cupyx.scipy.sparse.linalg.lobpcg#

cupyx.scipy.sparse.linalg.lobpcg(A, X, B=None, M=None, Y=None, tol=None, maxiter=None, largest=True, verbosityLevel=0, retLambdaHistory=False, retResidualNormsHistory=False)[source]#

Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG)

LOBPCG is a preconditioned eigensolver for large symmetric positive definite (SPD) generalized eigenproblems.

Parameters:

  • A (array-like) – The symmetric linear operator of the problem, usually a sparse matrix. Can be of the following types - cupy.ndarray - cupyx.scipy.sparse.csr_matrix - cupy.scipy.sparse.linalg.LinearOperator

  • X (cupy.ndarray) – Initial approximation to the k eigenvectors (non-sparse). If A has shape=(n,n) then X should have shape shape=(n,k).

  • B (array-like) – The right hand side operator in a generalized eigenproblem. By default, B = Identity. Can be of following types: - cupy.ndarray - cupyx.scipy.sparse.csr_matrix - cupy.scipy.sparse.linalg.LinearOperator

  • M (array-like) – Preconditioner to A; by default M = Identity. M should approximate the inverse of A. Can be of the following types: - cupy.ndarray - cupyx.scipy.sparse.csr_matrix - cupy.scipy.sparse.linalg.LinearOperator

  • Y (cupy.ndarray) – n-by-sizeY matrix of constraints (non-sparse), sizeY < n The iterations will be performed in the B-orthogonal complement of the column-space of Y. Y must be full rank.

  • tol (float) – Solver tolerance (stopping criterion). The default is tol=n*sqrt(eps).

  • maxiter (int) – Maximum number of iterations. The default is maxiter = 20.

  • largest (bool) – When True, solve for the largest eigenvalues, otherwise the smallest.

  • verbosityLevel (int) – Controls solver output. The default is verbosityLevel=0.

  • retLambdaHistory (bool) – Whether to return eigenvalue history. Default is False.

  • retResidualNormsHistory (bool) – Whether to return history of residual norms. Default is False.

Returns:

  • w (cupy.ndarray): Array of k eigenvalues

  • v (cupy.ndarray) An array of k eigenvectors. v has the same shape as X.

  • lambdas (list of cupy.ndarray): The eigenvalue history, if retLambdaHistory is True.

  • rnorms (list of cupy.ndarray): The history of residual norms, if retResidualNormsHistory is True.

Return type:

tuple

See also

scipy.sparse.linalg.lobpcg()

Note

If both retLambdaHistory and retResidualNormsHistory are True the return tuple has the following format (lambda, V, lambda history, residual norms history).