LOBPCG


Package Name LOBPCG
Author(s) Andrew Knyazev
Version 4.0
Date 2001
Language MATLAB
Platform(s) any
References 11.3 preconditioned eigensolvers
Functionality This package is a preconditioned conjugate gradient method for eigenproblems (symmetric positive in version 4).

Main features
  • a matrix-free iterative method for computing several extreme eigenpairs of symmetric positive (generalized - coming soon!) eigenproblems
  • a user-defined symmetric positive preconditioner (a good preconditioner for a stiffness matrix works well for the corresponding eigenvalue problem, too!)
  • robustness with respect to random initial approximations, variable preconditioners, and ill-conditioning (up to 10^16) of the stiffness matrix
  • apparently optimal convergence speed
Location http://www-math.cudenver.edu/~aknyazev/software/CG


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