I need to solve a few eigenvalues of a large sparse matrix specified by their index range. These indices are according to the whole eigenspectrum sorted in algebraic (not absolute value) ascending order.

For example in python, I notice this is made available by the subset_by_index option in scipy.linalg.eigh for non-sparse matrices, but not in the sparse counterpart eigsh. In MKL, we have non-sparse routines like heevx with the similar option but I don't find clear info in the sparse docs.

Is this possible at all in the sparse context?



Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.