Add dpnp.linalg.eigh() function #1383
Merged
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The PR is about to close #1344, since it covers the last functional gap of
pca
benchmark.PR adds a missing
dpnp.linalg.eigh()
function to calculate the eigenvalues and eigenvectors of a complex Hermitian (conjugate symmetric) or a real symmetric input matrix. OneMKL LAPACK library is used for that.The implementation is written as a pybind11 extension above required LAPACK functions.
This is a base PR which assumes to be extended later with remaining functions from OneMKL LAPACK library, once new functionality required.
Numbers for a laptop with Iris Xe: