numerics
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eigen.hpp
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1/// @file eigen/eigen.hpp
2/// @brief Umbrella include for all eigenvalue solvers
3#pragma once
4
5#include "linalg/eigen/power.hpp"
6#include "linalg/eigen/jacobi_eig.hpp"
7#include "linalg/eigen/lanczos.hpp"
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.