I try to compute eigenvalues of the tridiagonal matrix coming from finite difference scheme. For small mesh size, eigs works well. But for large size it fails. Here is an example where eigs fails. Is there any other way to reliably compute a few eigenvectors in matlab ?
n = 1000; h = 1/n;
e = ones(n,1);
A = (1/h)*spdiags([e, -2*e, e], -1:1, n, n);
e = eigs(A,10,'LA')