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Krylov subspace methods, Arnoldi method #107

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@termoshtt

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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.

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preiter93

preiter93 commented on Jul 31, 2022

@preiter93

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

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          Krylov subspace methods, Arnoldi method · Issue #107 · rust-ndarray/ndarray-linalg