[petsc-users] [SLEPc] Computing Smallest Eigenvalue+Eigenvector of Many Small Matrices

Jacob Faibussowitsch jacob.fai at gmail.com
Tue Jul 6 14:46:46 CDT 2021

Hello PETSc/SLEPc users,

Similar to a recent question I am looking for an algorithm to compute the smallest eigenvalue and eigenvector for a bunch of matrices however I have a few extra “restrictions”. All matrices have the following properties:

- All matrices are the same size
- All matrices are small (perhaps no larger than 12x12)
- All matrices are SPD
- I only need the smallest eigenpair

So far my best bet seems to be Lanczos but I’m wondering if there is some wunder method I’ve overlooked.

Best regards,

Jacob Faibussowitsch
(Jacob Fai - booss - oh - vitch)

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