Krylov subspace methods, Arnoldi method
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Assessment
- Difficulty
- 5/5
- Estimated time
- Over a week
- Newbie friendliness
- 30/100
Research direction
Review the completed iterative QR decomposition and Arnoldi interface work listed in the issue before starting. Implement GMRES as the requested example and test; the issue names no files or test entry points, so locate the existing Arnoldi API and its testing conventions first.
Written by the indexing model from the issue text.
Description
Arnoldi method is a fundamental component of Krylov subspace method, which is used in sparse matrix context. However, the idea of Arnoldi method can be extended to general linear operators.
TODO
- Iterative QR decomposition #150
- modified Gram-Schmit #149
- Householder #154
- Interface of Arnoldi #155
- Implement GMRES (as an example and test)
- Dominant language
- Rust
- Stars
- 452
- Forks
- 95
- PR merge metrics
- No merged PRs in 30d
Contributor guide
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- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
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