Hi,
Some time ago I wrote a simple implementation of the Preconditioned GMRES linear sover (see attachment). I did not share it at the time because I beleive the best place to put it is in octave-proper where other iterative solvers are, so I was holding it until I would find the time to clean it up and change the interface to be consistent with pcg or bicgstab and compatible with the matlab version. After three months I start to think I will never find the time to do this, so I was thinking that maybe I could just commit it to octave-forge and hope that someone else will eventually find enough motivation to move it to octave core... Any objections if I check this in? Is linear-algebra the right package to put it in?
c.

Attachment: pgmres.cc
Description: Binary data


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