matrix-toolkits-java
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Update ArpackSym.java to support the generalized eigenvector problem.
Right now MTJ's ArpackSym.java supports A*x = lambda*x
.
I'm looking for a fast sparse solver for A*x = lambda*M*x
. It looks like dsaupd supports the generalized eigenvector problem, but ArpackSym.java doesn't yet implement it.
Thanks for the excellent library!
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I'd accept a pull request in that area with good tests.
Thanks. I'm attempting to work around it. If I can't, I'll create a PR for it.
that'd be great. Do you know ARPACK and the examples that it comes with? I basically translated the simple symmetric solver into java to get ArpackSym.
(it's probably easer to do than you think... netlib-java should support all the ARPACK routines that you need)