wip

Author: amontoison

docs/src/examples/usymlqr.md

@@ -1,5 +1,5 @@
 ```@example usymlqr
-using Krylov, LinearOperators, LDLFactorizations
+using Krylov, LinearOperators
 using LinearAlgebra, Printf, SparseArrays
 
 # Identity matrix.
@@ -15,13 +15,11 @@ c = -b
 
 # [D   A] [x] = [b]
 # [Aᴴ  0] [y]   [c]
-llt_D = cholesky(D)
-opD⁻¹ = LinearOperator(Float64, 5, 5, true, true, (y, v) -> ldiv!(y, llt_D, v))
-opH⁻¹ = BlockDiagonalOperator(opD⁻¹, eye(n))
-(x, y, stats) = usymlqr(A, b, c, M=opD⁻¹, sp=true)
+opH = BlockDiagonalOperator(inv(D), eye(n))
+(x, y, stats) = usymlqr(A, b, c, M=D, ldiv=true)
 K = [D A; A' zeros(n,n)]
 B = [b; c]
 r = B - K * [x; y]
-resid = sqrt(dot(r, opH⁻¹ * r))
+resid = sqrt(dot(r, opH * r))
 @printf("USYMLQR: Relative residual: %8.1e\n", resid)
 ```

src/usymlqr.jl

@@ -215,6 +215,7 @@ kwargs_usymlqr = (:transfer_to_usymcg, :M, :N, :ldiv, :atol, :rtol, :itmax, :tim
     kdisplay(iter, verbose) && @printf(iostream, "%4d %7.1e %7.1e %7.1e\n", iter, αₖ, βₖ, γₖ)
 
     # Stopping criterion.
+    rNorm = β₁
     solved = rNorm ≤ ε
     tired = iter ≥ itmax
     status = "unknown"