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initial svds support based on eigs #9425

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merged 9 commits into from
Jan 11, 2015
Merged

initial svds support based on eigs #9425

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9ea6b51
initial svds support based on eigs
jaak-s Dec 20, 2014
8b061df
removed extra spaces, added ritzvec param to svds
jaak-s Dec 21, 2014
d654afa
manual for svds
jaak-s Dec 21, 2014
6e91217
renamed to SVDOperator
jaak-s Dec 21, 2014
95e2d6c
svds now uses eigs of [0 A; A' 0]
jaak-s Jan 2, 2015
b1517a6
support for Complex operators
jaak-s Jan 3, 2015
be1f1bb
removed trailing whitespace
jaak-s Jan 3, 2015
f8edd41
replaced getOperatorType to eltype
jaak-s Jan 3, 2015
b9d7a30
added check for nsv
jaak-s Jan 3, 2015
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added check for nsv
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@jaak-s
jaak-s committed Jan 3, 2015
commit b9d7a30caac2cca32fcfe9041db9a998a0223de6
2 changes: 2 additions & 0 deletions base/linalg/arnoldi.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -123,6 +123,8 @@ size(s::SVDOperator) = s.m + s.n, s.m + s.n
issym(s::SVDOperator) = true

function svds{S}(X::S; nsv::Int = 6, ritzvec::Bool = true, tol::Float64 = 0.0, maxiter::Int = 1000)
if nsv > minimum(size(X)); error("nsv($nsv) should be at most $(minimum(size(X)))"); end

otype = eltype(X)
ex = eigs(SVDOperator{otype,S}(X), I; ritzvec = ritzvec, nev = 2*nsv, tol = tol, maxiter = maxiter)
ind = [1:2:nsv*2]
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