Module linfa_linalg::lobpcg

Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is a matrix-free method for finding the large (or smallest) eigenvalues and the corresponding eigenvectors of a symmetric eigenvalue problem

A x = lambda x

where A is symmetric and (x, lambda) the solution. It has the following advantages:

• matrix free: does not require storing the coefficient matrix explicitely and only evaluates matrix-vector products.
• factorization-free: does not require any matrix decomposition
• linear-convergence: theoretically guaranteed and practically observed

See also the wikipedia article at LOBPCG

Re-exports

• pub use crate::LinalgError;
• pub use crate::Order;

Structs

• Lobpcg
• TruncatedEig
  Truncated eigenproblem solver
• TruncatedEigIterator
  Truncated eigenproblem iterator
• TruncatedSvd
  Truncated singular value decomposition

Traits

• MagnitudeCorrection
  Magnitude Correction

Functions

• lobpcg
  Eigenvalue solver for large symmetric positive definite (SPD) eigenproblems

Type Aliases

• LobpcgResult
  The result of the eigensolver