El 03/06/2015, a las 17:47, Xujun Zhao escribió: > Hi Jose, > > Thank you for your reply. How about the computational cost compared to one > EPSSolve() with all eigenvalues? what methods does SLEPc use for each solve? > Because it may be cheaper for largest eigenvalue if the power method is used, > but I don't if it is still so for smallest eigenvalue? > > Xujun >
Don't compute all eigenvalues. For the largest eigenvalue, don't use the power iteration. The default solver (Krylov-Schur) will be very fast for that. For the smallest eigenvalue, convergence may be slow if eigenvalues are small and poorly separated - it may be necessary to do shift-and-invert, in which case the cost may blow up. Jose
