Re: [eigen] Implementation of eigs? |
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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.hOn 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 eigenvaluesof a symmetric positive definite matrix.The numerical technique is typically the power-method but this gives onlythe highest eigenvector and more work is required for getting more thanone eigenvector.In Matlab the command of choice is eigs(A, 10) and it is implemented aswell in the "octave" open source software.Could we have such a functionality in Eigen? That would be fairly naturalfor Eigen.Mathieu
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