compute Eigenvalues/EigenVector

Question

afabri OP

Created May ’24

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I am looking for code that computes the Eigenvalues and Eigenvectors using the Accelerate Sparse Matrix library.

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Answer 1

lkiernan OP

Jan ’25

There's a very similar question on SO. If your matrix is symmetric, then following approach will work:

SparseFactor the matrix with the LDL^T factorization
Use SparseCreateSubfactor to get an SparseOpaqueSubfactor objects representing D and L
SparseMultiply those objects by the identity matrix to get D and L and as dense matrices. You can read off your eigenvalue/vector pairs from that.

If the matrix isn't symmetric, then...there might be a way to use the QR factorization to indirectly say something about the eigenvalues. But the QR factorization doesn't tell you the eigenvalues straight-up.

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