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Add initial LOBPCG top-k eigenvalue solver (#3112)
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This initial version is f32-only for accelerators, since it relies on an eigh call (which itself is f32 at most) in its inner loop.

For details, see jax.experimental.linalg.standard_lobpcg documentation.

This is a partial implementation of the similar [scipy lobpcg
function](https://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.linalg.lobpcg.html).
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vlad17 committed Jun 30, 2022
1 parent bc877fa commit 76fcf63
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2 changes: 2 additions & 0 deletions jax/experimental/sparse/__init__.py
Expand Up @@ -259,3 +259,5 @@
sparsify as sparsify,
SparseTracer as SparseTracer,
)

from jax.experimental.sparse import linalg

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