So far the closest I've found is ViennaCL, which has a Lanczos implementation for Eigenvalues.
It is not clear that EigenVectors are produced by this library.
Does anyone here know whether ViennaCL solves for EigenVectors? And how to get them?
Or of any other sparse matrix EigenVector solver for GPGPU?
ETA:From what I have read, Lanczos is only an algorithm for converting from a general matrix to tridiagonal form. The QR algorithm (or other) is needed for extracting EigenValues/Vectors from the tridiagonal matrix.
Assuming I can upgrade the ViennaCL library to handle complex matricies, does anyone have a recommendation for a GPU based QR algorithm implementation?