tree 27743595ecfa8990efb19ea5212c214b65d08e85
parent 0a359d6198d257776a8831c3eb98f64ee91cf836
author Keir Mierle <mierle@gmail.com> 1336276508 -0700
committer Keir Mierle <mierle@gmail.com> 1336276508 -0700

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.