#linear-algebra #matrix #algorithm #symmetric #compute #sparse-matrix

bin+lib eigenvalues

algorithms to compute eigenvalue/eigenvectors of symmetric matrices

8 releases

0.4.0 Apr 8, 2021
0.3.1 Jun 8, 2020
0.2.0 Feb 28, 2020
0.1.3 Jan 17, 2020

#895 in Math


Used in iterative_methods

Apache-2.0

31KB
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Eigenvalue Decomposition

This package contains some iterative algorithms for computing the eigenvalues/eigenvectors of a symmetric matrix H, implemented in Rust.

Matrix Representation

The library examples represent H using the nalgebra DMatrix type, but the matrix H does not need to be dense. Sparse or other representations are handled by implementing the Matrixoperations trait.

Available Algorithms:

Note:

The Davidson method is suitable for diagonal-dominant symmetric matrices that are quite common in certain scientific problems like electronic structure calculations. The Davidson method could be not practical for other kind of symmetric matrices.

Dependencies

~3.5MB
~68K SLoC