The fastest way to calculate eigenvalues of large matrices
问题 Until now I used numpy.linalg.eigvals to calculate the eigenvalues of quadratic matrices with at least 1000 rows/columns and, for most cases, about a fifth of its entries non-zero (I don't know if that should be considered a sparse matrix). I found another topic indicating that scipy can possibly do a better job. However, since I have to calculate the eigenvalues for hundreds of thousands of large matrices of increasing size (possibly up to 20000 rows/columns and yes, I need ALL of their