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optimizers / cpkrylov

A Matlab Package for Regularized Saddle-Point Systems
GNU Lesser General Public License v3.0
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cpcglanczos_zero? #2

Closed dpo closed 5 years ago

dpo commented 5 years ago

cpcglanczos_zero takes B as input to compute u. Does it have an advantage? No other method takes B as input.

diserafi commented 5 years ago

CP-Krylov solvers are formally equivalent to standard Krylov solvers with constraint preconditioners, provided that the starting guess satisfies exactly the second block of equations in the saddle-point system. According to this, I developed an implementation of standard CG-Lanczos for saddle-point systems (cpcglanczos_zero), where Bvk + Cqk is never computed because it is zero. This was done only for comparison purposes.

dpo commented 5 years ago

Ok. I propose that we remove this file from the repository or users may be confused. I can move it to a branch or remove it altogether. What do you prefer?

diserafi commented 5 years ago

Please, move it to a branch.

dpo commented 5 years ago

See #6. The alternative-implementations branch still contains cpcglanczos_zero.m.

diserafi commented 5 years ago

OK. Thanks.