yeungyh / trace-min Goto Github PK

 This is for CS51501 final project.


basic trace minimization alg.
Alg 11.13 of book "Parallelism in Matrix Computations"

Algorithm 11.13 The Basic trace minimization algorithm
L0: Muliti Section
L1: Choose a block size s>=p and an n*s matrix V of full rank such that V'BV = I
L2: do k=1,2,...until convergence
L3:     Compute W=AK and the interaction matrix H=V'W
L4:     Compute the eigenpaires (Y, Thi) of H. (Thi should be arranged asceding order, Y be orthogonal)
L5:     Compute the corresponding Ritz vector X = V*Y   
L6:     Compute the residuals R = WY - BXThi =(AX-BXThi)
L7:     Test for convergence
L8:     Solve the positive-semidefinite linear system(11.66) approximately via the CG scheme
L9:     B-orthonormalize( X-=delt ) 


There should be 1 Matlab version and 1 PetC version


In future, we hope that we can also get Alg 11.15.



Good Luck.