C＆＃x2B;＆＃x2B;大型符号的armadillo特征值

发布于 2025-01-26 21:15:47 字数 348 浏览 3 评论 0原文

在我的程序中，我使用armadillo在大型密集的真实对称矩阵上反复执行特征值计算。相应的功能应该是

arma::mat H = ...; //dense, real, symmetric >= 300x300
arma::eig_sym(H);

必须完成约100.000次，因此我想知道有更快的方法可以做到这一点。我还必须获得特征值的全部。我已经尝试了原来的特征和光谱库，结果较慢，并且尝试使用Arpack-Arpack-Armadillo，但是在不同的标头文件中的定义矛盾的定义遇到了麻烦并放弃了。我还将Blas和Lapack连接起来，因为如果我正确理解了Armadillo应该使用的Blas和Lapack。

原文

In my program I use armadillo to repeatedly perform eigenvalue computations on a large dense real symmetric matrix. The corresponding function should be

arma::mat H = ...; //dense, real, symmetric >= 300x300
arma::eig_sym(H);

which has to be done some 100.000 times, therefore I was wondering whethter there are faster ways to do this. I also have to get all of the eigenvalues. I already tried the Eigen and Spectra libraries which turned out to be slower, and I tried using ARPACK-Armadillo, but ran into trouble with conflicting definitions in different header files and gave up. I also linked blas and lapack, since armadillo is supposed to be using those if I understood that correctly.

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