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JuliaSmoothOptimizers / Krylov.jl

A Julia Basket of Hand-Picked Krylov Methods
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Solve matrix-matrix problem #759

Closed vpuri3 closed 10 months ago

vpuri3 commented 1 year ago

I want to solve Ax = y for K unique RHSs. Wondering if I can stack them in a matrix and solve A * X = Y where X, Y are N x K matrices?

amontoison commented 1 year ago

Hi @vpuri3! If y is a matrix, it's recommended to use a Block-Krylov method. The issue is that we need to solve a K x K dense linear system at each iteration and I don't know how to support GPUs for this step with a generic implementation.

If I find a neat way to do that, I will add block-CG and block-GMRES.

amontoison commented 10 months ago

@vpuri3 The version 0.9.5 of Krylov.jl will have block-GMRES. I will release it before the end of the week.