Hi all !!
I want to find all the eigenvalues and eigenvectors of a real symmetric sparse matrix. At any point I cannot have an NxN matrix in memory, but probably a sparse representation of the matrix. So I want an eigensolver that can solve for all eigenvalues (and vectors) of a matrix represented in sparse format using reasonably less memory (if the solver itself uses memory comparable to NxN, then representing the matrix in sparse format is a waste) and feasible time. Please note that it must find ALL eigenvalues.
Somebody told me that ScaLAPACK may be able to do what I want. Well, is ScaLAPACK suitable for my purpose ?
Thanks a lot in advance !!!