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MINRES #148

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merged 4 commits into from Jul 25, 2017

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haampie commented Jul 21, 2017

MINRES is basically full GMRES exploiting symmetry of the matrix so that it does short recurrences and stores only 6 vectors, requiring constant work per iteration. The current implementation requires 1 MV-product, 5 axpy's, 1 dot, 1 copy, and 3 scale!'s.

Maybe 2 axpy's can be translated into 1 MV-product, and a copy and scale! can maybe be combined, but at any rate the current implementation is already nearly optimal.

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haampie Jul 21, 2017

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Another option could be to support skew-Hermitian matrices A = -A' as well, that requires just one additional minus sign somewhere.

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haampie commented Jul 21, 2017

Another option could be to support skew-Hermitian matrices A = -A' as well, that requires just one additional minus sign somewhere.

@andreasnoack andreasnoack merged commit ae944bd into JuliaMath:master Jul 25, 2017

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