Re: [eigen] Partial eigenvalue decomposition

[Romain Brégier <r.bregier@xxxxxxxxxxx>]

Hi,

Many thanks Gael!
I looked a bit at ARPACK, but this header-only solution based on Eigen seems great.

Regards,
Romain

Le 14/09/2015 22:30, Gael Guennebaud a écrit :

Hi,

no, the algorithm implemented in Eigen is designed efficiently extract all eigenvalues-vectors at once. Nonetheless, this project based on Eigen might be interesting for you: https://github.com/yixuan/arpack-eigen

Gael.

On Wed, Sep 9, 2015 at 3:01 PM, Romain Brégier <r.bregier@xxxxxxxxxxx> wrote:

Hi,

Is there a way with Eigen to retrieve only the k first eigenvalues and eigenvectors of a nxn self adjoint positive matrix (considering the eigenvalues in decreasing order, and k < n)?
I did not find such a tool in the documentation but maybe I missed something.

Thanks,
Romain