Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Gauss–Kronrod weights for arbitrary weight functions #83

Merged
merged 36 commits into from
Jul 25, 2023

Conversation

stevengj
Copy link
Member

@stevengj stevengj commented Jul 18, 2023

The goal of this PR is to implement arbitrary-precision Gauss–Kronrod weights for arbitrary Jacobi matrices, corresponding to arbitrary weight functions. This involves:

  • generalizing our tridiagonal eigensolvers to nonzero diagonals (but still optimizing the zero-diagonal case)
  • generalizing gauss(J) to take an arbitrary tridiagonal Jacobi matrix J
  • generalizing the kronrod code to the original form of Laurie (1997) to handle arbitrary J
  • more tests
  • documentation

(It's a large PR, but it's mostly docs and tests. The actual amount of new code is relatively small.)

@codecov
Copy link

codecov bot commented Jul 18, 2023

Codecov Report

Patch coverage: 98.37% and project coverage change: +0.53% 🎉

Comparison is base (d20d07a) 97.33% compared to head (5c6c1c6) 97.87%.

Additional details and impacted files
@@            Coverage Diff             @@
##           master      #83      +/-   ##
==========================================
+ Coverage   97.33%   97.87%   +0.53%     
==========================================
  Files           5        5              
  Lines         338      471     +133     
==========================================
+ Hits          329      461     +132     
- Misses          9       10       +1     
Files Changed Coverage Δ
src/gausskronrod.jl 98.37% <98.25%> (+0.89%) ⬆️
src/weightedgauss.jl 100.00% <100.00%> (ø)

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

@stevengj stevengj merged commit 4b4a82f into master Jul 25, 2023
9 checks passed
@stevengj stevengj deleted the general_gauss branch July 25, 2023 04:45
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

1 participant