[SciPy-dev] lobpcg eigenvalue solver

[Robert Cimrman]

Hi,

a pure SciPy implementation of Locally Optimal Block Preconditioned
Conjugate Gradient Method (LOBPCG) for symmetric eigenvalue problems, see
http://www-math.cudenver.edu/~aknyazev/software/BLOPEX/,
was added into scipy.sandbox. It was written in collaboration with
Andrew Knyazev, one of LOBPCG authors, the license is BSD.

LOBPCG solves eigenproblems Ax = lambda Bx with large, possibly sparse,
symmetric matrix A and symmetric positive definite matrix B.

Matrices could be given as full numpy arrays, sparse scipy matrices, or
 as functions performing the matrix-vector product.

There is not much documentation yet, so look at the web page above, and
send me your comments!

r.
PS: Later I would like to move the module into main scipy tree - where
would be the best place?