/KrylovSolver

Solving linear systems using Krylov Methods

Primary LanguageJupyter Notebook

KrylovSolver

KrylovSolver package implements the most common Krylov methods in order to solve Linear Systems.

Context:

Krylov methods are iterative methods for solving (potentially large) systems of linear equations.

A x = b

The package contains the following algorithms:

  • Arnoldi Process
  • GMRES
  • The Symmetric Lanczos Process
  • The Nonsymmetric Lanczos Biorthogonalization Process
  • The Biconjugate Gradient
  • Quasi Minimal Residual
  • BicgSTAB
  • Golub Kahan Bidiagonalization