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ArnoldiEigenvalueSolver Class

Solve the generalized eigenvalue problem Ax = Mx(lambda) Where A is sparse symmetric and M is sparse symmetric semi position definite. Solve is accomplished using a shift and invert spectral transformation and implicitly restarted Arnoldi iteration.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreArnoldiEigenvalueSolver

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4
Syntax
public class ArnoldiEigenvalueSolver

The ArnoldiEigenvalueSolver type exposes the following members.

Constructors
  NameDescription
Public methodArnoldiEigenvalueSolver
Constructs a SparseGeneralizedEigServer instance.
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Methods
  NameDescription
Public methodStatic memberSolve(DoubleSymCsrSparseMatrix, DoubleSymCsrSparseMatrix, ArnoldiEigenvalueOptions)
Solve the generalized symmetric eigenvalue problem Ax = Mx(lambda) using Arnoldi iteration, Where A is symmetric and M is symmetric positive semi-definite.
Public methodStatic memberSolve(DoubleSymmetricMatrix, DoubleSymmetricMatrix, ArnoldiEigenvalueOptions)
Solve the generalized egivenvalue problem Ax = Mx(lambda) Where A is sparse symmetric and M is sparse symmetric semi position definite. Solve is accomplished using a shift and invert spectral transformation and implicitly restarted Arnoldi iteration.
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Remarks
The shift and invert problem is inv(A - (sigma)M)Mx = x(nu), where nu = 1/(lambda - sigma). The transformation is effective for finding eigenvalues near sigma.
See Also