I want to solve Ax = b, using some iterative solvers. I don’t have matrix
A available at hand (too expensive to compute), but I can readily calculate
A * x for any given
I tried looking at options that are exposed in this awesome package, LinearSolve.jl and in this package IterativeSolvers.jl, but didn’t find any such option.
I would like to use GMRES or Algebraic Multigrid for solving this system.
MATLAB has an option in GMRES in to compute Ax using a function handle instead of using a numeric A matrix, so I’m hoping I’ve overlooked something that’s available in julia.
I can solve this using NLsolve by calculating the residue
Ax-b and minimizing it, but something simpler using an iterative solver would be better.
Thanks in advance.