JuliaSmoothOptimizers / Krylov.jl

A Julia Basket of Hand-Picked Krylov Methods
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Support right preconditioner is LSLQ, LSQR and LSMR #860

Open amontoison opened 3 months ago

amontoison commented 3 months ago

We could add a keyword argument P to support right preconditioner. We will solve min ||b - APy||_2 and recover x = Py at the end. A product with adjoint(P) is needed for these methods.

cc @npritch928