Solve symmetric partial eigenproblems with optional preconditioning
This function implements the Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG).
Parameters : | A : {sparse matrix, dense matrix, LinearOperator}
X : array_like
B : {dense matrix, sparse matrix, LinearOperator}, optional
M : {dense matrix, sparse matrix, LinearOperator}, optional
Y : array_like, optional
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Returns : | w : array
v : array
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Other Parameters: | |
tol : scalar, optional
maxiter: integer, optional :
largest : boolean, optional
verbosityLevel : integer, optional
retLambdaHistory : boolean, optional
retResidualNormsHistory : boolean, optional
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Notes
If both retLambdaHistory and retResidualNormsHistory are True, the return tuple has the following format (lambda, V, lambda history, residual norms history)