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https://github.com/alexbuccheri/chebi


https://github.com/alexbuccheri/chebi

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README

        

# Algorithms

### Orthogonalisation

* Gram-Schmidt
* Classic version needs more testing, and documenting
* Modified version appears to work but should be documented

* Inner product approximation to go with Gram-Schmit
* Work through [this](https://sites.cs.ucsb.edu/~gilbert/cs290hSpr2014/Projects/BiegertKonoplivProject.pdf)
reference

### Iterative Eigensolvers

* Lanczos
* References:
* https://github.com/zachtheyek/Lanczos-Algorithm/blob/master/src/lanczos.ipynb
* https://sites.cs.ucsb.edu/~gilbert/cs290hSpr2014/Projects/BiegertKonoplivProject.pdf
* https://en.wikipedia.org/wiki/Lanczos_algorithm

* Chebyshev filtering
* Requires: Lanczos, Gram-Schmidt, matrix-matrix, multiplication
* Should prototype by calling library routines where possible

* [Rayleigh_quotient](https://en.wikipedia.org/wiki/Rayleigh_quotient_iteration)