[SciPy-dev] lobpcg eigenvalue solver

[Nils Wagner]

Robert Cimrman wrote:
> Nils Wagner wrote:
>   
>> Traceback (most recent call last):
>>
>>   File "test_lobpcg.py", line 17, in ?
>>     w = lobpcg.lobpcg(X,A,B)
>>   File
>> "/usr/lib64/python2.4/site-packages/scipy/sandbox/lobpcg/lobpcg.py",
>> line 148, in lobpcg
>>     residualTolerance = sqrt( 1e-15 ) * n
>> NameError: global name 'sqrt' is not defined
>>     
>
> Thanks, it should be nm.sqrt...
>
>   
O.k. The next problem is
Traceback (most recent call last):
  File "test_lobpcg.py", line 17, in <module>
    eigs,vecs = lobpcg.lobpcg(X,A,B)
  File
"/usr/local/lib64/python2.5/site-packages/scipy/sandbox/lobpcg/lobpcg.py",
line 287, in lobpcg
    gramYBY, blockVectorBY, blockVectorY )
UnboundLocalError: local variable 'gramYBY' referenced before assignment

Nils

>> Cheers,
>>                    Nils
>>
>> P.S. Is there a specific reason why you have used a pure python
>> implementation ?
>>     
>
> Because otherwise I would have to take care of providing optimized
> BLAS/LAPACK functions to the abstract LOBPCG core. This way I get the
> optimized dot, cholesky, etc. for free, without the gory details of
> detecting the right libraries myself... It is also better for future
> extensibility.
>
> The current implementation works and gives the same results as the
> reference matlab version by the LOBPCG algorithm author(s), but it is
> slower, so some optimization/profiling will be required. BTW. the matlab
> version is much faster than a naive implementation in C (without BLAS) ...
>
> cheers,
> r.
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