Thank you very much for this. On Thu, 18 Jun 2020 at 14:57, Yixuan Qiu <[email protected]> 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. > > > Best, > Yixuan > > > [1] > https://gitlab.com/libeigen/eigen/-/blob/master/unsupported/Eigen/src/Eigenvalues/ArpackSelfAdjointEigenSolver.h > [2] https://github.com/yixuan/spectra > > > On Thu, Jun 18, 2020 at 7:05 AM Mathieu Dutour <[email protected]> > 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. >> >> Mathieu >> >
