LOBPCG Initial k eigenvectors approximation

Question

frank 2012-7-20

0
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https://ww2.mathworks.cn/matlabcentral/answers/44180-lobpcg-initial-k-eigenvectors-approximation

回答： Andrew Knyazev 2018-9-21

Hello,

I am currently working with the lobpcg.py code in python to solve for the eigenvalues and eigenvectors of large sparse matrices. I noticed that the solution is quite sensitive to the initial eigenvectors approximations X.

I am currently using a random function to generate the initial approximations and wanted to know if there is a better about doing this. Could I use a fixed X? Which X could I use to ensure that it will work for many different matrices and still converge?

Thank you,

Frank