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arnoldi_eigenvalues

Function arnoldi_eigenvalues 

Source
pub fn arnoldi_eigenvalues(
    a: &[Vec<f64>],
    m: usize,
    max_iter: usize,
) -> Vec<f64>
Expand description

Arnoldi iteration for finding a few eigenvalues of a large matrix.

Returns m Ritz values approximating the m largest eigenvalues.