LOBPCG algorithm (Eigenpair closest to mu; Any eigenpair; Any eigenvalue Eigenvalues (Iterative Methods))

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Time Complexity

$O(n^{2})$

Space Complexity

$O(n)$? words

(Requires only a constant number of $O(n)$-sized vectors per iteration)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word/Real RAM

Year

1948

Reference

-