title: Largest eigenvalues (and corresponding eigenvectors) in C++
body: <p>What is the easiest and fastest way (with some library, of course) to compute k largest eigenvalues and eigenvectors for a large dense matrix in C++? I'm looking for an equivalent of MATLAB's <code>eigs</code> function; I've looked through Armadillo and Eigen but couldn't find one, and computing all eigenvalues takes forever in my case (I need top 10 eigenvectors for an approx. 30000x30000 dense non-symmetric real matrix).</p>
  
  <p>Desperate, I've even tried to implement power iterations by myself with Armadillo's QR decomposition but ran into complex pairs of eigenvalues and gave up. :)</p>