Chebysolve finds the largest eigenvalue for matrices of the form A = MMT. This is particularly useful where the matrix A is too large to fit into memory, but the matrix M is not—i.e. where M is very long but skinny.
Chebysolve currently only finds the largest eigenvalue and its associated eigenvector.
The matrix-vector multiplier is accelerated with Numba. Currently this is CPU-only, but this could in principle work on GPUs with small changes.
Tested using Hypothesis.
An example of usage can be found in chebysolve_example.ipynb.
This project was developed with support from the Supercomputing Wales programme, which is part-funded by the European Regional Development Fund (ERDF) through the Welsh Government.