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?