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numerics
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Files | |
| eigen.hpp | |
| Umbrella include for all eigenvalue solvers. | |
| jacobi_eig.hpp | |
| Full symmetric eigendecomposition via cyclic Jacobi sweeps. | |
| lanczos.hpp | |
| Lanczos algorithm – k extreme eigenvalues of a large sparse matrix. | |
| power.hpp | |
| Power iteration, inverse iteration, Rayleigh quotient iteration. | |