Re: [eigen] lowest eigen value only

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Hey Peter,

if your system is reasonably large iterative methods could be what you are looking for

Libraries like https://github.com/yixuan/spectra implement such things on top of Eigen.

Cheers Jens


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From: Peter <list@xxxxxxxxxxxxxxxxx>
Sent: Wednesday, January 20, 2021 19:19
To: eigen@xxxxxxxxxxxxxxxxxxx <eigen@xxxxxxxxxxxxxxxxxxx>
Subject: Re: [eigen] lowest eigen value only
 
Dear Rasmus,


Am 20.01.21 um 19:02 schrieb Rasmus Munk Larsen:

> 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.

Thanks for your response, sounds interesting and I'd be interested in testing it.
Speed is not everything, I'm already be happy to save a little bit of memory.

All the best,
Peter



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