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Adding Support for BICGSTAB

Open meliao opened this issue 1 year ago • 0 comments

Hi, I needed an implementation of batched BICGSTAB, and found your code helpful as a starting point. I am opening this pull request in case you find this code useful too.

I implemented batched BICGSTAB, an algorithm that solves large, sparse, unsymmetric PD linear systems. Here is the original reference.

I kept the interface the same as the cg_batch function, with the exception of the preconditioner. I did not implement the version of the method with preconditioners, but that seems like a relatively simple extension.

I wrote tests in pytest.

meliao avatar Feb 14 '24 19:02 meliao