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eigs with big sparse matrix has Internal error

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Benyang Hu
Benyang Hu am 25 Mär. 2022
Beantwortet: Andrew Knyazev am 30 Mai 2022
I am using 9m by 9m K_matrix_sys and M_matrix_sys to calculate the frequence with eigs.
fre = eigs(K_matrix_sys,M_matrix_sys,3,0);
The error is showing below. I don't know how set up eigs other value to make this work.
Error using matlab.internal.decomposition.builtin.UMFPACKWrapper
Decomposition built-in error: Algorithm did not succeed.
Internal error in library UMFPACK.
Error in eigs>AminusSigmaBSolve (line 1220)
umf = matlab.internal.decomposition.builtin.UMFPACKWrapper(AminusSigmaB, 0.1, 0.001, true, 0);
Error in eigs>getOps (line 1122)
applyOP = AminusSigmaBSolve(A, B, innerOpts.sigma, Amatrix, n, ...
Error in eigs (line 122)
[applyOP, applyM] = getOps(A, B, n, spdB, shiftAndInvert, R, cholB, permB,...
  6 Kommentare
Bruno Luong
Bruno Luong am 28 Mär. 2022
"So is there no enought memory for this calculation?"
Obviously no, as I have suspected.
Christine Tobler
Christine Tobler am 1 Apr. 2022
eigs should have given the out-of-memory error directly, instead of the "internal error" message you had originally received. This has been addressed for R2019b, so in that and later releases the error message should be less confusing.
Unfortunately there isn't much to be done for the case of an out-of-memory error. For some sparse matrices, their factorization contains a lot of "fill-in", meaning the factors of this matrix contain many more nonzeros than the original matrix and therefore need much more memory.
If you happen to know that all eigenvalues are positive, you could try to instead use the "smallestreal" option, which doesn't compute a factorization of the first input matrix. That can be a bit of a mixed bag, as convergence of the iteration inside eigs can be much slower (or not happen in practical time at all), but in some cases it works very well.
% If you know all eigenvalues are >= 0:
fre = eigs(K_matrix_sys,M_matrix_sys,3,'smallestreal')

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Andrew Knyazev
Andrew Knyazev am 30 Mai 2022

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