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multishift conjugate gradient added and a strong test: take a diagonal

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but non-identity matrix
l1 0  0  0 ....
0  l2 0  0 ....
0  0  l3 0 ...
.  .   .
.  .   .
.  .   .

And apply the multishift CG to it. Sum the poles and residues.
Insist that this be the same as the exactly taken square root
where l1,l2,l3 >= 0.
This commit is contained in:
Azusa Yamaguchi
2015-06-08 11:52:44 +01:00
parent 5f33cc3a95
commit a8b9109cc8
11 changed files with 453 additions and 54 deletions
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9
lib/Algorithms.h
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@@ -4,13 +4,16 @@
#include <algorithms/SparseMatrix.h>
#include <algorithms/LinearOperator.h>
#include <algorithms/approx/Zolotarev.h>
#include <algorithms/approx/Chebyshev.h>
#include <algorithms/approx/Remez.h>
#include <algorithms/approx/MultiShiftFunction.h>
#include <algorithms/iterative/ConjugateGradient.h>
#include <algorithms/iterative/NormalEquations.h>
#include <algorithms/iterative/SchurRedBlack.h>
#include <algorithms/approx/Zolotarev.h>
#include <algorithms/approx/Chebyshev.h>
#include <algorithms/approx/Remez.h>
#include <algorithms/iterative/ConjugateGradientMultiShift.h>
// Eigen/lanczos
// EigCg