局部最优块预条件共轭梯度法（LOBPCG）的近期实现、应用与扩展
数值分析
2017-08-29 v1 数值分析
统计计算
摘要
自提出[A. Knyazev, Toward the optimal preconditioned eigensolver: Locally optimal block preconditioned conjugate gradient method, SISC (2001) DOI:10.1137/S1064827500366124]和高效并行实现[A. Knyazev et al., Block locally optimal preconditioned eigenvalue xolvers (BLOPEX) in HYPRE and PETSc, SISC (2007) DOI:10.1137/060661624]以来，LOBPCG已广泛应用于力学、材料科学和数据科学等众多领域。我们回顾了其近期实现与应用，以及局部最优思想超越标准特征值问题的扩展。
引用
@article{arxiv.1708.08354,
title = {Recent implementations, applications, and extensions of the Locally Optimal Block Preconditioned Conjugate Gradient method (LOBPCG)},
author = {Andrew Knyazev},
journal= {arXiv preprint arXiv:1708.08354},
year = {2017}
}
备注
4 pages. Householder Symposium on Numerical Linear Algebra, June 2017