Remove RQI (#140)

Author: haampie

src/simple.jl

@@ -1,5 +1,5 @@
 #Simple methods
-export powm, invpowm, rqi
+export powm, invpowm
 
 ####################
 # API method calls #
@@ -95,54 +95,6 @@ function invpowm_method!{T}(log::ConvergenceHistory, K::KrylovSubspace{T}, σ::N
     σ+1/θ, y/θ
 end
 
-####################
-# API method calls #
-####################
-
-function rqi(A;
-    x=nothing, shift::Number=0, tol::Real=eps(real(eltype(A)))*size(A,2)^3,
-    maxiter::Int=size(A,2), plot::Bool=false, log::Bool=false, kwargs...
-    )
-    K = KrylovSubspace(A, 1)
-    x==nothing ? initrand!(K) : init!(K, x/norm(x))
-
-    (plot & !log) && error("Can't plot when log keyword is false")
-    history = ConvergenceHistory(partial=!log)
-    history[:tol] = tol
-    reserve!(history,:resnorm, maxiter)
-    eig, v = rqi_method!(history, K, shift; tol=tol, maxiter=maxiter, kwargs...)
-    (plot || log) && shrink!(history)
-    plot && showplot(history)
-    log ? (eig, v, history) : (eig, v)
-end
-
-#########################
-# Method Implementation #
-#########################
-
-#Rayleigh quotient iteration
-#XXX Doesn't work well
-function rqi_method!{T}(log::ConvergenceHistory, K::KrylovSubspace{T}, σ::Number;
-    tol::Real=eps(real(T)), maxiter::Int=K.n, verbose::Bool=false
-    )
-    verbose && @printf("=== rqi ===\n%4s\t%7s\n","iter","resnorm")
-    v = lastvec(K)
-    ρ = dot(v, nextvec(K))
-    for iter=1:maxiter
-        nextiter!(log,mvps=1)
-        y = (K.A-ρ*eye(K))\v
-        θ = norm(y)
-        ρ += dot(y,v)/θ^2
-        v = y/θ
-        resnorm=1/θ
-        push!(log,:resnorm,resnorm)
-        verbose && @printf("%3d\t%1.2e\n",iter,resnorm)
-        θ >= 1/tol && (setconv(log, resnorm >= 0); break)
-    end
-    verbose && @printf("\n")
-    ρ, v
-end
-
 #################
 # Documentation #
 #################
@@ -153,31 +105,23 @@ doc1_call = """    powm(A)
 """
 doc2_call = """    invpowm(A)
 """
-doc3_call = """    rqi(A)
-"""
 doc1_msg = """Find biggest eigenvalue of `A` and its associated eigenvector
 using the power method.
 """
 doc2_msg = """Find closest eigenvalue of `A` to `shift` and its associated eigenvector
 using the inverse power iteration method.
 """
-doc3_msg = """Try find closest eigenvalue of `A` to `shift` and its associated eigenvector
-using the rayleigh quotient iteration method. This method converges rapidly
-but is not guaranteed to compute the eigenvalue closes to `shift`.
-"""
 doc1_karg = ""
 doc2_karg = "`shift::Number=0`: shift to be applied to matrix A."
-doc3_karg = "`shift::Number=0`: shift to be applied to matrix A."
 
 doc1_version = (powm, doc1_call, doc1_msg, doc1_karg)
 doc2_version = (invpowm, doc2_call, doc2_msg, doc2_karg)
-doc3_version = (rqi, doc3_call, doc3_msg, doc3_karg)
 
 i=0
-docstring = Vector(3)
+docstring = Vector(2)
 
 #Build docs
-for (func, call, msg, karg) in [doc1_version, doc2_version, doc3_version]
+for (func, call, msg, karg) in [doc1_version, doc2_version]
 i+=1
 docstring[i] = """
 $call
@@ -239,5 +183,4 @@ end
 
 @doc docstring[1] -> powm
 @doc docstring[2] -> invpowm
-@doc docstring[3] -> rqi
 end

test/history.jl

@@ -31,9 +31,6 @@ facts("ConvergenceHistory") do
         plot(invpowm(A; log=true)[2])
         @fact true --> true
 
-		plot(rqi(A; log=true)[2])
-        @fact true --> true
-
         plot(svdl(A; log=true)[3])
         @fact true --> true
     end

test/simple_eigensolvers.jl

@@ -37,12 +37,6 @@ for T in (Float32, Float64, Complex64, Complex128)
     @fact norm(eval_rand-eval_ii) --> less_than(tol)
     end
 
-    #context("Rayleigh quotient iteration") do
-    #XXX broken?
-    #l = eigvals_rqi(A, eigvals_rand, 2000, √eps())[2]
-    #@fact norm(eigvals_rand-l) --> less_than(tol)
-    #end
-
     end
 end
 end