cmjiang / lobpcgsr

Lobpcgsr solves a generalized eigenvalue problem with two positive semi-definite matrices.

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lobpcgsr Readme File
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lobpcgsr solves the generalized eigenvalue problem:
                A x = lambda B x
where A and B are positive semi-definite and the
corresponding pencil is singular. It applies
LOBPCG with spectral regularization.

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Directories 
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data ........... Matrix pairs
	
src ............ Source code including lobpcgsr.m
					 
main.m ......... A calling example