c++ - Sparse eigenvalues using eigen3/sparse -
is there distinct , effective way of finding eigenvalues , eigenvectors of real, symmetrical, large, let's 10000x10000, sparse matrix in eigen3? there eigenvalue solver dense matrices doesn't make use of property of matrix e.g. it's symmetry. furthermore don't want store matrix in dense.
or (alternative) there better (+better documented) library that?
note computing all eigenvalues expensive operation whatever do, done find k largest, or smallest eigenvalues (which do).
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