Consider supporting eigenvalue problems

Question

Consider supporting eigenvalue problems

nk027 opened this issue 3 years ago · 2 comments

Also iteratively, Arnoldi and Lanzcos should be implementable.

Answer 1 · 2021-06-01T19:29:52.000Z

Arnoldi and Lanczos (+ tridiagonalisation and Hessenberg solvers & Eigen methods for transforming) seem to be working. Atm Lanczos can be run without (which means we find ghost eigenvalues) or full orthogonalisation. It would be interesting to implement a selective procedure (see https://books.google.at/books?id=mlOa7wPX6OYC&lpg=PA470&hl=de&pg=PA483 or Parlett and Scott 1979).

Answer 2 · 2023-08-22T13:03:17.000Z

As of bbf4930, this is implemented (partly based on the Spectra library, which is more specialised for this task).