Re: [eigen] lowest eigen value only |
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Dear Rasmus,
On 20.01.21 19:02, Rasmus Munk Larsen wrote:
> 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.
any news on this?
Best regards,
Peter