Merge pull request #826 from termi-official/do/krylovjl-fgmres

Add Krylovjl FGMRES

Author: ChrisRackauckas

src/LinearSolve.jl

@@ -490,7 +490,7 @@ export LUFactorization, SVDFactorization, QRFactorization, GenericFactorization,
 export LinearSolveFunction, DirectLdiv!, show_algorithm_choices
 
 export KrylovJL, KrylovJL_CG, KrylovJL_MINRES, KrylovJL_GMRES,
-       KrylovJL_BICGSTAB, KrylovJL_LSMR, KrylovJL_CRAIGMR,
+       KrylovJL_BICGSTAB, KrylovJL_LSMR, KrylovJL_CRAIGMR, KrylovJL_FGMRES,
        IterativeSolversJL, IterativeSolversJL_CG, IterativeSolversJL_GMRES,
        IterativeSolversJL_BICGSTAB, IterativeSolversJL_MINRES, IterativeSolversJL_IDRS,
        KrylovKitJL, KrylovKitJL_CG, KrylovKitJL_GMRES, KrylovJL_MINARES

src/iterative_wrappers.jl

@@ -63,6 +63,17 @@ function KrylovJL_GMRES(args...; kwargs...)
     KrylovJL(args...; KrylovAlg = Krylov.gmres!, kwargs...)
 end
 
+"""
+```julia
+KrylovJL_FGMRES(args...; gmres_restart = 0, window = 0, kwargs...)
+```
+
+A generic FGMRES implementation for square non-Hermitian linear systems
+"""
+function KrylovJL_FGMRES(args...; kwargs...)
+    KrylovJL(args...; KrylovAlg = Krylov.fgmres!, kwargs...)
+end
+
 """
 ```julia
 KrylovJL_BICGSTAB(args...; kwargs...)

test/basictests.jl

@@ -390,7 +390,9 @@ end
             ("Default", KrylovJL(kwargs...)),
             ("CG", KrylovJL_CG(kwargs...)),
             ("GMRES", KrylovJL_GMRES(kwargs...)),
+            ("FGMRES", KrylovJL_FGMRES(kwargs...)),
             ("GMRES_prec", KrylovJL_GMRES(; precs, ldiv = false, kwargs...)),
+            ("FGMRES_prec", KrylovJL_FGMRES(; precs, ldiv = false, kwargs...)),
             # ("BICGSTAB",KrylovJL_BICGSTAB(kwargs...)),
             ("MINRES", KrylovJL_MINRES(kwargs...)),
             ("MINARES", KrylovJL_MINARES(kwargs...))