Add the LOBPCG algorithm
Add the LOBPCG algorithm

(https://en.wikipedia.org/wiki/LOBPCG)
Is a great method for large sparse eigenproblems. You can find a description in the file

The convergence speed depends basically on 3 factors:
- How well a preconditioner was chosen
- How well relatively separated the seeking eigenvalues are from the rest of the eigenvalues
- How well conditioned the problem is
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