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dev: Conjugate gradients. #24

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daniel-dodd opened this issue Mar 16, 2023 · 0 comments

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enhancement good first issue

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daniel-dodd commented Mar 16, 2023

Add conjugate gradient functionality to the library.

Things to think about:

From dev: Custom matmul, and LinOp ops constructer. #23, should we define natural gradients through passing through a solve argument?
Or should we have its own method on each object linop.solve_cg(...)
Or ???

Either way, we should ensure that the rest of the upstream code can be minimal/static as possible to facilitate cg solves in GP models, if desired.

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daniel-dodd added enhancement good first issue labels

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