I encountered an issue triggered by the method SimpleMatrix.eig() where the QR algorithm implemented in SymmetricQrAlgorithm_DDRM is not able to find a solution within the number of iterations maxIterations. By setting by hand an higher value for maxIterations the algorithm succeeds.
I cannot find an easy way that is exposed to the user to set it up.
Can you please help me? Am I supposed to use a different approach and avoid calling eig() method?