Custom PyTorch implementation of eigsh #137
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Introduces a custom PyTorch implementation of the Lanczos method for computing the top k eigenpairs of a symmetric matrix,
lanczos_eigsh. This replaces the SciPy implementation and the naive dense eigendecomposition method that were previously used inEigenReporter.This method can be several times faster than
torch.linalg.eighfor large matrices, and is quite accurate and stable. It also supports warm-starting.