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currently we only use direct linsys solvers (cholesky factorization, since we have a symmetric PSD matrix).
can try indirect/iterative (eg JuliaLinearAlgebra/IterativeSolvers.jl#1), especially for large problems
libraries like https://github.com/JuliaSparse/Pardiso.jl have both direct and iterative solvers
for a matrix-free approach, see https://github.com/Jutho/LinearMaps.jl
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closely related: #65
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currently we only use direct linsys solvers (cholesky factorization, since we have a symmetric PSD matrix).
can try indirect/iterative (eg JuliaLinearAlgebra/IterativeSolvers.jl#1), especially for large problems
libraries like https://github.com/JuliaSparse/Pardiso.jl have both direct and iterative solvers
for a matrix-free approach, see https://github.com/Jutho/LinearMaps.jl
The text was updated successfully, but these errors were encountered: