Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- Intel Community
- Software
- Software Development SDKs and Libraries
- Intel® oneAPI Math Kernel Library
- Subset of eigenvalues for full matrix

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

Carrette__Pierre

Beginner

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

02-26-2020
09:01 AM

85 Views

Subset of eigenvalues for full matrix

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

Link Copied

2 Replies

marcsolal

Beginner

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

02-26-2020
03:01 PM

85 Views

I think it would be useful to have something like ARPACK in MKL library.

Kirill_V_Intel

Employee

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

02-26-2020
03:22 PM

85 Views

Hello Pierre,

Check out https://software.intel.com/en-us/mkl-developer-reference-c-lapack-least-squares-and-eigenvalue-problem-routines. Dense matrices are covered by BLAS and LAPACK routines and MKL has a plenty of functionality for solving eigenproblems in LAPACK component.

E.g., have a look at https://software.intel.com/en-us/mkl-developer-reference-c-stemr#9EE784BD-3C06-420A-8AE0-AE93C2E1B830

Best,

Kirill

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

For more complete information about compiler optimizations, see our Optimization Notice.