Spectra
1.0.1
Header-only C++ Library for Large Scale Eigenvalue Problems
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#include <Spectra/SymGEigsSolver.h>
Public Member Functions | |
SymGEigsSolver (OpType &op, BOpType &Bop, Index nev, Index ncv) | |
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void | init (const Scalar *init_resid) |
void | init () |
Index | compute (SortRule selection=SortRule::LargestMagn, Index maxit=1000, Scalar tol=1e-10, SortRule sorting=SortRule::LargestAlge) |
CompInfo | info () const |
Index | num_iterations () const |
Index | num_operations () const |
Vector | eigenvalues () const |
virtual Matrix | eigenvectors (Index nvec) const |
virtual Matrix | eigenvectors () const |
This class implements the generalized eigen solver for real symmetric matrices in the regular inverse mode, i.e., to solve \(Ax=\lambda Bx\) where \(A\) is symmetric, and \(B\) is positive definite with the operations defined below.
This solver requires two matrix operation objects: one for \(A\) that implements the matrix multiplication \(Av\), and one for \(B\) that implements the matrix-vector product \(Bv\) and the linear equation solving operation \(B^{-1}v\).
If \(A\) and \(B\) are stored as Eigen matrices, then the first operation can be created using the DenseSymMatProd or SparseSymMatProd classes, and the second operation can be created using the SparseRegularInverse class. There is no wrapper class for a dense \(B\) matrix since in this case the Cholesky mode is always preferred. If the users need to define their own operation classes, then they should implement all the public member functions as in those built-in classes.
OpType | The name of the matrix operation class for \(A\). Users could either use the wrapper classes such as DenseSymMatProd and SparseSymMatProd, or define their own that implements the type definition Scalar and all the public member functions as in DenseSymMatProd. |
BOpType | The name of the matrix operation class for \(B\). Users could either use the wrapper class SparseRegularInverse, or define their own that implements all the public member functions as in SparseRegularInverse. |
Mode | Mode of the generalized eigen solver. In this solver it is Spectra::GEigsMode::RegularInverse. |
Definition at line 251 of file SymGEigsSolver.h.
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inline |
Constructor to create a solver object.
op | The \(A\) matrix operation object that implements the matrix-vector multiplication operation of \(A\): calculating \(Av\) for any vector \(v\). Users could either create the object from the wrapper classes such as DenseSymMatProd, or define their own that implements all the public members as in DenseSymMatProd. |
Bop | The \(B\) matrix operation object that implements the multiplication operation \(Bv\) and the linear equation solving operation \(B^{-1}v\) for any vector \(v\). Users could either create the object from the wrapper class SparseRegularInverse, or define their own that implements all the public member functions as in SparseRegularInverse. \(B\) needs to be positive definite. |
nev | Number of eigenvalues requested. This should satisfy \(1\le nev \le n-1\), where \(n\) is the size of matrix. |
ncv | Parameter that controls the convergence speed of the algorithm. Typically a larger ncv means faster convergence, but it may also result in greater memory use and more matrix operations in each iteration. This parameter must satisfy \(nev < ncv \le n\), and is advised to take \(ncv \ge 2\cdot nev\). |
Definition at line 283 of file SymGEigsSolver.h.