Re: [eigen] Implementation of eigs?

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Thank you very much for this.

On Thu, 18 Jun 2020 at 14:57, Yixuan Qiu <yixuanq@xxxxxxxxx> wrote:
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.



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.


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