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Math Help - How to solve the larger order eigenproblem

  1. #1
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    How to solve the larger order eigenproblem

    I want to solve a generalized symmetric eigenproblem A(N,N)x(N,N) = v(N)B(N,N)x(N,N), N > 500
    I try a call in Lapack (see http://www.netlib.org/lapack/double/dsygvd.f)
    DSYGVD(1,'V','U',N,A,N,B,N,V,WORK,1+6*N+2*N**2,IWO RK,3+5*N,INFO)
    define: WORK(1+6*N+2*N**2), IWORK(3+5*N)
    when N<100, I can solve the equation successfully.
    When N>200, 300, or more, the program will fail with stack overflow.
    I try the linux system with large memory (>8GB), and still fail
    I guess that 1+6*N+2*N**2 is too large.

    How can I solve this problem?

    Best regards.
    sandf
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  2. #2
    MHF Contributor
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    Re: How to solve the larger order eigenproblem

    Hey sandf.

    If you are getting a stack overflow then it means a lot of your data is being stored on the stack instead of the heap.

    In order to use the heap you would either have to create a virtual stack on the heap or just use the heap instead.

    This requires doing some re-coding of the LAPACK procedure so if you really want to do this, you need to get the source code and make the changes which will probably take you a little while.
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  3. #3
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    Re: How to solve the larger order eigenproblem

    Dear chiro,
    Thanks for your help.
    Bests
    sandf
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