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