Module lobpcg

Expand description

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§