JuliaLinearAlgebra / ArnoldiMethod.jl

The Arnoldi Method with Krylov-Schur restart, natively in Julia.
https://julialinearalgebra.github.io/ArnoldiMethod.jl/dev
MIT License
102 stars 18 forks source link

Tricks for stopping criterion #57

Closed haampie closed 6 years ago

haampie commented 6 years ago

WIP towards efficient computation of residual estimate of Ritz vectors

Steps:

haampie commented 6 years ago

This is close to being finished now! This PR makes sure that we never shift converged eigenvalues. Further it seems that Ritz vectors converge according to the new criterion, yet they are not detected by the deflation bit. Not entirely sure how to handle this.

One idea: once nev eigenvalues have converged, reduce the size of the Kyrlov subspace exactly to nev, then most probably we can just set H[nev+1,nev] to 0 and have a partial Schur form (?).

Additional TODO:

haampie commented 6 years ago

One idea: once nev eigenvalues have converged ...

Simple example shows that this idea works 🎉 , I'll try and implement it soon.