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rcppeigeneigenvalue
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Reputation: 1760

Does Eigen::EigenSolver work on an object of class SparseMatrix?

Does Eigen::EigenSolver work on an object of class SparseMatrix? In particular, I am using RcppEigen.

Secondly, which algorithm is used? Is it the same QR algo as in EISPACK, LAPACK, Wilkinson (1965) ...etc?

Upvotes: 1

Views: 202

Answers (1)

Jitse Niesen
Jitse Niesen

Reputation: 4542

  1. EigenSolver only works with dense matrices, not with sparse matrices.
  2. Yes, EigenSolver uses the QR algorithm. It's very similar to the one in EISPACK; the documentation says: The implementation is adapted from JAMA (public domain). Their code is based on EISPACK. I believe LAPACK uses a slightly different variant of the QR algorithm with multiple shifts.

Upvotes: 1

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