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Question: Eigenvalue calculation

Question:Eigenvalue calculation

erdem 35 Maple
linear-algebra eigenvalues
March 26 2013
1

Hi,

 

I am working on a instability problem where I  pose my probkem as a generalized eigenvalue problem. My matrices can reach size 3000x3000. However, even this one 

with(RandomTools); with(LinearAlgebra);
interface(rtablesize = 20);

Digits := 25;
A := RandomMatrix(200, 200);
EigVal := evalf(Eigenvalues(A));

right now running for an hour but still no result. Is there a way to speed up this process? 

 

 

Thank you
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