using MatrixMarket, SuiteSparseMatrixCollection
using Krylov, LinearOperators
using LinearAlgebra, Printf
function residuals(A, b, shifts, x)
nshifts = length(shifts)
r = [ A' * (A * x[i] - b) + shifts[i] * x[i] for i = 1 : nshifts ]
return r
end
ssmc = ssmc_db(verbose=false)
matrix = ssmc_matrices(ssmc, "HB", "well1033")
path = fetch_ssmc(matrix, format="MM")
A = MatrixMarket.mmread(joinpath(path[1], "$(matrix.name[1]).mtx"))
b = MatrixMarket.mmread(joinpath(path[1], "$(matrix.name[1])_b.mtx"))[:]
(m, n) = size(A)
@printf("System size: %d rows and %d columns\n", m, n)
# Define regularization parameters.
shifts = [1.0, 2.0, 3.0, 4.0]
(x, stats) = cgls_lanczos_shift(A, b, shifts)
show(stats)
r = residuals(A, b, shifts, x)
resids = map(norm, r) / norm(b)
@printf("CGLS: Relative residuals with shifts:\n")
for resid in resids
@printf(" %8.1e", resid)
end
@printf("\n")
System size: 1033 rows and 320 columns
LanczosShiftStats
niter: 15
solved: true
residuals: [Float64[], Float64[], Float64[], Float64[]]
indefinite: Bool[0, 0, 0, 0]
‖A‖F: NaN
κ₂(A): NaN
timer: 46.00ms
status: solution good enough given atol and rtol
CGLS: Relative residuals with shifts:
1.3e-08 6.5e-09 1.0e-08 1.1e-08