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Support for eigvals keyword with eigh

See original GitHub issue

It would be great if eigh accepts eigvals= keyword like scipy.linalg.eigh.

Current, implementation attempts to compute all the eigenvectors. I only need its small subset; for example eigenvalues that correspond to a few hundred largest eigenvalues. The ranks of my matrices is about: 10,000 < r < 100,000.

Issue Analytics

State:
Created 6 years ago
Reactions:1
Comments:5 (4 by maintainers)

Top GitHub Comments

1reaction

leofangcommented, Jul 28, 2021

@kmaehashi I believe the original intention of this issue was to add eigvals to cupy.linalg.eigh. But there is already another API cupy.linalg.eigvalsh that only returns eigenvalues as requested. Also, this request is against the compatibility policy with NumPy APIs, so I don’t think it’s doable.

If the intention was to implement cupyx.scipy.linalg.eigh (which currently does not exist), then the issue title should be changed 🙂

0reactions

kmaehashicommented, Jul 28, 2021

Thanks, makes sense that cupy.linalg.eigvalsh can satisfy the requrement.

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