Python Interface¶

Primme.eigsh(A, k=6, M=None, sigma=None, which='LM', v0=None, ncv=None, maxiter=None, tol=0, return_eigenvectors=True, Minv=None, OPinv=None, mode='normal', ortho=None, return_stats=False, maxBlockSize=0, minRestartSize=0, maxPrevRetain=0, method=None, return_history=False, **kargs)

Find k eigenvalues and eigenvectors of the real symmetric square matrix or complex Hermitian matrix A.

Solves A * x[i] = w[i] * x[i], the standard eigenvalue problem for w[i] eigenvalues with corresponding eigenvectors x[i].

If M is specified, solves A * x[i] = w[i] * M * x[i], the generalized eigenvalue problem for w[i] eigenvalues with corresponding eigenvectors x[i]

Parameters: A (An N x N matrix, array, sparse matrix, or LinearOperator) – the operation A * x, where A is a real symmetric matrix or complex Hermitian. k (int, optional) – The number of eigenvalues and eigenvectors to be computed. Must be 1 <= k < min(A.shape). M (An N x N matrix, array, sparse matrix, or LinearOperator) – (not supported yet) the operation M * x for the generalized eigenvalue problem A * x = w * M * x. M must represent a real, symmetric matrix if A is real, and must represent a complex, Hermitian matrix if A is complex. For best results, the data type of M should be the same as that of A. sigma (real, optional) – Find eigenvalues near sigma. v0 (N x i, ndarray, optional) – Initial guesses to the eigenvectors. ncv (int, optional) – The maximum size of the basis which (str ['LM' | 'SM' | 'LA' | 'SA']) – Which k eigenvectors and eigenvalues to find: ‘LM’ : Largest in magnitude eigenvalues; the farthest from sigma‘SM’ : Smallest in magnitude eigenvalues; the closest to sigma ‘LA’ : Largest algebraic eigenvalues ‘SA’ : Smallest algebraic eigenvalues ‘CLT’ : closest but left to sigma ‘CGT’ : closest but greater than sigma When sigma == None, ‘LM’, ‘SM’, ‘CLT’, and ‘CGT’ treat sigma as zero. maxiter (int, optional) – Maximum number of iterations. tol (float) – Required accuracy for eigenpairs (stopping criterion). The default value is sqrt of machine precision. Minv ((not supported yet)) – The inverse of M in the generalized eigenproblem. OPinv (N x N matrix, array, sparse matrix, or LinearOperator, optional) – Preconditioner to accelerate the convergence. Usually it is an approximation of the inverse of (A - sigma*M). return_eigenvectors (bool, optional) – Return eigenvectors (True) in addition to eigenvalues mode (string ['normal' | 'buckling' | 'cayley']) – Only ‘normal’ mode is supported. ortho (N x i, ndarray, optional) – Seek the eigenvectors orthogonal to these ones. The provided vectors should be orthonormal. Useful to avoid converging to previously computed solutions. maxBlockSize (int, optional) – Maximum number of vectors added at every iteration. minRestartSize (int, optional) – Number of approximate eigenvectors kept during restart. maxPrevRetain (int, optional) – Number of approximate eigenvectors kept from previous iteration in restart. Also referred as +k vectors in GD+k. method (int, optional) – Preset method, one of: DEFAULT_MIN_TIME : a variant of JDQMR, DEFAULT_MIN_MATVECS : GD+k DYNAMIC : choose dynamically between these previous methods. See a detailed description of the methods and other possible values in [2]. return_stats (bool, optional) – If True, the function returns extra information (see stats in Returns). return_history (bool, optional) – If True, the function returns performance information at every iteration (see hist in Returns). w (array) – Array of k eigenvalues ordered to best satisfy “which”. v (array) – An array representing the k eigenvectors. The column v[:, i] is the eigenvector corresponding to the eigenvalue w[i]. stats (dict, optional (if return_stats)) – Extra information reported by PRIMME: “numOuterIterations”: number of outer iterations “numRestarts”: number of restarts “numMatvecs”: number of A*v “numPreconds”: number of OPinv*v “elapsedTime”: time that took “estimateMinEVal”: the leftmost Ritz value seen “estimateMaxEVal”: the rightmost Ritz value seen “estimateLargestSVal”: the largest singular value seen “rnorms” : ||A*x[i] - x[i]*w[i]|| “hist” : (if return_history) report at every outer iteration of: “elapsedTime”: time spent up to now “numMatvecs”: number of A*v spent up to now “nconv”: number of converged pair “eval”: eigenvalue of the first unconverged pair “resNorm”: residual norm of the first unconverged pair PrimmeError – When the requested convergence is not obtained. The PRIMME error code can be found as err attribute of the exception object.

scipy.sparse.linalg.eigs()
eigenvalues and eigenvectors for a general (nonsymmetric) matrix A
Primme.svds()
singular value decomposition for a matrix A

Notes

This function is a wrapper to PRIMME functions to find the eigenvalues and eigenvectors [1].

References

 [1] PRIMME Software, https://github.com/primme/primme
 [3] A. Stathopoulos and J. R. McCombs PRIMME: PReconditioned Iterative MultiMethod Eigensolver: Methods and software description, ACM Transaction on Mathematical Software Vol. 37, No. 2, (2010), 21:1-21:30.

Examples

>>> import Primme, scipy.sparse
>>> A = scipy.sparse.spdiags(range(100), [0], 100, 100) # sparse diag. matrix
>>> evals, evecs = Primme.eigsh(A, 3, tol=1e-6, which='LA')
>>> evals # the three largest eigenvalues of A
array([ 99.,  98.,  97.])
>>> new_evals, new_evecs = Primme.eigsh(A, 3, tol=1e-6, which='LA', ortho=evecs)
>>> new_evals # the next three largest eigenvalues
array([ 96.,  95.,  94.])