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Subset of eigenvalues for full matrix

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Hi,

The MKL manual mentions routines to calculate the complete set of eigenvalues of a full matrix. I understand that intel has worked at optimizing the calculation of subsets of eigenvalues for sparse matrices. 

Question: Are there routines to evaluate just a subset of eigenvalues, e.g. largest, smallest, positive real part, etc, for full matrices (without sparsifying the matrix)?

Thanks.

Pierre

TCE Open Date: 

Wednesday, February 26, 2020 - 08:57

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