# Krylov.jl: A Julia basket of hand-picked Krylov methods

## Purpose

This package implements iterative methods for the solution of linear systems of equations

*Ax = b*,

and linear least-squares problems

minimize ‖*b* - *Ax*‖.

It is appropriate, in particular, in situations where such a problem must be solved but a factorization is not possible, either because:

- the operator is not available explicitly,
- the operator is dense, or
- factors would consume an excessive amount of memory and/or disk space.

Iterative methods are particularly appropriate in either of the following situations:

- the problem is sufficiently large that a factorization is not feasible or would be slower,
- an effective preconditioner is known in cases where the problem has unfavorable spectral structure,
- the operator can be represented efficiently as a sparse matrix,
- the operator is
*fast*, i.e., can be applied with far better complexity than if it were materialized as a matrix. Often, fast operators would materialize as *dense* matrices.

## Objective: solve *Ax ≈ b*

Given a linear operator *A* and a right-hand side *b*, solve *Ax ≈ b*, which means:

- when
*A* has full column rank and *b* lies in the range space of *A*, find the unique *x* such that *Ax = b*; this situation occurs when
*A* is square and nonsingular, or
*A* is tall and has full column rank and *b* lies in the range of *A*,

- when
*A* is column-rank deficient but *b* is in the range of *A*, find *x* with minimum norm such that *Ax = b*; this situation occurs when *b* is in the range of *A* and
*A* is square but singular, or
*A* is short and wide,

- when
*b* is not in the range of *A*, regardless of the shape and rank of *A*, find *x* that minimizes the residual ‖*b* - *Ax*‖. If there are infinitely many such *x* (because *A* is rank deficient), identify the one with minimum norm.

## How to Install

Krylov can be installed and tested through the Julia package manager:

```
julia> Pkg.add("Krylov")
julia> Pkg.test("Krylov")
```

## Long-Term Goals

- provide implementations of certain of the most useful Krylov method for
linear systems with special emphasis on methods for linear least-squares
problems and saddle-point linear system (including symmetric quasi-definite
systems)
- provide state-of-the-art implementations alongside simple implementations of
equivalent methods in exact artithmetic (e.g., LSQR vs. CGLS, MINRES vs. CR,
LSMR vs. CRLS, etc.)
- provide simple, consistent calling signatures and avoid over-typing
- ensure those implementations are fast and stable.