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

[Jed Brown]

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)