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Solve matrix-matrix problem #759

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vpuri3 opened this issue Jul 22, 2023 · 2 comments · Fixed by #840
Closed

Solve matrix-matrix problem #759

vpuri3 opened this issue Jul 22, 2023 · 2 comments · Fixed by #840

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@vpuri3
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vpuri3 commented Jul 22, 2023

I want to solve Ax = y for K unique RHSs. Wondering if I can stack them in a matrix and solve A * X = Y where X, Y are N x K matrices?
@amontoison
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Hi @vpuri3!
If y is a matrix, it's recommended to use a Block-Krylov method.
The issue is that we need to solve a K x K dense linear system at each iteration and I don't know how to support GPUs for this step with a generic implementation.

If I find a neat way to do that, I will add block-CG and block-GMRES.

@amontoison amontoison mentioned this issue Oct 20, 2023
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@amontoison amontoison mentioned this issue Dec 7, 2023
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@amontoison
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@vpuri3 The version 0.9.5 of Krylov.jl will have block-GMRES.
I will release it before the end of the week.

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@amontoison @vpuri3