Multi-Scale Spectral Decomposition


MSEIGS implements the Multi-Scale Spectral Decomposition algorithm, which is a fast eigensolver well-suited for approximating eigenpairs of large scale graphs, especially when the target rank is large.


MSEIGS is written in C/C++ and comes with a Matlab mex interface.
Download the zip-file and extract the files.

See the README file for instructions.
Note that the current version requires Intel MKL and is still under development.


Please acknowledge the use of the code with a citation.

Multi-Scale Spectral Decomposition of Massive Graphs.
S. Si, D. Shin, I. S. Dhillon, and B. N. Parlett, Neural Information Processing Systems Conference(NIPS), 2014. [paper]
  title = {Multi-Scale Spectral Decomposition of Massive Graphs},
  author = {Si Si and Donghyuk Shin and Inderjit S. Dhillon and Beresford N. Parlett},
  booktitle = {Proceedings of the Neural Information Processing Systems Conference},
  pages = {2798-–2806},
  year = {2014}
Bug reports and comments are always appreciated. We would like to know who showed interest in our work, feel free to contact us.