An implementation of FGMRES

[amontoison]

No description provided.

[codecov]

Codecov Report

Base: 97.99% // Head: 98.05% // Increases project coverage by +0.06% 🎉

Coverage data is based on head (97f2e73) compared to base (66e1fd1).
Patch coverage: 100.00% of modified lines in pull request are covered.

❗ Current head 97f2e73 differs from pull request most recent head e763db8. Consider uploading reports for the commit e763db8 to get more accurate results

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #636      +/-   ##
==========================================
+ Coverage   97.99%   98.05%   +0.06%     
==========================================
  Files          36       37       +1     
  Lines        6120     6310     +190     
==========================================
+ Hits         5997     6187     +190     
  Misses        123      123              

Impacted Files	Coverage Δ
src/fgmres.jl	100.00% <100.00%> (ø)
src/krylov_solvers.jl	100.00% <100.00%> (ø)

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[github-actions]

Package name	latest	stable
CaNNOLeS.jl
DCISolver.jl
FletcherPenaltySolver.jl
JSOSolvers.jl
LLSModels.jl
Percival.jl
RipQP.jl

[amontoison]

Example:

A = rand(20, 20)
b = rand(20)
N = LinearOperator(Float64, 20, 20, false, false, (y, x) -> y .= rand(20))  # Random preconditioner
x, stats = fgmres(A, b, N=N)
norm(b - A * x)
1.2601303680448969e-10

[amontoison]

@dpo Can you just check the docstring of FGMRES?

[amontoison]

Thanks for the review @dpo!