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krylov space re-use [BifurcationKit jacobian-free methods optimization] #108

@rveltz

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@rveltz

Hi,

I am (kinda re-) opening an issue because I think it is different from the issues on memory allocations that are still open. In BifurcationKit.jl, we solve repeatedly linear systems and compute eigenvalues. I am now improving BifurcationKit for Jacobian-free methods by avoiding allocations when possible. I love KrylovKit because it is robust and have the most general matrix-free eigen solver.

Thus, it would be nice to allow

  • for inplace linear operator
  • re-use of Krylov subspace (memory) ; this could be increased if needed by linsolve or eigsolve. Is it something you have in mind?

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