Flag for enforcing positive definiteness or linesearch

[abelsiqueira]

No description provided.

[dpo]

... in CG, as is done in CR.

[amontoison]

I don't really understand what you want; a keyword argument linesearch set to true by default?

[dpo]

This is an old issue but I think we meant to implement the variant of CG that is used in linesearch methods:

• if pAp ≤ 0 at the first iteration, return r
• if pAp ≤ 0 later, return the previous p.

[amontoison]

Do you still want it? All solvers in Krylov.jl return the solution of the system, so it's a little bit different if we return r or p.

[dpo]

Sorry, we don't return the last p, we return the last x. It's Alg 17.1 in NW's book.

[amontoison]

I looked for algorithm 17.1 in Numerial Optimization (edition 1 and 2) of Jorge Nocedal and Stephen Wright and I didn't find it. Did you mean something else with NW?

[dpo]

I meant 7.1