8000 MNT Update sklearn.externals._lobpcg.lobpcg docstring according to ht… · scikit-learn/scikit-learn@f78f6b2 · GitHub
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MNT Update sklearn.externals._lobpcg.lobpcg docstring according to scipy/scipy#16432 (#23597)
Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com>
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sklearn/externals/_lobpcg.py

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@@ -141,7 +141,7 @@ def lobpcg(
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retLambdaHistory=False,
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retResidualNormsHistory=False,
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):
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"""Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG)
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"""Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG).
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LOBPCG is a preconditioned eigensolver for large symmetric positive
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definite (SPD) generalized eigenproblems.
@@ -161,7 +161,7 @@ def lobpcg(
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Preconditioner to `A`; by default ``M = Identity``.
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`M` should approximate the inverse of `A`.
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Y : ndarray, float32 or float64, optional
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n-by-sizeY matrix of constraints (non-sparse), sizeY < n
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An n-by-sizeY matrix of constraints (non-sparse), sizeY < n.
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The iterations will be performed in the B-orthogonal complement
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of the column-space of Y. Y must be full rank.
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tol : scalar, optional
@@ -181,7 +181,7 @@ def lobpcg(
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Returns
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-------
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w : ndarray
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Array of ``k`` eigenvalues
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Array of ``k`` eigenvalues.
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v : ndarray
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An array of ``k`` eigenvectors. `v` has the same shape as `X`.
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lambdas : list of ndarray, optional
@@ -240,7 +240,6 @@ def lobpcg(
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Examples
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--------
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Solve ``A x = lambda x`` with constraints and preconditioning.
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>>> import numpy as np
@@ -293,7 +292,6 @@ def lobpcg(
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Note that the vectors passed in Y are the eigenvectors of the 3 smallest
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eigenvalues. The results returned are orthogonal to those.
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"""
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blockVectorX = X
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blockVectorY = Y

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