Have you tried just calling LAPACK directly? (You could try dsyevx to see if there's something to gain by computing less than all the eigenvalues.) I'm not aware of a batched interface at this time, but that's what you'd want for performance.
Jacob Faibussowitsch <[email protected]> writes: > Hello PETSc/SLEPc users, > > Similar to a recent question I am looking for an algorithm to compute the > smallest eigenvalue and eigenvector for a bunch of matrices however I have a > few extra “restrictions”. All matrices have the following properties: > > - All matrices are the same size > - All matrices are small (perhaps no larger than 12x12) > - All matrices are SPD > - I only need the smallest eigenpair > > So far my best bet seems to be Lanczos but I’m wondering if there is some > wunder method I’ve overlooked. > > Best regards, > > Jacob Faibussowitsch > (Jacob Fai - booss - oh - vitch)
