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 >
