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I have a sparse unitary matrix with complex entries and want to compute all its eigenvalues. Unfortunately, matlab doesn't like this. If I try do enter eigs(A, N) (A the matrix, N its size), it tells me that I should use eig(full(A)) instead. This is awfully slow ... comparred to the computation for self-adjoint sparse matrices.

Is there any way to do this quicker?

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    You said "sparse", but is there any particular pattern in the sparsity?2011-09-10
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    It's a CMV matrix. See Section 4.2. of Barry's OPUC book available at http://www.math.caltech.edu/opuc/sampleopuc.html ... (set |alpha_N| = 1 to get an N times N matrix).2011-09-11

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