lopcgn.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_LOPCG_H
#define MYRAMATH_ITERATIVE_LOPCG_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 Matrix;
template<class Number> class CMatrixRange;
template<class Number> class DiagonalMatrix;

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

} // namespace myra

#endif