[SciPy-Dev] Adding IDR(s) to scipy.sparse.linalg.isolve

Reinaldo Astudillo astudillor at gmail.com
Fri Feb 5 19:29:26 EST 2016


Hello folks,
I would like to contribute to scipy adding IDR(s) method
to the iterative method module  scipy.sparse.linalg.isolve

IDR(s) a short recurrences Krylov method that is very competitive with
BiCGSTAB, gmres restart, BiCG among others.
Some reference
Peter Sonneveld and Martin B. van Gijzen, IDR(s): a family of simple and
fast algorithms for solving large nonsymmetric linear systems. SIAM J. Sci.
Comput. Vol. 31, No. 2, pp. 1035-1062, 2008 (copyright SIAM)
Martin B. van Gijzen and Peter Sonneveld, Algorithm 913: An Elegant IDR(s)
Variant that Efficiently Exploits Bi-orthogonality Properties. ACM
Transactions on Mathematical Software, Vol. 38, No. 1, pp. 5:1-5:19, 2011
(copyright ACM)

I have implemented it (https://github.com/astudillor/idrs_solver)
and also I have checked my code using autop8p and pyflakes.

Could you tell me how to continue?

All the best
Reinaldo
-- 

_________________________________
Reinaldo A. Astudillo R.
Delft Institute of Applied Mathematics
Delft University of Technology
Delft - The Netherlands
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