Minres solver #975
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Minres solver #975
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MarcelKoch
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## develop #975 +/- ##
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+ Coverage 89.23% 89.50% +0.27%
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Files 818 824 +6
Lines 68082 68588 +506
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+ Hits 60753 61391 +638
+ Misses 7329 7197 -132 ☔ View full report in Codecov by Sentry. |
hartwiganzt
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Mar 4, 2022
benchmark/solver/solver.cpp
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| "A comma-separated list of solvers to run. " | ||
| "Supported values are: bicgstab, bicg, cb_gmres_keep, " | ||
| "cb_gmres_reduce1, cb_gmres_reduce2, cb_gmres_integer, " | ||
| "cb_gmres_ireduce1, cb_gmres_ireduce2, cg, cgs, fcg, minres, gmres, idr, " |
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I think we try to use alphabetical order here, or?
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Right, I guess I wasn't paying attention.
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thoasm
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I would like to see a mention of the used algorithm in the header description as well (the details can remain in the CPP file).
The rest looks good; my other comments are primarily nits.
Note: This review was done together with @nvenko, so consider our two reviews as one.
venkovic
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based on 'Iterative Methods for Solving Linear Systems' (https://doi.org/10.1137/1.9781611970937) and 'Iterative Methods for Singular Linear Equations and Least-Squares Problems' (PhD thesis, Stanford University) Co-authored-by: Aditya Kashi <[email protected]> Co-authored-by: Hartwig Anzt <[email protected]> Signed-off-by: Marcel Koch <[email protected]>
- documentation - missing tests - refactor Co-authored-by: Thomas Grützmacher <[email protected]> Co-authored-by: nvenko <[email protected]> Signed-off-by: Marcel Koch <[email protected]>
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This PR will add a Minres solver for symmetric/hermitian indefinite matrices. The implementation is based in the book 'Iterative Methods for Solving Linear Systems' (Ch. 8) by Anne Greenbaum (DOI: https://doi.org/10.1137/1.9781611970937). It uses the common kernel interface to define kernels.
One uncertainty for me is the computation of the residual norm approximation. I'm using the approach from Iterative Methods for Singular Linear Equations and Least-Squares Problems, but somehow this does not define the initial value for the used recursion. The three possible values are
beta = sqrt(<r, z>),||r||or||z||. I'm currently using||z||, since I could also find that used by petsc. I've compared these three in matlab for smaller matrices, and the difference between these does not seem to matter.Todo: