This is a simple C frontend for ARPACK. This allows easy access to calculating a subset of eigenvectors and eigenvalues of sparse matrices. Specifically it can solve two problems: - Av = vd - Av = Mvd Where A, M are sparse matrices, v is the subset of eigenvectors and d is the diagonal matrix of eigenvalues.

ceigs
  • Type: library
  • Version: Jan, 2012
  • Language: C
  • License: LGPLv3+
  • Dependencies arpack, cxsparse, (umfpack)

Overview

This is a simple C frontend for ARPACK. This allows easy access to calculating a subset of eigenvectors and eigenvalues of sparse matrices. Specifically it can solve two problems:

  • Av = vd
  • Av = Mvd

Where A, M are sparse matrices, v is the subset of eigenvectors and d is the diagonal matrix of eigenvalues.

License

Copyright 2010, 2011 Edgar Simo-Serra
 
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU Lesser General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
 
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.
 
You should have received a copy of the GNU General Public License
along with this program.  If not, see <http://www.gnu.org/licenses/>.

Installing

To install run:

# make install

You will have to be root to install it unless you change the path in the Makefile.

Documentation

To generate full documentation use the command:

$ make docs

Which will generate a pdf containing the full documentation in the directory.

Changelog

  • Version 1.1, January 2012
    • Invert the eigenvector/value order to match octave/matlab’s eigs(…) function.
    • Support for EIGS_MODE_I_SHIFTINVERT with default driver backend.
    • Support for EIGS_MODE_G_SHIFTINVERT with default driver backend.
    • Added number of Lanczos vectors to use as a parameter.
    • Added driver that uses UMFPACK backend (default).
    • Added driver that tries Cholesky factorization, then LU and finally.
    • Added driver that tries LU factorization then QR.
    • Added driver that tries QR factorization.
  • Version 1.0, December 2011
    • Initial Revision.
    • Support for EIGS_MODE_I_REGULAR with default driver backend.
    • Support for EIGS_MODE_G_REGINVERSE with default driver backend.