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Feature/spectra correlations #306
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@@ -168,8 +168,9 @@ class EigenvaluesProblems<NT, Eigen::Matrix<NT,Eigen::Dynamic,Eigen::Dynamic>, E | |
Spectra::DenseCholesky<NT> Bop(-A); | ||
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// Construct generalized eigen solver object, requesting the largest three generalized eigenvalues | ||
int ncv = std::min(std::max(10, matrixDim/20), matrixDim); | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Could you please comment on where those numbers come from? There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. This is an empirical value I gave to @atrayees. We left as a task after the R interface to tune this implementation (not only ncv value). There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Thanks @TolisChal for the explanations. @atrayees could you please add a comment with this explanation and mention that as a TODO? There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. yes, done |
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Spectra::SymGEigsSolver<NT, Spectra::LARGEST_ALGE, Spectra::DenseSymMatProd<NT>, Spectra::DenseCholesky<NT>, Spectra::GEIGS_CHOLESKY> | ||
geigs(&op, &Bop, 1, 15 < matrixDim ? 15 : matrixDim); | ||
geigs(&op, &Bop, 1, ncv); | ||
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// Initialize and compute | ||
geigs.init(); | ||
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@@ -324,9 +325,10 @@ class EigenvaluesProblems<NT, Eigen::Matrix<NT,Eigen::Dynamic,Eigen::Dynamic>, E | |
Spectra::DenseSymMatProd<NT> op(B); | ||
Spectra::DenseCholesky<NT> Bop(-A); | ||
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// Construct generalized eigen solver object, requesting the largest three generalized eigenvalues | ||
// Construct generalized eigen solver object, requesting the largest generalized eigenvalue | ||
int ncv = std::min(std::max(10, matrixDim/20), matrixDim); | ||
Spectra::SymGEigsSolver<NT, Spectra::LARGEST_ALGE, Spectra::DenseSymMatProd<NT>, Spectra::DenseCholesky<NT>, Spectra::GEIGS_CHOLESKY> | ||
geigs(&op, &Bop, 1, 15 < matrixDim ? 15 : matrixDim); | ||
geigs(&op, &Bop, 1, ncv); | ||
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// Initialize and compute | ||
geigs.init(); | ||
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"... computing the minimum positive eigenvalue by computing the largest eigenvalue of the inverse Generalized Eigenvalue Problem."
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i updated the comment.