Hi,
at the moment I use dsyevd to compute the eigenvalues and eigenvectors of a large matrix A (n = 22000). This takes about half an hour. I know that they are a lot of zeros in matrix A (90% are zeros). Matrix A is stored as CSR sparse matrix.
- Is there a function to compute the eigenvalues and eigenvectors of a CSR sparse matrix?
- Is there a function to convert a CSR sparse matrix to a band matrix? Then I could use dsbevd.
Regards Michael