[SciPy-User] scipy.sparse.linalg.cg statistics?

Nico Schlömer nico.schloemer@gmail....
Fri Oct 8 14:14:42 CDT 2010


> If you have time, please file a bug report,

Done: http://projects.scipy.org/scipy/ticket/1297.




On Fri, Oct 8, 2010 at 6:30 PM, Pauli Virtanen <pav@iki.fi> wrote:
> Fri, 08 Oct 2010 17:42:10 +0200, Nico Schlömer wrote:
> [clip]
>> There's a major drawback, though, which may not be easily fixed: To
>> calculate the residual, one has to compute an extra matrix-vector
>> multiplication *per step*, which effectively increases the runtime of
>> the CG algorithm by a factor of two (!). Ideally -- and classically --
>> the residual is retrieved directly from the CG method itself. Now
>> obviously, the callback method does not provide for residual vector
>> input, but I'm not quite sure what's the reason for that.
>
> That can quite likely be easily fixed by making a small change to Scipy.
> An interesting point here is that the `gmres` routine on the other hand
> only passes the residual norm to the callback, so there would be also
> some other things to harmonize here.
>
> Is there some other information that would be useful in the callback? I
> can think of: residual vector, residual 2-norm, and current iterate --
> what else?
>
> If you have time, please file a bug report,
>
>    http://projects.scipy.org/scipy/newticket
>
> so that we won't forget this issue.
>
> --
> Pauli Virtanen
>
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