Add ARPACK lanczos hook through scipy.linalg

noahgolmant / pytorch-hessian-eigenthings

Efficient PyTorch Hessian eigendecomposition tools!

MIT License

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Closed noahgolmant closed 5 years ago

noahgolmant commented 5 years ago

Add [scipy.sparse.linalg] hook to run Lanczos for the top k eigenvalues/eigenvectors instead of power iteration.

Solves #3.

noahgolmant commented 5 years ago

Hessian results have good eigenvalue estimates, but worse eigenvector results compared to power iteration:

lanczos