All Questions
Tagged with c++ eigenvalues
12 questions
2
votes
1
answer
314
views
Quadratic Eigenvalue Problem
Is SLEPc really the only C/C++ package that provides a solver for the Quadratic Eigenvalue Problem (QEP) out of the box, using sparse matrices?
- 294
2
votes
1
answer
586
views
How to perform an eigendecomposition of a general complex matrix with arbitrary precision in C/C++
I need to obtain the Eigenvectors of a general complex matrix, but with quadruple precision. Is anyone aware of a means to do this?
I currently use Tux Eigen, and I see that in their unsupported ...
- 141
6
votes
4
answers
3k
views
Efficient eigen-decomposition of covariance matrix
I am looking for an C/C++/Python algorithm implementation that calculates eigenvalues and eigenvectors of a symmetric, positive semidefinite covariance matrix.
A general-purpose eigen-decomposition ...
- 201
1
vote
1
answer
990
views
LAPACK sorting eigenvalues differently each time
I'm using LAPACK zgeev routine to get eigenvalues and eigenvectors of a symmetric matrix in C++. Problem is zgeev is being called in a loop but it sorts eigenvalues (and eigenvectors) differently ...
- 313
0
votes
2
answers
524
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Matlab, Mathematica & LAPACK returning 3 different eigenvectors
(I'm not sure which of math.se / stackoverflow / scicomp.se is the right place to ask this question)
I have a C++ code which generates a complex matrix and then calculates its eigenvalues and ...
- 313
3
votes
1
answer
426
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SLEPc eigensolvers take long time to converge for large sparse symmetric matrices
I am leveraging the SLEPc library for solving the first $k$ (where $k = 3$ or $4$) eigenvalues and their corresponding vectors for a matrix of size 200,000. The matrix is sparse and symmetric. I ...
- 31
3
votes
2
answers
2k
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Stabilizing a 3x3 real symmetric matrix eigenvalue calculation
I have many 3x3 real symmetric matrices for which I need to determine the eigenvalues. Wikipedia gives a nice non-iterative algorithm for this case, which I have translated into C++:
...
- 2,165
0
votes
1
answer
2k
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Order of eigenvalue problem using c++ Eigen library
I have the following 6x6 matrix (taken from Google Books p. 129):
For background info: All the entries depend on the momentum $k$. Getting the eigenvalues of this matrix for each $k$ corresponds to ...
- 267
1
vote
1
answer
80
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LAPACK DGGEVX: BALANC option
I'm using DGGEVX routine from LAPACKE with BALANC option as shown below, but to my surprise changing BALANC option from 'N' to ...
- 165
0
votes
2
answers
4k
views
Most efficient library to diagonalize exactly large hermitian or unitary matrices
I am working on a physics problem which requires obtaining the exact eigenvalues and eigenvectors of Hermitian and Unitary matrices numerically. Naturally I would like to ask the experts what are the ...
- 101
5
votes
1
answer
566
views
What is the most efficient way to obtain the max eigenvalue of a specific symmetric matrix via Eigen C++
Suppose I have a symmetric matrix $A_{1000\times 1000}$, which can be represented by:
$A = J G J^T$
where $J$ in 1000x3 is full column rank dense matrix; $G$ in 3x3 is a nonsingular dense matrix.
...
- 759
9
votes
1
answer
758
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Implementation of Jacobi-Davidson method for cubic eigenvalue problem
I have a large cubic eigenvalue problem:
$$\left(\mathbf{A}_0 + \lambda\mathbf{A}_1 + \lambda^2\mathbf{A}_2 + \lambda^3\mathbf{A}_3\right)\mathbf{x} = 0.$$
I could solve this by converting to a ...
- 397