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Suggestion for the documentation of Krylov.jl #6

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amontoison opened this issue Oct 2, 2024 · 2 comments · Fixed by #7
Closed

Suggestion for the documentation of Krylov.jl #6

amontoison opened this issue Oct 2, 2024 · 2 comments · Fixed by #7

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@amontoison
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Hi @tjdiamandis and @lukevolpatti!

I'm updating the documentation page about preconditioners today in Krylov.jl, and I would like to add one or two examples with RandomizedPreconditioners.jl.
Do you have any suggestions?

https://jso.dev/Krylov.jl/dev/preconditioners/#Examples

@tjdiamandis
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I think the example on the readme:

Given a positive semidefinite matrix A, we construct the Nyström Sketch  ≈ A and then use the inverse of P =  + μ*I as a preconditioner:

using RandomizedPreconditioners, Krylov
 = NystromSketch(A, k, r)
Pinv = NystromPreconditionerInverse(Â, μ)
x, stats = cg(A+μ*I, b; M=Pinv)

where μ, k, and r are parameters with k ≤ r.

@amontoison
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amontoison commented Oct 6, 2024

Thanks @tjdiamandis for your quick answer!
I added the example tonight: JuliaSmoothOptimizers/Krylov.jl#880

I also opened a PR to update the README.md here (#7).
Krylov.jl supports both P and P⁻¹ now.

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2 participants