README

Implementation of different optimization algorithms in python using Theano. 

Currently it contains: 

MINRES
======
MINRES is written completely as a symbolic graph, resulting in longer 
compilation time, though possibly faster running time. 

The current code is a translation of the matlab code from
http://www.stanford.edu/group/SOL/software.html into python using numpy and
Theano. For a deeper understanding of the algorithm check 
  http://www.stanford.edu/group/SOL/software.html


Disclaimer: the implementation is meant for Theano users that might want to 
fit this algorithm as a building block of some more complicated graph. 
While Theano helps when computing the product ``Ax`` is expensive (by 
automatically optimizing that expression and translate it into C code or 
cuda code) it does make the implementation much less readable than a 
pure python/numpy implementation.


MINRES-QLP
==========
MINRES-QLP is written as an op, where all the heavy computation are 
done through Theano, while some simple arithmetic and logic are done 
in python/numpy. 

The current code is a translation of the matlab code from
http://www.stanford.edu/group/SOL/software.html into python using numpy and
Theano. For a deeper understanding of the algorithm check 
  http://www.stanford.edu/group/SOL/software.html


Disclaimer: the implementation is meant for Theano users that might want to 
fit this algorithm as a building block of some more complicated graph. 
While Theano helps when computing the product ``Ax`` is expensive (by 
automatically optimizing that expression and translate it into C code or 
cuda code) it does make the implementation much less readable than a 
pure python/numpy implementation.

Contact: Razvan Pascanu (r.pascanu@gmail...)
License: 3-clause BSD