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A robust and efficient implementation of LOBPCG. (arXiv:1704.07458v1 [math.NA])
来源于:arXiv
Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is widely
used to compute eigenvalues of large sparse symmetric matrices. The algorithm
can suffer from numerical instability if it is not implemented with care. This
is especially problematic when the number of eigenpairs to be computed is
relatively large. We present a number of techniques to improve the robustness
and efficiency of this algorithm. We show that our approach consistently and
significantly outperforms previous competing approaches in both stability and
speed. We also present a robust convergence criterion which is backward stable. 查看全文>>