Callbacks

Each Krylov method is able to call a callback function as callback(solver) at each iteration. The callback should return true if the main loop should terminate, and false otherwise. If the method terminated because of the callback, the output status will be "user-requested exit". For example, if the user defines my_callback(solver::MinresSolver), it can be passed to the solver using

(x, stats) = minres(A, b, callback = my_callback)

If you need to write a callback that uses variables that are not in the MinresSolver, use a closure:

function my_callback2(solver::MinresSolver, A, b, storage_vec, tol::Float64)
  mul!(storage_vec, A, solver.x)
  storage_vec .-= b
  return norm(storage_vec) ≤ tol # tolerance based on the 2-norm of the residual
end

storage_vec = similar(b)
(x, stats) = minres(A, b, callback = solver -> my_callback2(solver, A, b, storage_vec, 0.1))

Alternatively, use a structure and make it callable:

mutable struct MyCallback3{S, M}
  A::M
  b::S
  storage_vec::S
  tol::Float64
end
MyCallback3(A, b; tol = 0.1) = MyCallback3(A, b, similar(b), tol)

function (my_cb::MyCallback3)(solver)
  mul!(my_cb.storage_vec, my_cb.A, solver.x)
  my_cb.storage_vec .-= my_cb.b
  return norm(my_cb.storage_vec) ≤ my_cb.tol # tolerance based on the 2-norm of the residual
end

my_cb = MyCallback3(A, b; tol = 0.1)
(x, stats) = minres(A, b, callback = my_cb)