All Questions
1 question
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.
...