[eigen] Band Lanczos Algorith

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Hey everyone. As part of my PhD work I needed an implementation of the Band Lanczos Algorithm, so I implemented it from the "Templates for the Solution of Algebraic Eigenvalue Problems" book (link) using eigen, but its not really a full blown template class. I figured it might be worth expanding and adding to the Unsupported set of libraries. I have a couple of questions about contributing, since it will still be a bit of work to make as generic as the rest of the decomposition classes.

1) Does this already exist somewhere?
2) How does Eigen deal with Hermitian/non-Hermitian naming, since usually a very similar algorithm exists for both. Should I make a separate class or just add a flag for whether the matrix is hermitian?
3) In these sorts of problems its sometimes possible that the Matrix being decomposed can't actually be formulated, so a function needs to passed that takes a vector and returns a vector. Are there any classes that already do this so I can make sure my API looks the same?
4) Which branch should I check out to add stuff to? 
5) Can I just put the tests in unsupported/test?

Thanks

-Micah
 
--

Micah Chambers, M.S.

Ahmanson-Lovelace Brain Mapping Center

University of California Los Angeles

635 Charles E. Young Drive SW, Suite 225 

Los Angeles, CA 90095-7334

310-206-2101 (Office)
310-206-5518 (Fax)

703-307-7692 (Cell)

email: micahcc@xxxxxxxx



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