Finding eigenvalue of matrix-free operators with Eigen3

Question

I want to test my matrix-free implementation with Eigen3 - based upon one of the example provided here or here.

I am trying to obtain the eigenvalues from this matrix-free action for checking against my analytical solution. Does Eigen3 allow this to be achieved? If not do you have any other libraries to recommend?

Answer 1

Eigen does not provide matrix-free solvers for eigenvalue problems, but you can try spectra, which is built on top of Eigen and thus inherits its ease of use and lack on tedious dependancies. You have to provide your own product operator. If you need the inverse mode, then you also have to provide inverse product for which you can follow the example you referenced.