Merge pull request #302 from h-larsson/dbg

IDRS: Move preconditioning

Author: mschauer

src/idrs.jl

@@ -131,12 +131,12 @@ function idrs_method!(log::ConvergenceHistory, X, A, C::T,
                 Q .+= c[i-k+1] .* U[i]
             end
 
-            # Preconditioning
-            ldiv!(Pl, V)
-
             # Compute new U[:,k] and G[:,k], G[:,k] is in space G_j
             V .= R .- V
 
+            # Preconditioning
+            ldiv!(Pl, V)
+
             U[k] .= Q .+ om .* V
             mul!(G[k], A, U[k])
 

test/idrs.jl

@@ -51,13 +51,13 @@ end
     @test history.isconverged
     @test norm(A * x - b) / norm(b) ≤ reltol
 
-    Apre = lu(A)
+    Apre = lu(droptol!(copy(A), 0.1)) # inexact preconditioner
     xpre, historypre = idrs(A, b, Pl = Apre, log=true)
     @test historypre.isconverged
     @test norm(A * xpre - b) / norm(b) ≤ reltol
 
     @test isapprox(x, xpre, rtol = 1e-3)
-    @test historypre.iters < history.iters
+    @test historypre.iters < 0.5history.iters
 
 end