https://github.com/felipez/eigenvalues

symmetric matrices algorithms to compute eigenvalue/eigenvector pairs
https://github.com/felipez/eigenvalues

algorithms eigenvalues linear-algebra rust

Last synced: 4 months ago
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symmetric matrices algorithms to compute eigenvalue/eigenvector pairs

• Host: GitHub
• URL: https://github.com/felipez/eigenvalues
• Owner: felipeZ
• License: apache-2.0
• Created: 2019-09-03T11:27:58.000Z (over 6 years ago)
• Default Branch: master
• Last Pushed: 2022-03-17T16:15:09.000Z (almost 4 years ago)
• Last Synced: 2025-08-28T08:57:18.326Z (5 months ago)
• Topics: algorithms, eigenvalues, linear-algebra, rust
• Language: Rust
• Homepage:
• Size: 156 KB
• Stars: 43
• Watchers: 3
• Forks: 12
• Open Issues: 9
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGELOG.md
  • License: LICENSE

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Eigenvalue Decomposition

========================

This package contains some iterative algorithms for computing the eigenvalues/eigenvectors of a symmetric matrix **H**, implemented in [Rust](https://www.rust-lang.org/).

## Matrix Representation

The library examples represent **H** using the [nalgebra](https://nalgebra.org/) *DMatrix* type, but the matrix **H** does not need to be dense. Sparse or other representations are handled by implementing the `Matrixoperations` trait.

## Available Algorithms:

 * **Davidson** using either  Diagonal-Preconditioned-Residue (**DPR**) or Generalized Jacobi Davidson (**GJD**). See [Davidson Diagonalization Method](https://www.semanticscholar.org/paper/DAVIDSON-DIAGONALIZATION-METHOD-AND-ITS-APPLICATION-Liao/5811eaf768d1a006f505dfe24f329874a679ba59)

 * **Lanczos**, see [Hermitian Lanczos](https://en.wikipedia.org/wiki/Lanczos_algorithm)

### Note:

The Davidson method is suitable for **diagonal-dominant symmetric matrices** that are quite common

in certain scientific problems like [electronic structure calculations](https://en.wikipedia.org/wiki/Electronic_structure). The Davidson method could be not practical

for other kind of symmetric matrices.