Re: [eigen] lowest eigen value only

[Rasmus Munk Larsen <rmlarsen@xxxxxxxxxx>]

Hi Peter,

I don't believe that functionality is currently available in Eigen. In general, there is no terribly efficient algorithm for doing so, unless you have a cheap way to compute or apply the inverse of the original matrix. I am personally working on a fast implementation of ?stebz (spectral bisection) for Eigen, which along with tridiagonalization will make such functionality available and reasonably efficient. I hope to be able to submit a merge request within the next month or so. Of course, Dhillon & Parlett's "Holy Grail" algorithm behind DSYEVR might be better still, but I don't have any immediate plans of implementing it.

Rasmus

On Wed, Jan 20, 2021 at 7:39 AM Peter <list@xxxxxxxxxxxxxxxxx> wrote:

Dear All,

is it possible to calculate the lowest eigen value including its eigen vector
for a real symmetric or or complex hermitian matrix instead of calculating
the complete spectrum, e.g. similar to DSYEVR.

Couldn't find it in the documentation.

All the best,
Peter