params <- list(family = "lapis", preset = "homage") ## ----setup-opts, include = FALSE---------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>", message = FALSE, warning = FALSE, fig.width = 7, fig.height = 4.1, fig.align = "center", out.width = "92%", dpi = 100 ) ## ----albers-classes, echo=FALSE, results='asis'------------------------------- cat(sprintf( paste0( '' ), params$family, params$preset )) ## ----helpers, include = FALSE------------------------------------------------- # Shared palette + two small base-graphics helpers used throughout the # vignette. Kept out of the reader's view: the reader sees the API call and # the picture, never the plotting boilerplate. ec_blue <- "#2166ac"; ec_red <- "#b2182b"; ec_tol <- "#ef8a62"; ec_grey <- "grey78" # Per-pair backward error as a stem/dot plot, against the tolerance line. plot_backward_error <- function(cert, main = NULL, tol = cert$tolerance) { be <- pmax(cert$backward_error, .Machine$double.eps) k <- length(be) col_pt <- ifelse(cert$converged, ec_blue, ec_red) rng <- range(c(be, tol)) ylim <- c(rng[1] / 6, rng[2] * 6) op <- par(mar = c(4, 4.6, if (is.null(main)) 1 else 2.4, 1)); on.exit(par(op)) plot(seq_len(k), be, log = "y", type = "n", xlim = c(0.5, k + 0.5), ylim = ylim, xaxt = "n", bty = "n", main = main, xlab = "returned pair", ylab = "backward error (log scale)") axis(1, at = seq_len(k)) segments(seq_len(k), ylim[1], seq_len(k), be, col = col_pt, lwd = 2) points(seq_len(k), be, pch = 19, cex = 1.3, col = col_pt) abline(h = tol, col = ec_tol, lty = 2, lwd = 2) text(k + 0.45, tol, sprintf("tol = %.0e", tol), col = ec_tol, pos = 3, cex = 0.85, xpd = NA) } # A computed slice (blue) drawn on top of the full dense spectrum (grey). plot_spectrum <- function(all_vals, computed, ylab = "value", main = NULL) { s <- sort(all_vals, decreasing = TRUE) k <- length(computed) op <- par(mar = c(4, 4.6, if (is.null(main)) 1 else 2.4, 1)); on.exit(par(op)) plot(seq_along(s), s, pch = 19, cex = 0.4, col = ec_grey, bty = "n", xlab = "rank (largest to smallest)", ylab = ylab, main = main) points(seq_len(k), sort(computed, decreasing = TRUE), pch = 19, cex = 1.2, col = ec_blue) legend("topright", c("full spectrum (dense reference)", "computed by eigencore"), pch = 19, pt.cex = c(0.7, 1.2), col = c(ec_grey, ec_blue), bty = "n", cex = 0.9) } ## ----setup-------------------------------------------------------------------- library(eigencore) ## ----make-A------------------------------------------------------------------- set.seed(1) n <- 200 A <- crossprod(matrix(rnorm(n * n), n, n)) / n + diag(n) ## ----as-operator-------------------------------------------------------------- Aop <- as_operator(A) Aop ## ----plan--------------------------------------------------------------------- P <- eigen_problem(A, structure = hermitian(), target = largest()) plan <- plan_solver(P, k = 5) plan ## ----solve-------------------------------------------------------------------- fit <- solve(P, k = 5) fit ## ----certificate-------------------------------------------------------------- fit$certificate ## ----cert-bars, echo = FALSE, fig.cap = "Per-pair backward error for the five returned eigenpairs. Every pair sits well below the dashed tolerance line, so the overall certificate passes.", fig.alt = "Stem plot of backward error for five eigenpairs on a log scale; all five points fall far below the dashed tolerance line at 1e-8."---- plot_backward_error(fit$certificate) ## ----values------------------------------------------------------------------- fit$values ## ----spectrum, echo = FALSE, fig.cap = "The five largest eigenvalues (blue) located within the full spectrum of A (grey). eigencore computes only the requested slice, then certifies it.", fig.alt = "Scatter plot of all 200 eigenvalues sorted from largest to smallest in grey, with the five largest highlighted in blue at the top-left."---- all_vals <- eigen(A, symmetric = TRUE, only.values = TRUE)$values plot_spectrum(all_vals, fit$values, ylab = "eigenvalue") ## ----generalized-------------------------------------------------------------- B <- diag(seq(1, 5, length.out = n)) fit_gen <- eig_partial(A, k = 5, target = largest(), B = B, method = lobpcg(maxit = 200)) fit_gen ## ----svd---------------------------------------------------------------------- M <- matrix(rnorm(400 * 50), 400, 50) svd_fit <- svd_partial(M, rank = 5, target = largest()) svd_fit ## ----svd-scree, echo = FALSE, fig.cap = "The five leading singular values (blue) computed by eigencore, shown against the full singular-value spectrum of M (grey).", fig.alt = "Scatter plot of all 50 singular values of M sorted descending in grey, with the top five highlighted in blue."---- all_sv <- svd(M, nu = 0, nv = 0)$d plot_spectrum(all_sv, svd_fit$d, ylab = "singular value") ## ----rspectra----------------------------------------------------------------- res <- eigs_sym(A, k = 5, which = "LA") str(res, max.level = 1) ## ----rspectra-cert------------------------------------------------------------ res$certificate