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Locally Optimal Block Preconditioned Conjugate Gradient

version 4.18 (420 KB) by Andrew Knyazev
LOBPCG solves Hermitian partial generalized eigenvalue problems using preconditioning, as well as PCA

5.5K Downloads

Updated 26 Apr 2021

From GitHub

View license on GitHub

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.

Cite As

Andrew Knyazev (2021). Locally Optimal Block Preconditioned Conjugate Gradient (https://github.com/lobpcg/blopex), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2019a
Compatible with R2007b and later releases
Platform Compatibility
Windows macOS Linux

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To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.