Closed haampie closed 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:
LM()
One idea: once
nev
eigenvalues have converged ...
Simple example shows that this idea works 🎉 , I'll try and implement it soon.
WIP towards efficient computation of residual estimate of Ritz vectors
Steps:
j
th normalized eigenvector of quasi-upper triangular, real matrixabs(sum(Q[1:i, end] * y[i] for i = 1 : j))
for thej
th pre-ritz vector as they appear in the estimate.