This PR adds the core and reference implementation of a (S)SOR preconditioner. It uses triangular solves to apply the preconditioner. The preconditioner is either a single lower triangular solver, or a lower triangular solve followed by an upper triangular one. Thus the preconditioner is represented as a gko::Combination. The Sor class itself is only a linop factory, similar to the Lu factorization. It can be parameterized by the relaxation_factor (0 < w < 2), symmetric or not (sym version has the two triangular solves), and the solver factories for the upper and lower triangular matrices.
This also adds a Gauss-Seidel preconditioner as a special case of SOR.
This PR adds the core and reference implementation of a (S)SOR preconditioner. It uses triangular solves to apply the preconditioner. The preconditioner is either a single lower triangular solver, or a lower triangular solve followed by an upper triangular one. Thus the preconditioner is represented as a
gko::Combination. TheSorclass itself is only a linop factory, similar to theLufactorization. It can be parameterized by therelaxation_factor(0 < w < 2), symmetric or not (sym version has the two triangular solves), and the solver factories for the upper and lower triangular matrices.This also adds a Gauss-Seidel preconditioner as a special case of SOR.
Todo: