optimizers / cpkrylov

A Matlab Package for Regularized Saddle-Point Systems
GNU Lesser General Public License v3.0
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cpgmres_y #4

Open dpo opened 6 years ago

dpo commented 6 years ago

cpgmres_y computes y differently at the end of the loop, but needs G explicitly. Does it have an advantage over cpgmres?

diserafi commented 6 years ago

The best way of updating y (in terms of accuracy) is not yet clear to me. cpgmres_y updates y after the inner loop by using the same strategy currently used by reg_cpkrylov to get the final y (reg_cpkrylov does not use the last m entries of the solution computed by the CP-Krylov solver). Initial experiments with random matrices seemed to show that this strategy led to more accurate vectors y, but this has never been analyzed in detail.

dpo commented 6 years ago

Ok, thank you. We'll revisit this after more extensive tests on non-random problems.