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New Solver: Iterative Hessian Sketch #54
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…/RLinearAlgebra.jl into iterativeHessianSketch Made change to docs/src/api/linear_solver_routines.md and didn't pull.
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I think overall the code is really good and really like your care with the warnings and error messages. I have made a few suggestions on implementation details and have included a bunch of small changes so that the formatting matches the rest of the package.
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Great Job!
Implemented iterate hessian sketching as another method to solve linear systems. This branch includes:
IterativeHessianSketch
insrc/linear_solver_routines/iterative_hessian_sketch.jl
rsubsolve!
interface forIterativeHessianSketch
which implements the algorithm.IterativeHessianSketch
and relatedrsubsolve!
procedure.