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Contour block SS #189

Merged
merged 30 commits into from
Jul 25, 2019
Merged

Contour block SS #189

merged 30 commits into from
Jul 25, 2019

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jarlebring
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@jarlebring jarlebring commented Jul 19, 2019

New attempt for the contour integral method block SS method (previously contour_assu) described in Asakura, Sakurai, Tadano, Ikegami, Kimura, A numerical method for nonlinear eigenvalue problems using contour integrals, JSIAM Letters, 2009 Volume 1 Pages 52-55

Example:

julia> nep=SPMF_NEP([[0 1 ; 1 1.0], [1 0 ; 0 0]], [s->one(s),s->exp(1im*s^2)]);
julia> λ,V=contour_block_SS(nep);
julia> norm(compute_Mlincomb(nep,λ[1],V[:,1]))
1.3148059621411757e-15

There were some details missing in the original JSIAM-paper, so I had to use techniques from other papers.

Still not quite finished: Cleanup needed. We could also add other quadrature rules and ideally do code sharing with beyn, but it requires quite a bit of reordering of the code.

  • Change beyn quadrature to use Juliaesque types (and make it extendible)
  • quadrature code sharing with beyn
  • feature: integration over ellipse in block_SS
  • cleanup: function comments
  • cleanup: make warnings like in beyn
  • tutorial on user-specified quadrature rule

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jarlebring commented Jul 20, 2019

This new way of specifying quadrature might break use of beyncontour for some people (e.g. work of @wrs28?) but it allows a user to write their own integrator and it has a lot of code sharing btw block_SS and beyn.

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The unification of handling of error messages requires some more thought process and deserves a different PR.

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jarlebring commented Jul 25, 2019

I'm now feeling more or less ready with this PR. Several recent CI-failure seems to be due to a change of test computers. I think travis now ran on a computer with less memory and therefore failed for the WEP-tests. Unrelated to this PR.

@jarlebring jarlebring merged commit 920fb88 into master Jul 25, 2019
@jarlebring jarlebring deleted the contour_asakura branch July 25, 2019 13:49
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