[SciPy-Dev] request of a FGMRES krylov solver

[Nathan Bell]

On Wed, Jan 12, 2011 at 5:23 PM, Thélesphonse Bigorneault <
bigorneault at gmail.com> wrote:

> I would like to have a FGMRES Krylov solver in scipy. FGMRES is a variant
> of the GMRES method with right preconditioning that enables the use of a
> different preconditioner at each step of the Arnoldi process.
>
> A possibility could be to "borrow" the fgmres function from pyamg (which as
> a compatible license)
>
> http://code.google.com/p/pyamg/source/browse/trunk/pyamg/krylov/_fgmres.py
>
> Including this code into scipy should be straightforward.
>
> Télesphore Bigorneault
>


Hi Télesphore,

The only obstacle to moving the PyAMG solvers like into to SciPy is a
handful of C++ routines here [1].  In principle we could add this C++ code
to scipy.sparsetools, but I'd strongly prefer that the Krylov solvers be
pure-Python codes for simplicity.

It shouldn't be too hard to implement reasonably fast versions of the
routines in [1] using NumPy/SciPy.  So, if you could contribute
implementations of those routines that were close in performance to the
existing C++ I'd migrate the solvers from PyAMG to SciPy.

[1]
http://code.google.com/p/pyamg/source/browse/trunk/pyamg/amg_core/krylov.h



-- 
Nathan Bell wnbell at gmail.com
http://www.wnbell.com/
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