Locally Optimal Block Preconditioned Conjugate Gradient

版本 4.18 (435.3 KB) 作者: Andrew Knyazev
LOBPCG solves Hermitian partial generalized eigenvalue problems using preconditioning, as well as PCA
4.8
(6)
5.9K 次下载
更新时间 2021/12/3
在 GitHub 上查看许可证

Source : https://github.com/lobpcg/blopex/ in blopex_tools/matlab/lobpcg/lobpcg.m

This main function LOBPCG is a version of the preconditioned conjugate gradient method (Algorithm 5.1) described in A. V. Knyazev, Toward the Optimal Preconditioned Eigensolver: Locally Optimal Block Preconditioned Conjugate Gradient Method, SIAM Journal on Scientific Computing 23 (2001), no. 2, pp. 517-541. http://dx.doi.org/10.1137/S1064827500366124
A C-version of this code is a part of the https://github.com/lobpcg/blopex
package and is available, e.g., in SLEPc and HYPRE. A scipy version is https://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.linalg.lobpcg.html
Tested in MATLAB 6.5-7.13-R2019a and available Octave 3.2.3-3.4.2.

引用格式

Andrew Knyazev (2024). Locally Optimal Block Preconditioned Conjugate Gradient (https://github.com/lobpcg/blopex), GitHub. 检索时间: .

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版本 已发布 发行说明
4.18

Revision 4.18 removes the check for the size of operatorA apparently not working for function handles
4.17

Revision 4.17 adds support for single precision
4.16

Revision 4.16 adds support for distributed or codistributed arrays available in MATLAB BigData toolbox, e.g.,:

A = codistributed(diag(1:100)); B = codistributed(diag(101:200));
[blockVectorX,lambda]=lobpcg(randn(100,2),A,1e-5,5,2)
4.15

updated description on MathWorks, fixed Project Website link
4.14

Linearly depended directions 1-time restart, not failure:

1) Orthogonalization of directions P moved to a different spot.
2) Linearly depended directions P now result in a 1-time restart, where the whole P is dropped once, not failure as before
1.6

Connected to GitHub
1.5

added a conversion to a toolbox
A minor update. Functions can now be called using also function handles. Updated comments and examples.
added a toolbox format
1.4.0.0

Editorial changes to make the code Octave-compatible.

1.1.0.0

License update to free software (BSD). Comments update.
1.0.0.0

minor update to remove mlint messages
要查看或报告此来自 GitHub 的附加功能中的问题，请访问其 GitHub 仓库。
要查看或报告此来自 GitHub 的附加功能中的问题，请访问其 GitHub 仓库。