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feat: [linalg] add iterative solvers #994
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…r workspace sizes
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
| @jvdp1 thanks for your reviews. I think I managed to address all of them. Let me know your thoughts. |
jvdp1 approved these changes Sep 19, 2025
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Thank you @jalvesz. LGTM.
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
Co-authored-by: Jeremie Vandenplas <jeremie.vandenplas@gmail.com>
jvdp1 reviewed Sep 23, 2025
| With no more comments I'll go ahead and merge this. |
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This PR introduces the base for iterative solvers.
Two methods are proposed:
Each method is made public with two public interface flavors:
stdlib_solve_<method>_kernel: All arguments are mandatory (no optionals/no internal allocations), it contains the methods steps. The linear system (and preconditioner) is defined through a public DTstdlib_linopwhich enables to extend two key procedures:matvecequivalent to a matrix-vector product andinner_productequivalent to the dot_product. This is the interface recommended to extend the method when dealing with a matrix type not available instdlibor when working in distributed-memory frameworks for which the matvec, dot_product and factorization steps need to be adapted to account for parallel synchronization.stdlib_solve_<method>: API with optional arguments, the linear system can be defined with dense orCSR_<>_typematrices. For the PCG, the following preconditioners are available:none(identity),jacobi(1/diagonal). It internally usesstdlib_solve_<method>_kernel.