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PRIMME wrapper for Python

Project Description

Primme is a Python interface to PRIMME, a C library for computing a few eigenvalues and their corresponding eigenvectors of a real symmetric or complex Hermitian matrix. It can also compute singular values and vectors of a square or rectangular matrix. It can find largest, smallest, or interior singular/eigenvalues and can use preconditioning to accelerate convergence. It is especially optimized for large, difficult problems, and can be a useful tool for both non-experts and experts.

Install

You can install the latest version with pip:

pip install numpy   # if numpy is not installed already
pip install primme

Optionally for building the development version do:

git clone https://github.com/primme/primme
cd primme
make python_install

Usage

In the following examples it is computed few eigenvalues and eigenvectors from a real symmetric matrix:

>>> import Primme, scipy.sparse
>>> A = scipy.sparse.spdiags(range(100), [0], 100, 100) # sparse diag. matrix
>>> evals, evecs = Primme.eigsh(A, 3, tol=1e-6, which='LA')
>>> evals # the three largest eigenvalues of A
array([ 99.,  98.,  97.])
>>> new_evals, new_evecs = Primme.eigsh(A, 3, tol=1e-6, which='LA', ortho=evecs)
>>> new_evals # the next three largest eigenvalues
array([ 96.,  95.,  94.])

In the following examples it is computed few singular values and vectors:

>>> import Primme, scipy.sparse
>>> A = scipy.sparse.spdiags(range(1, 11), [0], 100, 10) # sparse diag. rect. matrix
>>> svecs_left, svals, svecs_right = Primme.svds(A, 3, tol=1e-6, which='SM')
>>> svals # the three smallest singular values of A
array([ 1.,  2.,  3.])

>>> A = scipy.sparse.rand(10000, 100, random_state=10)
>>> prec = scipy.sparse.spdiags(np.reciprocal(A.multiply(A).sum(axis=0)),
...           [0], 100, 100) # square diag. preconditioner
>>> svecs_left, svals, svecs_right = Primme.svds(A, 3, which=6.0, tol=1e-6,
...           precAHA=prec)
>>> ["%.5f" % x for x in svals.flat] # the three closest singular values of A to 0.5
['5.99871', '5.99057', '6.01065']

Check further examples and the documentation of eigsh and svds.

Citing this code

Please cite (bibtex):

  • A. Stathopoulos and J. R. McCombs PRIMME: PReconditioned Iterative MultiMethod Eigensolver: Methods and software description, ACM Transaction on Mathematical Software Vol. 37, No. 2, (2010), 21:1-21:30.
  • L. Wu, E. Romero and A. Stathopoulos, PRIMME_SVDS: A High-Performance Preconditioned SVD Solver for Accurate Large-Scale Computations, arXiv:1607.01404

License Information

PRIMME and this interface is licensed under the 3-clause license BSD.

Contact Information

For reporting bugs or questions about functionality contact Andreas Stathopoulos by email, andreas at cs.wm.edu. See further information in the webpage http://www.cs.wm.edu/~andreas/software.

Release History

Release History

This version
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2.1.17

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2.1.16

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2.1.15

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2.1.14

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2.1.13

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2.1.12

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2.1.11

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2.1.10

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2.1.9

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2.1.8

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2.1.7

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2.1.6

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2.1.5

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2.1.4

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2.1.3

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2.1.2

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2.1.0

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Download Files

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