FGMRES refinement for Primal Dual System#773
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pghysels wants to merge 21 commits intocoin-or:stable/3.14from
Open
FGMRES refinement for Primal Dual System#773pghysels wants to merge 21 commits intocoin-or:stable/3.14from
pghysels wants to merge 21 commits intocoin-or:stable/3.14from
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Add code for computing matrix Inf norm
…dmarsh condition, can worsen results.
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I'm sorry, I didn't even run a |
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I'm looking into the failed test with single precision |
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This PR implements the flexible generalized minimal residual method for refinement of the solution of the primal-dual system.
The main changes/additions in this PR are:
ComputeResidualRatiomethod is modified to now compute the Infinity norm-wise relative backward error, which is used in the stopping criterion for FGMRES and iterative refinement.PDFullSpaceSolver::NrmInfto compute the Inf-norm of the primal-dual system, which is used to compute the relative backward error.ComputeRowA1andComputeColA1inIpMatrixto compute the 1-norm of the rows/columns in the matrix. This is implemented in the derived classes.PDFullSpaceSolver::ComputeResidualsto use thealphaandbetaparameters so it can be used to compute a matrix vector product (or the residual).Our tests show improvements in convergence when using FGMRES compared to iterative refinement, for select problems, with minimal runtime overhead.
@bknueven @k1nshuk