Iterative linear solvers

[mikolalysenko]

It would also be neat to have a set of tools for working with iterative solvers for sparse matrices, or those which are constructed implicitly.

Instead of taking an ndarray as input, an iterative linear solver would just take a function that accepts an ndarray as input and writes its output to some other ndarray. This would be especially useful in finite element applications, where building a large stiffness matrix can be slow/inefficient, or in things like graph analysis (cc @anvaka).

Here are a few algorithms that would be nice to have:

• PCG and its relatives (BiCG/BiCGSTAB, etc.)
• Minimal residual methods (minres, gmres, qmr, etc.)
• Symmetric LQ method

[anvaka]

👍