lopcg1.h

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// ========================================================================= //
// This file is part of MyraMath, copyright (c) 2014-2019 by Ryan A Chilton  //
// and distributed by MyraCore, LLC. See LICENSE.txt for license terms.      //
// ========================================================================= //

#ifndef MYRAMATH_ITERATIVE_LOPCG1_H
#define MYRAMATH_ITERATIVE_LOPCG1_H

#include <myramath/MYRAMATH_EXPORT.h>

// For std::pair
#include <utility>

namespace myra {

// Forward declarations.
template<class Number> class Action;
template<class Number> class Vector;
template<class Number> class CMatrixRange;
template<class Number> class CVectorRange;

MYRAMATH_EXPORT std::pair< Vector<float >, float > lopcg1(const Action<float >& M, const Action<float >& A, float  tolerance = 1.0e-4, int iterations = 100);
MYRAMATH_EXPORT std::pair< Vector<double>, double> lopcg1(const Action<double>& M, const Action<double>& A, double tolerance = 1.0e-8, int iterations = 100);

// Note the eigenvector is drawn from/restricted to the orthogonal complement of Q (regularly deflated)
MYRAMATH_EXPORT std::pair< Vector<float >, float > lopcg1(const Action<float >& M, const Action<float >& A, const CMatrixRange<float >& Q, float  tolerance = 1.0e-4, int iterations = 100);
MYRAMATH_EXPORT std::pair< Vector<double>, double> lopcg1(const Action<double>& M, const Action<double>& A, const CMatrixRange<double>& Q, double tolerance = 1.0e-8, int iterations = 100);

// Note the eigenvector is drawn from/restricted to the orthogonal complement of Q (regularly deflated)
// Note this version requires the seed vector s, making it completely deterministic.
MYRAMATH_EXPORT std::pair< Vector<float >, float > lopcg1(const Action<float >& M, const Action<float >& A, const CMatrixRange<float >& Q, const CVectorRange<float >& s, float  tolerance = 1.0e-4, int iterations = 100);
MYRAMATH_EXPORT std::pair< Vector<double>, double> lopcg1(const Action<double>& M, const Action<double>& A, const CMatrixRange<double>& Q, const CVectorRange<double>& s, double tolerance = 1.0e-8, int iterations = 100);

} // namespace myra

#endif