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 Definitions

LobpcgResult

The result of the eigensolver