RTRESGEV Compute extreme eigenvectors of a positive-definite Hermitian
SYNOPSIS
function [V,L,stats] = rtresgev(A,B,p,params)
DESCRIPTION
RTRESGEV 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
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] = rtresgev(A,B,p) returns the extreme eigenvectors of rank p.
[V,L,stats] = rtresgev(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.
rtresgev(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.Delta_bar - maximum trust-region radius
params.Delta0 - initial trust-region radius
params.epsilon - Outer Convergence tolerance (absolute)
params.useprec - if non-zero, rtresgev will generate a preconditioner
for the problem, based on an incomplete factorization
of A. This requires a positive-definite A.
See also rtr, rtreig, rtreig2, rtrflat
