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Getting the eigen values/vectors following a threshold
Hello,
I would like to get largest eigen values of a given eigen problem (eg. L-1DL-t) following a threshold. I'm currently computing it using a overestimated number of eigen values request and truncating it but it cost much to compute more eigen values than needed.
XL.
Currently this is not easy to do with Spectra. What you can try is to first compute a few eigenvalues and then test the threshold. If you need more, remove the space of computed eigenvectors from the original matrix, and then compute the next few eigenvalues.
Thanks for the answer.