Docs/Eigenvalue Solvers (ARPACK)

Eigenvalue Solvers (ARPACK)

ARPACK eigenvalue solvers for large sparse matrices.

ar.advanced.bucklingEigs
Compute buckling eigenvalues and modes.
ar.advanced.bucklingEigs(Kmatvec, Kgmatvec, solveShifted, n, nev, sigma, options?)
ar.advanced.criticalBucklingLoad
Compute critical buckling load and mode.
ar.advanced.criticalBucklingLoad(Kmatvec, Kgmatvec, solveShifted, n, options?)
ar.advanced.cayleyEigs
Compute eigenvalues using the Cayley transform.
ar.advanced.cayleyEigs(Amatvec, Bmatvec, solveCayleyMinus, n, nev, sigma, options?)
ar.advanced.eigsInInterval
Compute eigenvalues in an interval using Cayley transform.
ar.advanced.eigsInInterval(Amatvec, Bmatvec, createSolver, n, nev, interval, options?)
ar.complex.zeigs
Compute eigenvalues and eigenvectors of a complex matrix.
ar.complex.zeigs(matvec, n, nev, options?)
ar.complex.zeigsh
Compute eigenvalues and eigenvectors of a complex Hermitian matrix.
ar.complex.zeigsh(matvec, n, nev, options?)
ar.continuation.eigsDeflated
Compute eigenvalues with deflation against known eigenvectors.
ar.continuation.eigsDeflated(matvec, n, nev, knownEigenvectors, knownEigenvalues?, options?)
ar.continuation.eigsContinue
Continue eigenvalue computation from a previous result.
ar.continuation.eigsContinue(matvec, n, additionalNev, previousResult, options?)
ar.continuation.eignDeflated
Compute non-symmetric eigenvalues with deflation.
ar.continuation.eignDeflated(matvec, n, nev, knownEigenvectors, options?)
ar.core.eign
Compute eigenvalues and eigenvectors of a real non-symmetric matrix.
ar.core.eign(matvec, n, nev, options?)
ar.core.eigs
Compute eigenvalues and eigenvectors of a real symmetric matrix.
ar.core.eigs(matvec, n, nev, options?)
ar.core.eigsh
Compute eigenvalues and eigenvectors of a sparse matrix.
ar.core.eigsh(matvec, n, nev, options?)
ar.core.isEigsResult
Type guard to check if a result is from the symmetric solver.
ar.core.isEigsResult(result)
ar.core.isEignResult
Type guard to check if a result is from the non-symmetric solver.
ar.core.isEignResult(result)
ar.dimred.spectralEmbedding
Compute spectral embedding (Laplacian Eigenmaps) for dimensionality reduction.
ar.dimred.spectralEmbedding(affinityMatvec, degrees, n, nComponents, options?)
ar.dimred.truncatedPCA
Compute truncated PCA via eigendecomposition of the covariance matrix.
ar.dimred.truncatedPCA(covarianceMatvec, n, nComponents, options?)
ar.dimred.truncatedPCAfromData
Compute truncated PCA directly from a data matrix via SVD.
ar.dimred.truncatedPCAfromData(dataMatvec, dataMatvecT, nSamples, nFeatures, nComponents, options?)
ar.generalized.eignNear
Find eigenvalues of a non-symmetric matrix nearest to a target value.
ar.generalized.eignNear(matvec, solveShifted, n, nev, sigma, options?)
ar.generalized.eigsNear
Find eigenvalues of a symmetric matrix nearest to a target value.
ar.generalized.eigsNear(matvec, solveShifted, n, nev, sigma, options?)
ar.generalized.geigs
Compute eigenvalues and eigenvectors of a generalized eigenvalue problem.
ar.generalized.geigs(Amatvec, Bmatvec, n, nev, options?)
ar.graph.laplacianEigs
Compute eigenvalues of the graph Laplacian for spectral clustering.
ar.graph.laplacianEigs(adjacencyMatvec, degrees, n, nev, options?)
ar.graph.pagerank
Compute PageRank scores for a directed graph.
ar.graph.pagerank(outlinksMatvec, n, options?)
ar.graph.pagerankEigs
Alternative PageRank using ARPACK eigenvalue solver.
ar.graph.pagerankEigs(outlinksMatvec, n, options?)
ar.linalg.condest
Estimate the condition number of a matrix.
ar.linalg.condest(matvec, matvecT, n, options?)
ar.linalg.nuclearNormApprox
Approximate the nuclear norm by summing the k largest singular values.
ar.linalg.nuclearNormApprox(matvec, matvecT, m, n, k, options?)
ar.linalg.spectralNorm
Compute the spectral norm (2-norm) of a matrix.
ar.linalg.spectralNorm(matvec, matvecT, m, n, options?)
ar.linalg.spectralRadius
Compute the spectral radius of a matrix.
ar.linalg.spectralRadius(matvec, n, options?)
ar.matfun.expmv
Compute y = exp(t*A) * v using Krylov subspace approximation.
ar.matfun.expmv(matvec, v, t, options?)
ar.matfun.expmvMultiple
Compute y = exp(t*A) * v for multiple time points.
ar.matfun.expmvMultiple(matvec, v, times, options?)
ar.matfun.sqrtmv
Compute y = A^(1/2) * v for symmetric positive definite A.
ar.matfun.sqrtmv(matvec, v, options?)
ar.matfun.invsqrtmv
Compute y = A^(-1/2) * v for symmetric positive definite A.
ar.matfun.invsqrtmv(matvec, v, options?)
ar.matfun.matpowv
Compute y = A^p * v for symmetric positive definite A and any real power p.
ar.matfun.matpowv(matvec, v, p, options?)
ar.operators.addMatvec
ARWasm - ARPACK WebAssembly Module
ar.operators.addMatvec(A, B, alpha?, beta?)
ar.operators.mulMatvec
Create a product operator: y = A * B * x
ar.operators.mulMatvec(A, B)
ar.operators.shiftMatvec
Create a shifted operator: y = (A - σI) * x
ar.operators.shiftMatvec(matvec, sigma)
ar.operators.scaleMatvec
Create a scaled operator: y = α * A * x
ar.operators.scaleMatvec(matvec, alpha)
ar.operators.transposeMatvec
Create a transpose operator via explicit computation.
ar.operators.transposeMatvec(matvec, m, n)
ar.operators.symmetrizeMatvec
Create a symmetrized operator: y = (A + A^T)/2 * x
ar.operators.symmetrizeMatvec(matvec, matvecT)
ar.operators.identityMatvec
Create an identity operator: y = x
ar.operators.identityMatvec(n)
ar.operators.negateMatvec
Create a negated operator: y = -A * x
ar.operators.negateMatvec(matvec)
ar.operators.powerMatvec
Create a power operator: y = A^k * x
ar.operators.powerMatvec(matvec, k)
ar.operators.blockDiagMatvec
Create a block diagonal operator from multiple sub-operators.
ar.operators.blockDiagMatvec(operators, sizes)
ar.sparse.bandedMatvec
Create a matrix-vector product function from a banded matrix.
ar.sparse.bandedMatvec(bands, offsets, n)
ar.sparse.symBandedMatvec
Create a symmetric banded matrix-vector product function.
ar.sparse.symBandedMatvec(bands, n)
ar.sparse.toeplitzBandedMatvec
Create a Toeplitz banded matrix-vector product function.
ar.sparse.toeplitzBandedMatvec(bandValues, offsets, n)
ar.sparse.cooMatvec
Create a matrix-vector product function from COO sparse matrix format.
ar.sparse.cooMatvec(rows, cols, values, shape)
ar.sparse.cooMatvecT
Create a transpose matrix-vector product function from COO format.
ar.sparse.cooMatvecT(rows, cols, values, shape)
ar.sparse.cscMatvec
Create a matrix-vector product function from CSC sparse matrix format.
ar.sparse.cscMatvec(indptr, indices, data, shape)
ar.sparse.cscMatvecT
Create a transpose matrix-vector product function from CSC format.
ar.sparse.cscMatvecT(indptr, indices, data, shape)
ar.sparse.csrMatvec
Create a matrix-vector product function from CSR sparse matrix format.
ar.sparse.csrMatvec(indptr, indices, data, shape)
ar.sparse.csrMatvecT
Create a transpose matrix-vector product function from CSR format.
ar.sparse.csrMatvecT(indptr, indices, data, shape)
ar.sparse.denseMatvec
Create a matrix-vector product function from a dense matrix.
ar.sparse.denseMatvec(matrix, m, n, rowMajor?)
ar.sparse.denseMatvecT
Create a transpose matrix-vector product function from a dense matrix.
ar.sparse.denseMatvecT(matrix, m, n, rowMajor?)
ar.sparse.diagMatvec
Create a matrix-vector product function from a diagonal matrix.
ar.sparse.diagMatvec(diagonal)
ar.sparse.diagMatvecInv
Create an inverse diagonal matrix-vector product function.
ar.sparse.diagMatvecInv(diagonal, tol?)
ar.sparse.diagMatvecSqrt
Create a sqrt-diagonal matrix-vector product function.
ar.sparse.diagMatvecSqrt(diagonal)
ar.sparse.diagMatvecInvSqrt
Create an inverse-sqrt-diagonal matrix-vector product function.
ar.sparse.diagMatvecInvSqrt(diagonal, tol?)
ar.sparse.tridiagMatvec
Create a matrix-vector product function from a tridiagonal matrix.
ar.sparse.tridiagMatvec(lower, diag, upper)
ar.sparse.symTridiagMatvec
Create a symmetric tridiagonal matrix-vector product function.
ar.sparse.symTridiagMatvec(diag, offdiag)
ar.sparse.toeplitzTridiagMatvec
Create a Toeplitz tridiagonal matrix-vector product function.
ar.sparse.toeplitzTridiagMatvec(lower, diagVal, upper, n)
ar.svd.svds
Compute partial singular value decomposition of a sparse matrix.
ar.svd.svds(matvec, matvecT, m, n, k, options?)
ar.validation.verifyEigs
Verify eigenvalue/eigenvector pairs.
ar.validation.verifyEigs(matvec, eigenvalues, eigenvectors, options?)
ar.validation.verifyEign
Verify non-symmetric eigenvalue/eigenvector pairs.
ar.validation.verifyEign(matvec, eigenvaluesReal, eigenvaluesImag, eigenvectors, options?)
ar.validation.verifySvds
Verify singular value decomposition.
ar.validation.verifySvds(matvec, matvecT, U, s, Vt, options?)
ar.validation.checkSymmetry
Check if a matrix is symmetric via random probing.
ar.validation.checkSymmetry(matvec, n, nProbes?, tol?)
ar.validation.checkPositiveDefinite
Check if a matrix is positive definite.
ar.validation.checkPositiveDefinite(matvec, n, tol?)
ar.validation.checkNormalization
Check normalization of eigenvectors.
ar.validation.checkNormalization(eigenvectors, tol?)
ar.configureARPACK
configureARPACK
ar.configureARPACK(config)
ar.defaultNcv
Calculate default ncv value.
ar.defaultNcv(n, nev, symmetric)
ar.dnaupdWorklSize
Calculate required workl size for non-symmetric problems (dnaupd).
ar.dnaupdWorklSize(ncv)
ar.dneupdWorkevSize
Calculate required workev size for non-symmetric extraction (dneupd).
ar.dneupdWorkevSize(ncv)
ar.dsaupdWorklSize
Calculate required workl size for symmetric problems (dsaupd).
ar.dsaupdWorklSize(ncv)
ar.getARPACKModule
getARPACKModule
ar.getARPACKModule()
ar.getDnaupdMessage
Get error message for dnaupd info code.
ar.getDnaupdMessage(info)
ar.getDneupdMessage
Get error message for dneupd info code.
ar.getDneupdMessage(info)
ar.getDsaupdMessage
Get error message for dsaupd info code.
ar.getDsaupdMessage(info)
ar.getDseupdMessage
Get error message for dseupd info code.
ar.getDseupdMessage(info)
ar.getZnaupdMessage
Get error message for znaupd info code.
ar.getZnaupdMessage(info)
ar.getZneupdMessage
Get error message for zneupd info code.
ar.getZneupdMessage(info)
ar.isARPACKLoaded
isARPACKLoaded
ar.isARPACKLoaded()
ar.loadARPACKModule
loadARPACKModule
ar.loadARPACKModule()
ar.resetARPACKModule
resetARPACKModule
ar.resetARPACKModule()
ar.znaupdRworkSize
Calculate required rwork size for complex problems (znaupd).
ar.znaupdRworkSize(ncv)
ar.znaupdWorklSize
Calculate required workl size for complex problems (znaupd).
ar.znaupdWorklSize(ncv)
ar.zneupdWorkevSize
Calculate required workev size for complex extraction (zneupd).
ar.zneupdWorkevSize(ncv)