v0.10.0

KrylovKit v0.10.0

Diff since v0.9.5

KrylovKit v0.10 does not include major breaking changes, but does include two new algorithms for eigenvalue problems, namely BlockLanczos for hermitian problems where repeated eigenvalues are expected and targetted, and BiArnoldi (accessible via the new bieigsolve method) for nonhermitian problems where both left and right eigenvectors are requested.

One small breaking change is that KrylovKit v0.10 changes the default verbosity to WARN_LEVEL, meaning that warnings are printed by default.

Finally, this release contains a number a bugfix in the LSMR algorithm (accesible via lssolve).

Merged pull requests:

• try more stable svd ad rule computation (#123) (@Jutho)
• Add Two-sided Arnoldi method (#124) (@tipfom)
• Block Lanczos for Multiple eigenvalues (#125) (@yuiyuiui)
• improve gkl and fix lssolve (#134) (@Jutho)
• Improve field types of blocklanczos methods (#135) (@gdalle)

Closed issues:

• A bug about degenerated eigsolve ad (#98)
• Consider increase verbosity for AD? (#104)
• BoundsError (#122)
• Different types for x and b? (#131)
• lssolve fails where linsolve succeeds on I x = [1, 0] (#133)

v0.9.5

KrylovKit v0.9.5

Diff since v0.9.4

Merged pull requests:

• add missing unthunk in fH definition (#120) (@Jutho)
• change complex eigenvalue handling in realeigsolve (#121) (@Jutho)

Closed issues:

• Forgotten unthunk in Arnoldi eigsolve reverse-rule? (#119)

v0.9.4

KrylovKit v0.9.4

Diff since v0.9.3

Merged pull requests:

• Remove unused code (reference to undefined msg) (#117) (@lkdvos)
• Add reallssolve. (#118) (@Jutho)

v0.9.3

KrylovKit v0.9.3

Diff since v0.9.2

Make warn_nonhermitian in LanczosIterator respect verbosity settings.

Merged pull requests:

• More verbosity (and other) fixes for v9 (#116) (@Jutho)

v0.9.2

KrylovKit v0.9.2

Diff since v0.9.1

• Removed stray debug statement

v0.9.1

KrylovKit v0.9.1

Diff since v0.9.0

Various small fixes and improvements

Merged pull requests:

• Various fixes for v9 (#115) (@Jutho)

v0.9.0

KrylovKit v0.9.0

Diff since v0.8.3

• New function lssolve for least squares problems (using LSMR algorithm)
• New functions reallinsolve and realeigsolve for solving linear problems and eigenvalue problems with linear maps which are formulated in complex arithmetic, but are only linear with respect to real linear combinations (i.e. assume to be working in a real vector space irrespective of the scalar type)

Breaking changes

• The verbosity system and the output formatting has been redesigned (both in the primal methods and the rrules). The default verbosity level is now 1, which means that warnings will be printed by default, but all other output (info messages) are suppressed. Before, the default verbosity was such that all output (including warnings) were suppressed.

Merged pull requests:

• Implement support for real linear maps (#105) (@Jutho)
• Change rrule verbosity behaviour (#106) (@Jutho)
• LSMR further updates (#111) (@Jutho)
• simplify and improve lsmr implementation (#112) (@Jutho)
• add LSMR reorthogonalisation functionality (#113) (@Jutho)

Closed issues:

• stackoverflow (#102)

v0.8.3

KrylovKit v0.8.3

Diff since v0.8.2

Merged pull requests:

• Fix and test for issue 100 (#103) (@lkdvos)

Closed issues:

• AbstractArray vector subtypes get wrongly handled (#100)

v0.8.2

KrylovKit v0.8.2

Diff since v0.8.1

Merged pull requests:

• Small fixes and doc updates (#94) (@lkdvos)
• clarify Krylov.jl scope (#95) (@dpo)
• some patches (#96) (@XingyuZhang2018)
• deprecate RecursiveVec, improve x0 initialisation for GPU (#97) (@Jutho)
• fix arnoldi ad rule for degenerate eigsolve (#99) (@Jutho)

Closed issues:

• Missing eigenvalues (#90)
• eigsolve with x0 as all eigenvectors (#92)

v0.8.1

KrylovKit v0.8.1

Diff since v0.8.0