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Description
Problem Description
As in the title.
Proposed Solution
There are some choices:
- scipy is out of the question ENH: linalg: integrate
mplapack
andmpmath
/gmpy2
for eigenvalues/SVD of multi-precision matrices scipy/scipy#22731 - make binding to mplapack (mlapack on conda-forge https://github.com/conda-forge/mlapack-feedstock , but currently is at old version) ourselves
- use mpmath https://mpmath.org/doc/current/matrices.html#the-eigenvalue-problem
- use flintlib (eigenvalue only, doesn't have SVD) https://flintlib.org/doc/acb_mat.html#eigenvalues-and-eigenvectors
- use sympy
- use GP/PARI https://pari.math.u-bordeaux.fr/dochtml/html/Vectors__matrices__linear_algebra_and_sets.html#se:mateigen (no built-in SVD, maybe inspire from https://www.jjj.de/pari/matsvd.gpi )
Is there an existing issue for this?
- I have searched the existing issues for a bug report that matches the one I want to file, without success.