muq::Modeling::GeneralizedEigenSolver Class Reference

Abstract base class for operator based generalized eigenvalue solvers. More...

#include <GeneralizedEigenSolver.h>

Inheritance diagram for muq::Modeling::GeneralizedEigenSolver:

Detailed Description

Abstract base class for operator based generalized eigenvalue solvers.

Base class for algorithms that solve problems of the form

\[ Av = \lambda B v \]

@seealso LOBPCG @seealso StochasticEigenSolver

Definition at line 22 of file GeneralizedEigenSolver.h.

Public Member Functions
virtual	~GeneralizedEigenSolver ()=default
Eigen::VectorXd const &	eigenvalues () const
Eigen::MatrixXd const &	eigenvectors () const

Constructor & Destructor Documentation

~GeneralizedEigenSolver()

virtual muq::Modeling::GeneralizedEigenSolver::~GeneralizedEigenSolver ( )

virtualdefault

Member Function Documentation

eigenvalues()

Eigen::VectorXd const& muq::Modeling::GeneralizedEigenSolver::eigenvalues ( ) const

inline

Return a reference to the computed vector of eigenvalues. The vector will only be valid after calling compute.

Definition at line 40 of file GeneralizedEigenSolver.h.

References eigVals.

Referenced by muq::SamplingAlgorithms::DILIKernel::ComputeLocalLIS(), main(), and muq::SamplingAlgorithms::DILIKernel::UpdateLIS().

eigenvectors()

Eigen::MatrixXd const& muq::Modeling::GeneralizedEigenSolver::eigenvectors ( ) const

inline

Return a matrix whose columns contain the computed eigenvectors. The matrix will only be valid after calling compute.

Definition at line 45 of file GeneralizedEigenSolver.h.

References eigVecs.

Referenced by muq::SamplingAlgorithms::DILIKernel::ComputeLocalLIS(), main(), and muq::SamplingAlgorithms::DILIKernel::UpdateLIS().

GetSortSwaps() [1/2]

std::vector< std::pair< int, int > > GeneralizedEigenSolver::GetSortSwaps ( Eigen::Ref< const Eigen::VectorXd > const &  residNorms )

staticprotected

Definition at line 28 of file GeneralizedEigenSolver.cpp.

References GetSortSwaps().

GetSortSwaps() [2/2]

std::vector< std::pair< int, int > > GeneralizedEigenSolver::GetSortSwaps ( Eigen::Ref< const Eigen::VectorXd > const &  residNorms, std::vector< bool > const &  isActive  )

staticprotected

Returns a vector of swaps needed to sort the provided matrix using a selection sort.

Definition at line 34 of file GeneralizedEigenSolver.cpp.

Referenced by muq::Modeling::StochasticEigenSolver::compute(), and GetSortSwaps().

SortCols()

void GeneralizedEigenSolver::SortCols ( std::vector< std::pair< int, int >> const &  swapInds, Eigen::Ref< Eigen::MatrixXd >  matrix  )

staticprotected

Sorts the columns of the matrix using precomputed swaps from the GetSortSwaps function.

Definition at line 21 of file GeneralizedEigenSolver.cpp.

Referenced by muq::Modeling::StochasticEigenSolver::compute().

SortVec() [1/2]

void GeneralizedEigenSolver::SortVec ( std::vector< std::pair< int, int >> const &  swapInds, Eigen::Ref< Eigen::VectorXd >  matrix  )

staticprotected

Definition at line 7 of file GeneralizedEigenSolver.cpp.

Referenced by muq::Modeling::StochasticEigenSolver::compute().

SortVec() [2/2]

void GeneralizedEigenSolver::SortVec ( std::vector< std::pair< int, int >> const &  swapInds, std::vector< bool > &  vec  )

staticprotected

Definition at line 14 of file GeneralizedEigenSolver.cpp.

Member Data Documentation

A

std::shared_ptr<LinearOperator> muq::Modeling::GeneralizedEigenSolver::A

protected

Definition at line 71 of file GeneralizedEigenSolver.h.

Referenced by muq::Modeling::StochasticEigenSolver::compute(), and muq::Modeling::LOBPCG::compute().

B

std::shared_ptr<LinearOperator> muq::Modeling::GeneralizedEigenSolver::B

protected

Definition at line 71 of file GeneralizedEigenSolver.h.

Referenced by muq::Modeling::StochasticEigenSolver::CholeskyQR(), muq::Modeling::StochasticEigenSolver::compute(), and muq::Modeling::LOBPCG::compute().

eigVals

Eigen::VectorXd muq::Modeling::GeneralizedEigenSolver::eigVals

protected

Definition at line 68 of file GeneralizedEigenSolver.h.

Referenced by muq::Modeling::StochasticEigenSolver::compute(), and eigenvalues().

eigVecs

Eigen::MatrixXd muq::Modeling::GeneralizedEigenSolver::eigVecs

protected

Definition at line 69 of file GeneralizedEigenSolver.h.

Referenced by muq::Modeling::StochasticEigenSolver::compute(), and eigenvectors().

M

std::shared_ptr<LinearOperator> muq::Modeling::GeneralizedEigenSolver::M

protected

Definition at line 71 of file GeneralizedEigenSolver.h.

Referenced by muq::Modeling::LOBPCG::compute().

---

The documentation for this class was generated from the following files:

• doxygen_prep/MUQ/Modeling/LinearAlgebra/GeneralizedEigenSolver.h
• doxygen_prep/modules/Modeling/src/LinearAlgebra/GeneralizedEigenSolver.cpp