Krylov subspace methods, Arnoldi method

[termoshtt]

Arnoldi method is a fundamental component of Krylov subspace method, which is used in sparse matrix context. However, the idea of Arnoldi method can be extended to general linear operators.

TODO

• Iterative QR decomposition Orthogonalizer trait #150
  • modified Gram-Schmit modified Gram-Schmit #149
  • Householder Householder reflection #154
• Interface of Arnoldi Arnoldi iterator #155
• Implement GMRES (as an example and test)

[preiter93]

Hi,

I know this issue is quite old, but I became interested in the GMRES method.

I have created a first draft, which is similar to the Arnoldi iteration, and also implements Gmres as an iterator. It's still a bit raw in some corners, but if there is interest I could open a pull request?

It is found here:
https://github.com/preiter93/gmres