Add preconditioning to to_boundary

src/cg.jl

@@ -210,9 +210,15 @@ kwargs_cg = (:M, :ldiv, :radius, :linesearch, :atol, :rtol, :itmax, :timemax, :v
       (zero_curvature || solved) && continue
 
       α = γ / pAp
-
+ 
       # Compute step size to boundary if applicable.
-      σ = radius > 0 ? maximum(to_boundary(n, x, p, radius, dNorm2=pNorm²)) : α
+      if radius == 0
+         σ = α
+      elseif MisI 
+         σ = maximum(to_boundary(n, x, p, z, radius, dNorm2=pNorm²))
+      else
+         σ = maximum(to_boundary(n, x, p, z, radius, M=M, ldiv=!ldiv)) 
+      end
 
       kdisplay(iter, verbose) && @printf(iostream, "  %8.1e  %8.1e  %8.1e  %.2fs\n", pAp, α, σ, ktimer(start_time))
 

src/krylov_utils.jl

@@ -405,21 +405,32 @@ If `flip` is set to `true`, `σ1` and `σ2` are computed such that
 
     ‖x - σi d‖ = radius, i = 1, 2.
 """
-function to_boundary(n :: Int, x :: AbstractVector{FC}, d :: AbstractVector{FC}, radius :: T; flip :: Bool=false, xNorm2 :: T=zero(T), dNorm2 :: T=zero(T)) where {T <: AbstractFloat, FC <: FloatOrComplex{T}}
+function to_boundary(n :: Int, x :: AbstractVector{FC}, d :: AbstractVector{FC}, z::AbstractVector{FC}, radius :: T; flip :: Bool=false, xNorm2 :: T=zero(T), dNorm2 :: T=zero(T), M=I, ldiv :: Bool = false) where {T <: AbstractFloat, FC <: FloatOrComplex{T}}
   radius > 0 || error("radius must be positive")
 
-  # ‖d‖² σ² + (xᴴd + dᴴx) σ + (‖x‖² - Δ²).
-  rxd = @kdotr(n, x, d)
-  flip && (rxd = -rxd)
-  dNorm2 == zero(T) && (dNorm2 = @kdotr(n, d, d))
+  if M === I
+    # ‖d‖² σ² + (xᴴd + dᴴx) σ + (‖x‖² - Δ²).
+    rxd = @kdotr(n, x, d)
+    dNorm2 == zero(T) && (dNorm2 = @kdotr(n, d, d))
+    xNorm2 == zero(T) && (xNorm2 = @kdotr(n, x, x))
+  else
+    # (dᴴMd) σ² + (xᴴMd + dᴴMx) σ + (xᴴMx - Δ²).
+    mulorldiv!(z, M, x, ldiv)
+    rxd = dot(z, d)
+    xNorm2 = dot(z, x)
+    mulorldiv!(z, M, d, ldiv) 
+    dNorm2 = dot(z, d)
+  end 
   dNorm2 == zero(T) && error("zero direction")
-  xNorm2 == zero(T) && (xNorm2 = @kdotr(n, x, x))
+  flip && (rxd = -rxd)
+
   radius2 = radius * radius
   (xNorm2 ≤ radius2) || error(@sprintf("outside of the trust region: ‖x‖²=%7.1e, Δ²=%7.1e", xNorm2, radius2))
 
   # q₂ = ‖d‖², q₁ = xᴴd + dᴴx, q₀ = ‖x‖² - Δ²
   # ‖x‖² ≤ Δ² ⟹ (q₁)² - 4 * q₂ * q₀ ≥ 0
   roots = roots_quadratic(dNorm2, 2 * rxd, xNorm2 - radius2)
+
   return roots  # `σ1` and `σ2`
 end