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Implementation of LSMR for iterative least squares. #86

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b2603f2
Initial implementation of LSMR for iterative least squares.
f0uriest Mar 16, 2024
f28740e
Add LSMR to __init__
f0uriest Mar 25, 2024
0aa1777
Add docstrings and type info
f0uriest Mar 25, 2024
145985d
Add early stopping when initial guess is solution
f0uriest Mar 25, 2024
26d470a
Move givens rotations to private solver method
f0uriest Mar 25, 2024
5f017f7
Make stopping criteria consistent with other solvers
f0uriest Mar 26, 2024
501f4dd
Pytree fixes
f0uriest Mar 26, 2024
894f3cd
Add LSMR to tests
f0uriest Mar 26, 2024
71e94c5
Fix the inner product order in BiCG, add abs to CG
Randl Mar 22, 2024
6f8b9e0
Norm should return float rather than complex
Randl Mar 22, 2024
cb99ddf
Fixed and added tests for JacobianLinearOperator(jac="bwd")
patrick-kidger Mar 18, 2024
6f20225
Fix strict typing (2)
Randl Mar 24, 2024
be1674e
Define the `complex_to_real_dtype` function
Randl Mar 26, 2024
29420a3
Fix circular import
Randl Mar 26, 2024
9b8838a
Move default_floating_dtype
Randl Mar 29, 2024
150fe59
Enable complex tests
Randl Mar 30, 2024
788793a
Update jax dependency
Randl Apr 4, 2024
c0deb95
grad-of-vmap-of-linear_solve with symbolic zero cotangents no longer …
patrick-kidger Mar 2, 2024
d24b4f2
Update faq.md
Randl Mar 31, 2024
12daacb
Update index.md
Randl Mar 31, 2024
2c01a03
Mention complex inputs in README.md
Randl Mar 31, 2024
f2a192b
Add complex dtypes to examples
Randl Apr 2, 2024
c7b2e1e
Add example to the mkdocs.yml
Randl Apr 7, 2024
b9dc54f
Bump version
patrick-kidger Apr 14, 2024
2f495c9
Updated ecosystem
patrick-kidger Apr 20, 2024
010dcff
Minor cleanup
f0uriest Apr 29, 2024
c83d75c
Fixes to work with complex types
f0uriest Apr 29, 2024
d842986
Move exit checking to loop body, remove early stopping
f0uriest Apr 29, 2024
e6bf458
Guard against division by zero in adjoint of givens rotation
f0uriest Apr 29, 2024
6dc7f29
Simplify tolerances and exit conditions
f0uriest Apr 30, 2024
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1 change: 1 addition & 0 deletions lineax/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -58,6 +58,7 @@
Cholesky as Cholesky,
Diagonal as Diagonal,
GMRES as GMRES,
LSMR as LSMR,
LU as LU,
NormalCG as NormalCG,
QR as QR,
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1 change: 1 addition & 0 deletions lineax/_solver/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -17,6 +17,7 @@
from .cholesky import Cholesky as Cholesky
from .diagonal import Diagonal as Diagonal
from .gmres import GMRES as GMRES
from .lsmr import LSMR as LSMR
from .lu import LU as LU
from .qr import QR as QR
from .svd import SVD as SVD
Expand Down
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