.g.
> > >>
> > >> eig
> > >> eigenvectors
> > >>
> > >> but I only want to calculate the top few.
> > >>
> > >> Thanks
> > >>
> > >> Stuart
> > >>
> > >
> > >
> > >_______________________________________________
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> > >SciPy-user at scipy.net
> > >http://www.scipy.net/mailman/listinfo/scipy-user
> > >  
> > >
> > 
> > 
> > -- 
> > 
> > Stuart Murdock Ph.D,
> > Research Fellow,
> > Dept. of Chemistry / E-Science,
> > University of Southampton,
> > Highfield, Southampton,
> > SO17 1BJ, United Kingdom
> >  
> > http://www.biosimgrid.org
> > 
> > 
> > 
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>