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
