Can I use LAPACK to find only the largest eigenvalue?

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Can I use LAPACK to find only the largest eigenvalue?

Postby powerr » Mon Nov 07, 2011 12:50 am

Hello,

Can I use LAPACK to find only the largest absolute eigenvalue of a matrix? If there is no single largest value, then the equal largest will do. I only require that largest absolute eigenvalue and was hoping to save time by not calculating the others.

Thanks.
powerr
 
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Re: Can I use LAPACK to find only the largest eigenvalue?

Postby error5772 » Wed Nov 16, 2011 5:38 am

The LAPACK expert-routines (s/d)syevx, (c/z)heevx allow to
calculate a selected range of Eigenvalues and optional Eigenvectors.

You can also look for code of the Lanczos-method, but these
LAPACK-routines are very very good.

Good luck,

Michael
error5772
 
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