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I have an 6000*16000 matrix D I need to compute matrix C formed by the first leigenvectors with the smallest eigenvalues D ( I don't choose the right l until now)

what is the faster way to compute C?

nawara
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    What have you got so far ? How can anyone recommend a faster approach when you don't reveal your current approach or its performance ? – High Performance Mark May 08 '13 at 18:48
  • @HighPerformanceMark in fact I have no idea about this tobic the only way I have tried is with the matlab `eig` – nawara May 08 '13 at 19:28

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