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