Re: [eigen] Implementation of eigs?

[Yixuan Qiu <yixuanq@xxxxxxxxx>]

Hi Mathieu,

There is an ArpackSelfAdjointEigenSolver class in the unsupported module [1], which wraps the ARPACK library for partial eigen decomposition.
I have also written a header-only library Spectra [2] for the same purpose, which is built on top of Eigen.


Best,
Yixuan


[1] https://gitlab.com/libeigen/eigen/-/blob/master/unsupported/Eigen/src/Eigenvalues/ArpackSelfAdjointEigenSolver.h

[2] https://github.com/yixuan/spectra

On Thu, Jun 18, 2020 at 7:05 AM Mathieu Dutour <mathieu.dutour@xxxxxxxxx> wrote:

For some computation I need to compute the say 10 highest eigenvalues

of a symmetric positive definite matrix.

The numerical technique is typically the power-method but this gives only

the highest eigenvector and more work is required for getting more than

one eigenvector.

In Matlab the command of choice is eigs(A, 10) and it is implemented as

well in the "octave" open source software.

Could we have such a functionality in Eigen? That would be fairly natural

for Eigen.

  Mathieu