| commit | f7898fba1b92f0e996571b5bfa22a37f5e3644de | [log] [tgz] |
|---|---|---|
| author | Keir Mierle <mierle@gmail.com> | Sat May 05 20:55:08 2012 -0700 |
| committer | Keir Mierle <mierle@gmail.com> | Sat May 05 20:55:08 2012 -0700 |
| tree | 27743595ecfa8990efb19ea5212c214b65d08e85 | |
| parent | 0a359d6198d257776a8831c3eb98f64ee91cf836 [diff] |
Add a general sparse iterative solver: CGNR This adds a new LinearOperator which implements symmetric products of a matrix, and a new CGNR solver to leverage CG to directly solve the normal equations. This also includes a block diagonal preconditioner. In experiments on problem-16, the non-preconditioned version is about 1/5 the speed of SPARSE_SCHUR, and the preconditioned version using block cholesky is about 20% slower than SPARSE_SCHUR.