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WIP: Better preconditionner for stack_solve_algo={2,3} (GMRES + BiCGStab solvers)
Implement preconditionners as in UMFITER and ITERSTACK: – For UMFITER, on first iteration, do a full LU decomposition, and use it as a preconditionner in further iterations (similar to UMFITER in TROLL). – For ITERSTACK, build a preconditionner based on small LU decomposition repeated several times across the stack TODO: – better understand how the tolerance of GMRES and BiCGStab influence the result (hardcoded to 1e-12, needed for GIMF in the block-decomposed version); also put that value in options_ and maybe give it an interface? – implement ITERSTACK for the block-decomposed version – do the same in bytecode – leave ILU as an alternative preconditionner? – handle the error flag of gmres and bicgstab? – remove the persistent variables in sim1.m – turn various settings as user-accessible options [skip ci]
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- matlab/optimization/solve_one_boundary.m 19 additions, 55 deletionsmatlab/optimization/solve_one_boundary.m
- matlab/perfect-foresight-models/sim1.m 50 additions, 11 deletionsmatlab/perfect-foresight-models/sim1.m
- matlab/perfect-foresight-models/solve_two_boundaries_stacked.m 22 additions, 91 deletions...b/perfect-foresight-models/solve_two_boundaries_stacked.m
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