[SciPy-dev] sparse eigensolvers

[Aric Hagberg]

On Thu, Oct 11, 2007 at 02:23:17PM +0200, crwe crwe wrote:
> what is the current status of scipy support for algorithms such as eigenvalue decomposition on (very large) sparse matrices? I remember looking at scipy some time ago and it seemed to be in the state of 'if you do it, we will include it'. By 'it', I mean wrapping some existing libraries such as PROPACK, ARPACK etc. to work transparently with scipy (and scipy.sparse in particular).


There is an ARPACK wrapper in the scipy sandbox.  Right now the Python
interface only handles the standard eigenvalue problem Ax=wx
(symmetric and nonsymmetric) but the f2py wrapper should be able to
handle the generalized eigenproblem and all of the various shifted modes.  
There are some design decisions to be made regarding the interface
and some more code to be written to accomplish that.

There is a description of the current state and some ideas for
an interface at
http://projects.scipy.org/scipy/scipy/ticket/231
http://projects.scipy.org/scipy/scipy/wiki/ArpackWrapper


Aric