Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[Feature] Add dependency-free GMRES #55

Open
tvercaut opened this issue Sep 11, 2024 · 0 comments
Open

[Feature] Add dependency-free GMRES #55

tvercaut opened this issue Sep 11, 2024 · 0 comments

Comments

@tvercaut
Copy link
Member

tvercaut commented Sep 11, 2024

Copy-pasting from wikipedia:

In contrast to the popular CG method, the MINRES method does not assume that the matrix is positive definite, only the symmetry of the matrix is mandatory.

GMRES vs. MINRES
The GMRES method is essentially a generalization of MINRES for arbitrary matrices.

It would be nice to provide an dependency-free implementation of GMRES here. It could be ported from COLA:
https://github.com/wilson-labs/cola/blob/main/cola/linalg/inverse/gmres.py

It should be noted that GMRES is already available in this repo through JAX or CUPY bindings:

@tvercaut tvercaut changed the title [Feature] Add GMRES [Feature] Add dependency-free GMRES Sep 11, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant