Closed chriscoey closed 6 years ago
currently we only use direct linsys solvers (cholesky factorization, since we have a symmetric PSD matrix).
can try indirect/iterative (eg https://github.com/JuliaMath/IterativeSolvers.jl/issues/1), especially for large problems
libraries like https://github.com/JuliaSparse/Pardiso.jl have both direct and iterative solvers
for a matrix-free approach, see https://github.com/Jutho/LinearMaps.jl
closely related: #65
closed by #74
currently we only use direct linsys solvers (cholesky factorization, since we have a symmetric PSD matrix).
can try indirect/iterative (eg https://github.com/JuliaMath/IterativeSolvers.jl/issues/1), especially for large problems
libraries like https://github.com/JuliaSparse/Pardiso.jl have both direct and iterative solvers
for a matrix-free approach, see https://github.com/Jutho/LinearMaps.jl