Is there any conjugate gradient (CG) implementation in Julia allowing one to specify the inner product (with a fixed symmetric and positive definite matrix M, say)? In my use case, I know my system matrix A is symmetric and positive definite with respect to M, i.e., x' * M * A * x > 0 for all x != …

Any conjugate gradient method allowing a custom inner product?

antoine-levitt July 29, 2022, 7:42pm 5

KrylovKit supports any vector type that have custom dot and norm methods, without assuming they are the standard ones. See eg Introduction · KrylovKit.jl

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Any conjugate gradient method allowing a custom inner product?

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