IRTRESGEV Compute extreme eigenvectors of a positive-definite Hermitian pencil
SYNOPSIS
function [V,L,stats] = irtresgev(A,B,p,params)
DESCRIPTION
IRTRESGEV Compute extreme eigenvectors of a positive-definite Hermitian pencil
This computes the space corresponding to the smallest eigenvalues of (A,B) by
optimizing the Rayleigh quotient on the Grassman manifold using the
Implicit Riemannian Trust-Region with truncated CG inner solver.
Manifold points are represented using orthonormal matrices. This is
not necessary, but it simplifies some terms, by removing X'*B*X and inv(X'*B*X).
[V,L] = irtresgev(A,B,p) returns the extreme eigenvectors of rank p.
[V,L,stats] = irtresgev(A,B,p) returns in addition some statistics
from the solver. See RTR for info.
A should be a Hermitian matrix. B should be Hermitian positive-definite or empty.
irtresgev(A,B,p,params) allows the user to specify parameters that are
passed to the RTR solver.
params.x0 - initial iterate (B-orthonormal matrix)
params.epsilon - Outer Convergence tolerance (absolute)
params.useprec - if non-zero, irtresgev will generate a preconditioner
for the problem, based on an incomplete factorization of A.
This requires a positive-definite A.
See also tmesgev, irtr, rtr, rtresgev
