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Implement Arnoldi method #144

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wants to merge 30 commits into from
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Implement Arnoldi method #144

wants to merge 30 commits into from

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termoshtt
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@termoshtt termoshtt commented Apr 29, 2019 •
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TODO

  • iterative QR decomposition
    • modified Gram-Schmit
    • Householder
  • Arnoldi iterator
  • GMRES
  • IRAM

@termoshtt
Test implementation of iterative QR decomposition
675e139
@termoshtt
Add test for complex
c26b20c
@termoshtt
Drop rand restriction (#143)
78ad4e7
@termoshtt
Use conjugate matrix instead of transpose for test
28617db
@termoshtt
Add inner product
22cb2d2
@termoshtt
Use inner product
f40f130
@termoshtt
append_if
edcb8b4
@termoshtt
Do not manage R matrix in MGS
7c08005
@termoshtt
Rewrite tests for MGS::append
c9dce23
@termoshtt
Fix test case
d61793f
@termoshtt
orthogonalize takes &mut
93118f5
@termoshtt
Strategy for linearly dependent vectors
0bc6565
@termoshtt
Add tests of msg
ee59945
@termoshtt
Householder reflection
b4b8df1
@termoshtt
Split into krylov submodule
86d25d8
@termoshtt
Add test for householder (and bug found)
ac8fa2b
@termoshtt
Fix full-rank case
ff690df
@termoshtt
Bug fix
bba765d
@termoshtt
impl Householder::get_q
4de8c96
@termoshtt
Add test for Householder::append
fadcda7
@termoshtt
Householder debug...
99839b1
@termoshtt
Fix test of householder_append
94725b2
@termoshtt
Add document
5dce6b6
@termoshtt
Bug fix of Householder::get_q
8b092f0
@termoshtt
Fix assertions
83d7af4
@termoshtt
Fix reflection order for Q-matrix
96348e5
This was referenced May 12, 2019
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Splitted into #149, #150 and remaining into another PR. close

@termoshtt termoshtt closed this Jun 3, 2019
@termoshtt termoshtt changed the title WIP: Implement Arnoldi method Implement Arnoldi method Jun 3, 2019
@termoshtt termoshtt mentioned this pull request Jun 12, 2019
Merged
@termoshtt termoshtt deleted the arnoldi branch June 13, 2019 01:19
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