[documentation] Add an example with RandomizedPreconditioners.jl

JuliaSmoothOptimizers · Oct 6, 2024 · 1fa8e21 · 1fa8e21
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diff --git a/docs/make.jl b/docs/make.jl
@@ -26,7 +26,6 @@ makedocs(
             "Storage requirements" => "storage.md",
            "Preconditioners" => "preconditioners.md",
            "GPU support" => "gpu.md",
-           # "KrylovPreconditioners.jl" => "krylov_preconditioners.md",
            "Warm-start" => "warm-start.md",
            "Matrix-free operators" => "matrix_free.md",
            "Callbacks" => "callbacks.md",

diff --git a/docs/src/preconditioners.md b/docs/src/preconditioners.md
@@ -199,6 +199,18 @@ N = ldl(F)
 x, y, stats = tricg(A, b, c, M=M, N=N, ldiv=true)
 ```
 
+```julia
+using RandomizedPreconditioners, Krylov
+
+Â = NystromSketch(A, k, r)
+
+P = NystromPreconditioner(Â, μ)
+x, stats = cg(A + μ*I, b; M=P)
+
+P⁻¹ = NystromPreconditionerInverse(Â, μ)
+x, stats = cg(A + μ*I, b; M=P⁻¹)
+```
+
 ```julia
 using SuiteSparse, Krylov
 import LinearAlgebra.ldiv!