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

Jed Brown jed at jedbrown.org
Tue Jul 6 14:56:40 CDT 2021

Have you tried just calling LAPACK directly? (You could try dsyevx to see if there's something to gain by computing less than all the eigenvalues.) I'm not aware of a batched interface at this time, but that's what you'd want for performance.

Jacob Faibussowitsch <jacob.fai at gmail.com> writes:

> 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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