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Add an implementation of BLOCK-MINRES #884

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Add an implementation of BLOCK-MINRES #884

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github-actions bot commented Oct 12, 2024 •
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Package name latest stable
CaNNOLeS.jl
DCISolver.jl
FletcherPenaltySolver.jl
JSOSolvers.jl
LLSModels.jl
LinearSolve.jl
Percival.jl
RipQP.jl

@amontoison amontoison force-pushed the block_minres branch 3 times, most recently from 2b56bdc to d6e45de Compare October 31, 2024 06:42
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@dpo
If you need to test a few things with the block methods, block_minres is now fully working.

T = Float64
A = rand(T, 25, 25)
A = A  + A'
B = rand(T, 25, 5)
X, stats = block_minres(A, B, verbose=1)
norm(B - A * X)
julia> X, stats = block_minres(A, B, verbose=1)
BLOCK-MINRES: system of size 25 with 5 right-hand sides
    k     ‖Rₖ‖  timer
    0  6.9e+00  0.00s
    1  2.8e+00  0.00s
    2  2.1e+00  0.00s
    3  1.6e+00  0.00s
    4  1.1e+00  0.00s
    5  1.9e-09  0.00s

julia> norm(B - A * X)
1.858704723858523e-9

@amontoison amontoison marked this pull request as ready for review November 4, 2024 08:26
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