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Add LOBPCG solver for large symmetric positive definite eigenproblems #184

Merged
merged 30 commits into from
May 6, 2020
Merged

Add LOBPCG solver for large symmetric positive definite eigenproblems #184

merged 30 commits into from
May 6, 2020

Commits on Mar 12, 2020

  1. Add eigenvalue decomposition for generalized problem

    @bytesnake
    bytesnake committed Mar 12, 2020
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  2. Unify return types for EighInplace, EighInto, Eigh

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    bytesnake committed Mar 12, 2020
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  3. Relax requirement for mass matrix B

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    bytesnake committed Mar 12, 2020
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Commits on Mar 13, 2020

  1. Add LOBPCG

    @bytesnake
    bytesnake committed Mar 13, 2020
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  2. Add some comments on the LOBPCG and run cargo fmt

    @bytesnake
    bytesnake committed Mar 13, 2020
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Commits on Mar 16, 2020

  1. Improve tests and add test for convergence

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    bytesnake committed Mar 16, 2020
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  2. Move algorithm to seperate folder and add test for constraints

    @bytesnake
    bytesnake committed Mar 16, 2020
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  3. Add truncated eigenvalue module

    @bytesnake
    bytesnake committed Mar 16, 2020
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  4. Implement iterator for TruncatedEig

    @bytesnake
    bytesnake committed Mar 16, 2020
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  5. Implement IntoIterator for TruncatedEig

    @bytesnake
    bytesnake committed Mar 16, 2020
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  6. Add truncated singular value decomposition module

    @bytesnake
    bytesnake committed Mar 16, 2020
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Commits on Mar 17, 2020

  1. Improve test for truncated SVD

    @bytesnake
    bytesnake committed Mar 17, 2020
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  2. Add test for random matrix reconstruction with SVD

    @bytesnake
    bytesnake committed Mar 17, 2020
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  3. Add example for truncated SVD

    @bytesnake
    bytesnake committed Mar 17, 2020
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  4. Run cargo fmt again

    @bytesnake
    bytesnake committed Mar 17, 2020
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  5. Add eigenvalue decomposition example

    @bytesnake
    bytesnake committed Mar 17, 2020
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Commits on Mar 19, 2020

  1. Truncate svd with float eps; Take preconditioner as a closure

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    bytesnake committed Mar 19, 2020
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  2. Use select for ndarray_mask

    @bytesnake
    bytesnake committed Mar 19, 2020
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  3. Only save best result for LOBPCG

    @bytesnake
    bytesnake committed Mar 19, 2020
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  4. Add benchmarks for truncated eigenvalue decomposition

    @bytesnake
    bytesnake committed Mar 19, 2020
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  5. Add restarting and improve performance with explicit gram flag

    @bytesnake
    bytesnake committed Mar 19, 2020
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  6. Restart the eigenvalue decomposition as well

    @bytesnake
    bytesnake committed Mar 19, 2020
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  7. Remove unnecessary match blocks

    @bytesnake
    bytesnake committed Mar 19, 2020
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  8. Increase precision in orthonormalization test

    @bytesnake
    bytesnake committed Mar 19, 2020
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Commits on Mar 22, 2020

  1. Improve comments on LOBPCG

    @bytesnake
    bytesnake committed Mar 22, 2020
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Commits on Mar 23, 2020

  1. Rename EigResult to LobpcgResult

    @bytesnake
    bytesnake committed Mar 23, 2020
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Commits on Mar 25, 2020

  1. Continue if full eigendecomposition fails

    @bytesnake
    bytesnake committed Mar 25, 2020
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  2. Remove debugging output

    @bytesnake
    bytesnake committed Mar 25, 2020
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Commits on Apr 1, 2020

  1. Remove generic type from precision for simpler use

    @bytesnake
    bytesnake committed Apr 1, 2020
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Commits on Apr 28, 2020

  1. Remove dependency to ndarray-rand; Fix restarting issue

    @bytesnake
    bytesnake committed Apr 28, 2020
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