[SciPy-user] [Fwd: Re: Computing eigenvalues by trace minimization]

Nils Wagner nwagner@iam.uni-stuttgart...
Fri Jun 29 04:15:45 CDT 2007


 Dmitrey,

You asked me to move my inquiry to scipy-user.
How can I improve my script wrt. the results ?
How can I provide the gradients ?
Is it possible to extend the code to rectangular matrices  instead of
vectors ?

python -i test_qpqc.py
starting solver lincher (BSD  license)  with problem  unnamed
itn 0: Fk= 0.285714285714 maxResidual= 0
itn 10 : Fk= 0.0820810434319 maxResidual= 0.00260656014331
N= 1.0 alpha= 0.978713763748
itn 20 : Fk= 0.0810194693773 maxResidual= 1.71023808193e-05
N= 1.0 alpha= 0.132923656348
itn 22 : Fk= 0.0810154618808 maxResidual= 3.51005361554e-06
N= 1.0 alpha= 0.354395906532
solver lincher finished solving the problem unnamed
istop:  4 (|| F[k] - F[k-1] || < funtol)
Solver:   Time elapsed = 0.24   CPU Time Elapsed = 0.24
NO FEASIBLE SOLUTION is obtained (max residual = 3.51005361554e-06)

x_opt: [ 0.11973864  0.22980377  0.32143896  0.38732479  0.42178464 
0.4223829
  0.38829845  0.32320301  0.2311393   0.12059048]
f_opt: [ 0.08101546]


Smallest eigenvalue by symeig 0.081014052771

Nils

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