Dominique

You allocate an array here: https://github.com/JuliaSmoothOptimizers/NLPModels.jl/pull/416/files#diff-3d235ab1458b43a45704d5735013ca8e8a94befce081da5f56722f0b95f71576R1141

Hm, not sure why my link didn't work. I mean that hprod!() without the multipliers calls hprod!() with multipliers by allocating a vector of zero multipliers: https://github.com/JuliaSmoothOptimizers/NLPModels.jl/blob/main/src/nlp/api.jl#L1141. Could that be...

> The creation of a linear operator structure just allocates maybe and it can't be avoided. That's probably true. And in fact I would expect `hess_op!()` to take an *operator*...

Ok. Did you confirm that https://github.com/JuliaSmoothOptimizers/NLPModelsTest.jl/blob/32ff072119733adc0c8637c2cc8380d108108939/src/nlp/problems/brownden.jl#L107 does not allocate?

> All the allocations are in LinearOperators.jl. The main issue is this line: https://github.com/JuliaSmoothOptimizers/LinearOperators.jl/blob/main/src/abstract.jl#L75 We also always allocate two empty vectors: https://github.com/JuliaSmoothOptimizers/LinearOperators.jl/blob/main/src/abstract.jl#L74 I would say that those allocations are somewhat...

What's `NLSLC`?

> I am not yet convinced, that BA-GMRES is just GMRES with an appropriate conditioner. Here Ax - b is replaced by B * (Ax - b) to become square,...

Yes, that would make more sense. It should also be explained somewhere that both could be used to solve square linear systems (consistent in the case of USYMLQ).

Is it really necessary to distinguish between "real" and "complex"? Why not `T

> Try to use eps on a complex number. :) Yes, I know about that. Is it the only blocker? > We need more than +, -, *, / and...