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CGM

Open alewis opened this issue 4 years ago • 0 comments

We should add an implementation of the CGM linear solver, which is provably optimal for symmetric systems.

NumPy and Jax both have implementations of this already, although I don't think the Jax version plays along with Jit as nicely as our Krylov stuff does. Thus an easy first step would be to write interfaces to these.

alewis avatar Jul 03 '20 17:07 alewis