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Module eig

Module eig 

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Sparse eigenvalue solvers.

This module provides iterative eigensolvers for large sparse symmetric matrices. Unlike the Krylov building blocks in ops::krylov (which generate the kernels for Lanczos/Arnoldi tridiagonalisation), the solvers here drive a complete host-side iteration to convergence and return converged eigenpairs.

  • dense_sym – an inline cyclic-Jacobi solver for the small dense symmetric eigenproblems that arise in projected (Rayleigh-Ritz) subspaces.
  • lobpcg – the Locally Optimal Block Preconditioned Conjugate Gradient method for the smallest eigenpairs of a sparse SPD matrix.
  • shift_invert – shift-invert power iteration for the eigenvalue nearest a target shift (interior eigenvalues).

Re-exports§

pub use dense_sym::jacobi_eigh;
pub use lobpcg::LobpcgResult;
pub use lobpcg::lobpcg;
pub use shift_invert::ShiftInvertResult;
pub use shift_invert::shift_invert;

Modules§

dense_sym
Dense symmetric eigensolver via cyclic Jacobi rotations.
lobpcg
LOBPCG eigensolver for the smallest eigenpairs of a sparse SPD matrix.
shift_invert
Shift-invert power iteration for the eigenvalue nearest a target shift.