Solves large-scale eigenvalue problems using iterative methods
Routines to solve large scale eigenvalue problems
arpack$ gcc -o eigensolve eigensolve.c -larpack -lblas -llapack$ gfortran -o eigensolve eigensolve.f90 -larpack -lblas -llapack$ python -c "from scipy.sparse.linalg import eigs; import numpy as np; A = np.random.rand(100,100); eigs(A, k=5)"