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Use Kyrlov linear solver for the Newton step.#24

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dfridovi merged 2 commits intoCLeARoboticsLab:mainfrom
lassepe:feature/krylov
Dec 26, 2024
Merged

Use Kyrlov linear solver for the Newton step.#24
dfridovi merged 2 commits intoCLeARoboticsLab:mainfrom
lassepe:feature/krylov

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@lassepe
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@lassepe lassepe commented Dec 26, 2024

This speeds up the toy example in the readme by a factor of 4 on my machine (80microseconds -> 18microseconds).

This speeds up the toy example in the readme by a
factor of 4 on my machine (80microseconds -> 18microseconds).
@lassepe lassepe mentioned this pull request Dec 26, 2024
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lassepe commented Dec 26, 2024

The failures are due to KKT residual tolerance violations in two cases. We can probably tighten the tolerance on the gmres call

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Nice find! I’m not at my laptop this week but I agree this seems like an easy fix.

This also fixes the failing tests, adds docs, and allows the user to
select their preferred linear solve algorithm.
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Nice! Good fix!

@dfridovi dfridovi merged commit 8a38f5c into CLeARoboticsLab:main Dec 26, 2024
@lassepe lassepe deleted the feature/krylov branch December 26, 2024 22:20
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2 participants