Warm start

[amontoison]

Krylov methods

• CG (Update the warm-start option of Krylov methods that support it #567)
• CR ([warm-start] CR and CG-LANCZOS #583)
• SYMMLQ (Update the warm-start option of Krylov methods that support it #567)
• CG-LANCZOS ([warm-start] CR and CG-LANCZOS #583)
• MINRES ([MINRES] Move restart option to MinresSolver #562)
• MINRES-QLP (Update the warm-start option of Krylov methods that support it #567)
• DQGMRES (Update the warm-start option of Krylov methods that support it #567)
• DIOM (Update the warm-start option of Krylov methods that support it #567)
• GMRES ([GMRES] Warm start #566)
• FOM (Update the warm-start option of Krylov methods that support it #567)
• USYMLQ (Warm-start feature #571)
• USYMQR (Warm-start feature #571)
• TRICG (Update the warm-start option of Krylov methods that support it #567)
• TRIMR (Update the warm-start option of Krylov methods that support it #567)
• TRILQR (Warm-start feature #571)
• CGS (Warm-start feature #571)
• BICGSTAB (Warm-start feature #571)
• BILQ (Warm-start feature #571)
• QMR (Warm-start feature #571)
• BILQR (Warm-start feature #571)
• CGLS
• CRLS
• CGNE
• CRMR
• LSLQ
• LSQR
• LSMR
• LNLQ
• CRAIG
• CRAIGMR
• GPMR (Update the warm-start option of Krylov methods that support it #567)
• FGMRES (An implementation of FGMRES #636)

[amontoison]

CG-LANCZOS-SHIFT can't be warm-started because if we want to solve (A + λᵢI)xᵢ = b with xᵢ = x₀ + Δxᵢ then we will need a different right-hand side for each λᵢ:

(A + λᵢI)Δxᵢ = b - (A + λᵢI)x₀