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[algorithms.eigs] add implicitly restarted arnoldi method #880

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merged 6 commits into from Jun 5, 2020

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lbalicki
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@lbalicki lbalicki commented Feb 17, 2020

I implemented the implicitly restarted arnoldi method for computing a few eigenvalues of a real Operator. This is related to the issues #774 and #772.

@pmli pmli self-requested a review Feb 28, 2020
@pmli pmli added algorithms pr:new-feature labels Feb 28, 2020
@pmli pmli added this to the 2020.1 milestone Feb 28, 2020
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@sdrave sdrave commented Apr 27, 2020

@lbalicki, @pmli, what is the status of this PR? Looks fairly mature. @lbalicki, you should probably rebase on master to get CI running again.

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@pmli pmli commented Apr 27, 2020

I still want to try it on some benchmarks.

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@pmli pmli left a comment

I've tried eigs on a few SLICOT benchmarks and it works as good as I would have expected, i.e., very good for eigenvalues far from zero and not so good otherwise.

Below are some comments just from looking at the docstring.

Similar to the samdp module, it might be good to add some isinstance assertions in the eigs function and make other functions private (also, it would be good to write QR_iteration in lowercase).

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@lbalicki lbalicki commented May 8, 2020

I made the changes and also added myself to AUTHORS.md. For eigenvalues that are close to zero I will probably add a shift and invert option sometime in the near future.

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@renefritze renefritze commented May 8, 2020

This'll need another rebase on master after #922 got merged for some CI fixes. Again. Sorry.

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@codecov codecov bot commented May 10, 2020

Codecov Report

Merging #880 into master will increase coverage by 0.02%.
The diff coverage is n/a.

Impacted Files Coverage Δ
src/pymor/vectorarrays/numpy.py 84.31% <0.00%> (+0.73%) ⬆️

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@pmli pmli left a comment

Thanks @lbalicki, here are a few more comments. I would be for merging after resolving these.

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pmli approved these changes May 27, 2020
@pmli pmli requested a review from sdrave May 27, 2020
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@sdrave sdrave left a comment

I did not check the algorithm itself. Apart from a few minor comments, everything looks great!

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sdrave approved these changes Jun 5, 2020
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@sdrave sdrave left a comment

I think we can merge this now ..

@pmli pmli merged commit 66cefab into pymor:master Jun 5, 2020
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@pmli pmli commented Jun 5, 2020

Agreed. Thanks @lbalicki.

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