Module krylov

Expand description

Krylov subspace methods

Modules§

arnoldi
Arnoldi iteration
householder
Householder reflection
mgs
Modified Gram-Schmit orthogonalizer

Structs§

Arnoldi
Execute Arnoldi iteration as Rust iterator
Householder
Iterative orthogonalizer using Householder reflection
MGS
Iterative orthogonalizer using modified Gram-Schmit procedure

Enums§

AppendResult
Strategy
Strategy for linearly dependent vectors appearing in iterative QR decomposition

Traits§

Orthogonalizer
Trait for creating orthogonal basis from iterator of arrays

Functions§

arnoldi_householder
Utility to execute Arnoldi iteration with Householder reflection
arnoldi_mgs
Utility to execute Arnoldi iteration with modified Gram-Schmit orthogonalizer
householder
Online QR decomposition using Householder reflection
mgs
Online QR decomposition using modified Gram-Schmit algorithm
qr
Online QR decomposition using arbitrary orthogonalizer

Type Aliases§

Coefficients
Array type for coefficients to the current basis
H
H-matrix
Q
Q-matrix
R
R-matrix