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Rational krylov #24

Merged
merged 15 commits into from
Oct 6, 2023
Merged

Rational krylov #24

merged 15 commits into from
Oct 6, 2023

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loiseaujc
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Most of the commits in this pull request are related to the implementation of the rational Arnoldi method. The most important contributions include:

  • Implementation of rational_arnoldi_factorization
  • Definition of the classes identity_linop and axpby_linop ($\mathbf{C} = \alpha\mathbf{A} + \beta\mathbf{B}$).

Additional fixes:

  • Changed all the tests to use rtol rather than 1.0D-12. This seems to prevent the failure of the tests for svds and other Krylov-related techniques.
  • Added a dummy argument kdim to bicgstab to comply with the gmres interface. It allows us to pass either solver to the rational Arnoldi if we wan to.

@loiseaujc loiseaujc linked an issue Oct 6, 2023 that may be closed by this pull request
@loiseaujc
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For some reasons it seems that the rational_arnoldi_factorization is failing one of the tests albeit it passes all of them on my computer. Not sure where this problem comes from.

@loiseaujc
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I figured there actually is an error in my test. I'll fix and re-commit.

@loiseaujc loiseaujc closed this Oct 6, 2023
@loiseaujc loiseaujc reopened this Oct 6, 2023
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@ricardofrantz ricardofrantz left a comment

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ok for kdim in BiCGSTAB, I appreciate the notes for the 'not needed' for future understanding, the new operators are super smart, the 'rtol' should make testing more robust, and the new rational Arnoldi is awesome! well done.

@ricardofrantz ricardofrantz merged commit 626e36e into main Oct 6, 2023
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@ricardofrantz ricardofrantz deleted the rational_krylov branch October 6, 2023 14:02
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Implementation of a rational Krylov method
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