Locally Optimal Block Preconditioned Conjugate Gradient

バージョン 4.18 (435 KB) 作成者: Andrew Knyazev

LOBPCG solves Hermitian partial generalized eigenvalue problems using preconditioning, as well as PCA

https://en.wikipedia.org/wiki/LOBPCG

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4.8

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更新 2021/12/3

GitHub でライセンスを表示

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

Andrew Knyazev (2024). Locally Optimal Block Preconditioned Conjugate Gradient (https://github.com/lobpcg/blopex), GitHub. 取得済み April 23、2024.

MATLAB リリースの互換性

作成: R2019a

R2007b 以降のリリースと互換性あり

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GitHub の既定のブランチを使用するバージョンはダウンロードできません

バージョン	公開済み	リリースノート
4.18	2021/12/3	Revision 4.18 removes the check for the size of operatorA apparently not working for function handles
4.17	2019/12/4	Revision 4.17 adds support for single precision
4.16	2019/6/12	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	2019/6/12	updated description on MathWorks, fixed Project Website link
4.14	2019/6/12	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	2019/6/8	Connected to GitHub
1.5	2015/5/15	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	Toolbox Zip
1.4.0.0	2010/3/14	Editorial changes to make the code Octave-compatible.	ダウンロード
1.1.0.0	2009/5/19	License update to free software (BSD). Comments update.	ダウンロード
1.0.0.0	2006/3/22	minor update to remove mlint messages	ダウンロード

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