search

JuliaLinearAlgebra / IterativeSolvers.jl

Iterative algorithms for solving linear systems, eigensystems, and singular value problems
MIT License
401 stars 106 forks source link

MINRES-QLP #197

Open snirgaz opened 6 years ago

snirgaz commented 6 years ago

It would be nice to have an implementation of MINRES-QLP, see http://web.stanford.edu/group/SOL/software/minresqlp/, which is well-suited for indefinite and singular problems.

PhilipVinc commented 5 years ago

I need MINRES-QLP for a project that I'm working on. If someone was willing to guide me through it, especially on where to start and how to implement the method in the library, I might be willing to do it.

PhilipVinc commented 5 years ago

I have converted the python version to Julia and then to the Iterative Solvers interface. If you need it you can find it here at the moment. It's ugly but it works.

I'd like to clean it up, get rid of a bunch of temporaries and change the stopping conditions when I'll have some time.