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Fix the interface of MC77 #206

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amontoison merged 1 commit into JuliaSmoothOptimizers:main from amontoison:mc77

Jan 30, 2024

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amontoison commented Jan 30, 2024

@frapac @michel2323
I fixed many bugs in the Julia interface of MC77.
It should work fine now.
To solve a scaled linear system, you just need:

Dr, Dc = mc77(A_cpu, 0)
inv_Dr = Diagonal(1.0 ./ Dr)
inv_Dc = Diagonal(1.0 ./ Dc)
As = inv_Dr * A * inv_Dc
bs = inv_Dr * b
xs = As \ bs
x = inv_Dc * xs

I checked the algorithm and we should be able to port this scaling on GPU if it performs well.


          Fix the interface of MC77

7fca5f0

amontoison merged commit c051998 into JuliaSmoothOptimizers:main

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amontoison deleted the mc77 branch

January 30, 2024 01:01

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