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 | Jens Wehner, PhD | eScience Research Engineer | Email: [email protected]<https://outlook.office.com/mail/options/mail/[email protected]> | Tel: +31(0)6 438 666 87 | | Netherlands eScience Center<https://www.esciencecenter.nl/> | Science Park 140 | 1098 XG Amsterdam | The Netherlands | | Twitter<https://twitter.com/eScienceCenter> | LinkedIn<https://www.linkedin.com/company/netherlands-escience-center> | Facebook<https://www.facebook.com/NLeScienceCenter/> | YouTube<https://www.youtube.com/channel/UCYLAIMi62d8tx3Ru6DOSPeg> | Newsletter<https://esciencecenter.us8.list-manage.com/subscribe/post?u=a0a563ca342f1949246a9f92f&id=31bfc2303d> | ________________________________ From: Peter <[email protected]> Sent: Wednesday, January 20, 2021 19:19 To: [email protected] <[email protected]> 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
