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New Solver: Iterative Hessian Sketch #54

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Implemented iterate hessian sketching as another method to solve linear systems. This branch includes:

  • New mutable struct IterativeHessianSketch in src/linear_solver_routines/iterative_hessian_sketch.jl
  • rsubsolve! interface for IterativeHessianSketch which implements the algorithm.
  • Testing file for IterativeHessianSketch and related rsubsolve! procedure.

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I think overall the code is really good and really like your care with the warnings and error messages. I have made a few suggestions on implementation details and have included a bunch of small changes so that the formatting matches the rest of the package.

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Great Job!

src/RLinearAlgebra.jl Outdated Show resolved Hide resolved
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@VChristian VChristian requested a review from vp314 October 4, 2024 20:05
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3 participants