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Daniela di Serafino
May 30, 2020
285fc62 · May 30, 2020

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TODO.md

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TO DO (May 30, 2020)

  • Add further stopping criteria? Backward error stopping criterion already implemented in CP-CGLANCZOS.
  • Possible improvement of Lanczos process implementation, for better stability.
  • CP-GMRES, CP-DQGMRES: use Householder transformations in the generation of the Krylov basis, in order to reduce the numerical error. See H.F. Walker, Implementation of the GMRES Method Using Householder Transformations, SIAM J. Sci. Comp. 9(1), 1988.
  • CPDQGMRES: reduce memory used for H.
  • Write simpler example programs?
  • Use logging4matlab?