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Matrix of Fixed Effects as LinearMap #2

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matthieugomez opened this issue Jan 2, 2019 · 0 comments
Open

Matrix of Fixed Effects as LinearMap #2

matthieugomez opened this issue Jan 2, 2019 · 0 comments

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@matthieugomez
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matthieugomez commented Jan 2, 2019 •
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It would be nice to simply define a Matrix of FixedEffects, i.e. maybe using the https://github.com/Jutho/LinearMaps.jl framework.
Users can then directly use any external solver to solve for Ax = b. The sparse stuff would be for free with convert(SparseMatrixCSC, A::LinearMap) method.
One potential issue is that I may lose the preconditioning in LSMR. Maybe define mul! with preconditionner and without preconditionner.
@matthieugomez matthieugomez changed the title Matrix of Fixed Effects as LinearMapr Matrix of Fixed Effects as LinearMap Jan 2, 2019
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