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fgerick/quadgep.jl

Last active March 27, 2021 10:50
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Quadruple precision sparse generalized eigen problem in Julia
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quadgep.jl
# Solve for largest |λ| in Ax = λBx using quadruple precision :
# (B)^-1 Ax = λx
#as of now requires https://github.com/fgerick/ArnoldiMethod.jl and Julia >v1.4
using LinearAlgebra, SparseArrays, ArnoldiMethod, IncompleteLU, DoubleFloats, LinearMaps
n=100
T=Double64
A = sprandn(T,n,n,0.1)
B = sprandn(T,n,n,0.1) + I(n)
P = ilu(B,τ=zero(T))
L = LinearMap{Complex{T}}((y,x) -> ldiv!(y,P,A*x),n)
pschur,history=partialschur(L,which=LM(),nev=5)
λ,u = partialeigen(pschur)
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