SPD Eigen problem LOBPCG

[vickysharma0812]

Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG)

LOBPCG is a preconditioned eigensolver for large symmetric positive definite (SPD) generalized eigenproblems.

Reference:

• https://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.linalg.lobpcg.html
• https://github.com/lobpcg/blopex