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Description
Arnoldi method is a fundamental component of Krylov subspace method, which is used in sparse matrix context. However, the idea of Arnoldi method can be extended to general linear operators.
TODO
- Iterative QR decomposition Orthogonalizer trait #150
- modified Gram-Schmit modified Gram-Schmit #149
- Householder Householder reflection #154
Interface of Arnoldi Arnoldi iterator #155Implement GMRES (as an example and test)
Activity
preiter93 commentedon Jul 31, 2022
Hi,
I know this issue is quite old, but I became interested in the GMRES method.
I have created a first draft, which is similar to the Arnoldi iteration, and also implements Gmres as an iterator. It's still a bit raw in some corners, but if there is interest I could open a pull request?
It is found here:
https://github.com/preiter93/gmres