fast_eigs.m

function [v,d] = fast_eigs( A,K,options )

%fast eigenvector computation:
% A*v = K*v
% opt: 'sm' = smalles EV
%      'lm' = largest EV
[L, U, P, Q] = lu(A);
if strcmp(options, 'sm')
    func = @(X) Q * (U \ (L \ (P * X)));
else
    func = @(X) P' * (L * (U * (Q' * X)));
end
[msgstr, msgid] = lastwarn;
lastwarn('');
[v,d] = eigs(func, size(A, 1), K, 1, options);
[~, warnid] = lastwarn;
if strcmp(warnid,'MATLAB:eigs:NotAllEigsConverged')
    warning('Eigenvalues did not converged -> using the eig function (more expensive)');
    [v,d]= eig(full(A),K);
end

lastwarn(msgstr, msgid);

end