Have you tried just calling LAPACK directly? (You could try dsyevx to see if there's something to gain by computing less than all the eigenvalues.) I'm not aware of a batched interface at this time, but that's what you'd want for performance. Jacob Faibussowitsch <[email protected]> writes:
Hello PETSc/SLEPc users,
Similar to a recent question I am looking for an algorithm to compute the smallest eigenvalue and eigenvector for a bunch of matrices however I have a few extra “restrictions”. All matrices have the following properties:
- All matrices are the same size - All matrices are small (perhaps no larger than 12x12) - All matrices are SPD - I only need the smallest eigenpair
So far my best bet seems to be Lanczos but I’m wondering if there is some wunder method I’ve overlooked.
Best regards,
Jacob Faibussowitsch (Jacob Fai - booss - oh - vitch)