[SciPy-Dev] request of a FGMRES krylov solver

[Thélesphonse Bigorneault]

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
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