What's Faster for Symmetric Tridiagonal Eigendecomp: Armadillo, LAPACK, or MATLAB?

Thread Starter

Twigg

Joined Jul 25, 2015
23
It seems like such a special case of a sparse eigenvalue problem that a homemade C++ algorithm would be most efficient, but I'm not really sure. The tridiagonal matrix is square 100 x 100. It's symmetric and even better all the off-diagonal entries are equal.

Small example: [2, -1, 0, 0; -1, 7, -1, 0; 0, -1, 42, -1; 0, 0, -1, 3]

I want it to be efficient because this eigendecomp is part of a fitness calculation in a genetic algorithm.
 
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