Comments (7)
I meant 7.1
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... in CG, as is done in CR.
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I don't really understand what you want; a keyword argument linesearch
set to true by default?
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This is an old issue but I think we meant to implement the variant of CG that is used in linesearch methods:
- if pAp ≤ 0 at the first iteration, return r
- if pAp ≤ 0 later, return the previous p.
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Do you still want it? All solvers in Krylov.jl return the solution of the system, so it's a little bit different if we return r or p.
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Sorry, we don't return the last p, we return the last x. It's Alg 17.1 in NW's book.
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I looked for algorithm 17.1 in Numerial Optimization (edition 1 and 2) of Jorge Nocedal and Stephen Wright and I didn't find it. Did you mean something else with NW?
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