ArnoldiSymmetricEigenSolver

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object EigenvaluesFirst extends Enumeration

Used in symmetricEigs() to distinguish which k eigenvalues should be calculated first.
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def symmetricEigs(mul: (DenseVector[Double]) ⇒ DenseVector[Double], n: Int, k: Int, eigenValuesFirst: ArnoldiSymmetricEigenSolver.EigenvaluesFirst.Value, tol: Double, maxIterations: Int): (DenseVector[Double], DenseMatrix[Double])

Compute the leading k eigenvalues and eigenvectors on a symmetric square matrix using ARPACK.
Compute the leading k eigenvalues and eigenvectors on a symmetric square matrix using ARPACK. The caller needs to ensure that the input matrix is real symmetric. This function requires memory for n*(4*k+4) doubles.
mul
a function that multiplies the symmetric matrix with a DenseVector.
n
dimension of the square matrix (maximum Int.MaxValue).
k
number of leading eigenvalues required, 0 < k < n.
eigenValuesFirst
which k eigenvalues should be calculated first.
tol
tolerance of the eigs computation.
maxIterations
the maximum number of Arnoldi update iterations.
returns
a dense vector of eigenvalues in descending order and a dense matrix of eigenvectors (columns of the matrix).

Note
The number of computed eigenvalues might be smaller than k when some Ritz values do not satisfy the convergence criterion specified by tol (see ARPACK Users Guide, Chapter 4.6 for more details). The maximum number of Arnoldi update iterations is set to 300 in this function.
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Deprecated
(Since version ) see corresponding Javadoc for more information.

Related Doc: package numerics

object ArnoldiSymmetricEigenSolver

Value Members

final def !=(arg0: Any): Boolean

final def ##(): Int

final def ==(arg0: Any): Boolean

object EigenvaluesFirst extends Enumeration

final def asInstanceOf[T0]: T0

def clone(): AnyRef

final def eq(arg0: AnyRef): Boolean

def equals(arg0: Any): Boolean

final def getClass(): Class[_]

def hashCode(): Int

final def isInstanceOf[T0]: Boolean

final def ne(arg0: AnyRef): Boolean

final def notify(): Unit

final def notifyAll(): Unit

def symmetricEigs(mul: (DenseVector[Double]) ⇒ DenseVector[Double], n: Int, k: Int, eigenValuesFirst: ArnoldiSymmetricEigenSolver.EigenvaluesFirst.Value, tol: Double, maxIterations: Int): (DenseVector[Double], DenseMatrix[Double])

final def synchronized[T0](arg0: ⇒ T0): T0

def toString(): String

final def wait(arg0: Long, arg1: Int): Unit

final def wait(arg0: Long): Unit

final def wait(): Unit

Deprecated Value Members

def finalize(): Unit

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