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Fix design problem multi_shift #147

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@gnrraphi gnrraphi commented Feb 24, 2024

Changes of the pull request:

  • Fix design problem with multi_shift_fom and multi_shift_fgmres. Instead of returning $\rho$ values for preconditioned FGMRES, save the values as an instance variable.

  • Sort shifts in multi_shift_fgmres. Sorting shifts in GMRES can improve convergence, see e.g. https://doi.org/10.1137/S1064827596304563.

  • Smaller restart size for tests of multi_shift_fom and multi_shift_fgmres. By using a smaller restart size, shifts can converge at different iterations. This change allows for testing the handling of already converged shifts.

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