[SciPy-dev] Callback feature for iterative solvers

[Travis Oliphant]

Ed Schofield wrote:

>
> On 1/24/07, *Nils Wagner* <nwagner at iam.uni-stuttgart.de 
> <mailto:nwagner at iam.uni-stuttgart.de>> wrote:
>
>     Ed Schofield wrote:
>     >
>     > On 1/24/07, *Nils Wagner* <nwagner at iam.uni-stuttgart.de
>     <mailto:nwagner at iam.uni-stuttgart.de>
>     > <mailto:nwagner at iam.uni-stuttgart.de
>     <mailto:nwagner at iam.uni-stuttgart.de>>> wrote:
>     >
>     >     Hi Ed,
>     >
>     >     Great !
>     >     Thank you very much !
>     >     It seems to work well with the exception of GMRES.
>     >     Please find attached a short test.
>     >     Am I missing something ?
>
>     >
>     >
>     > No, I agree. It seems that there's something wrong with GMRES
>
>     > ...
>     Hi Ed,
>
>     Done. Maybe you can add some comments.
>     Again thank you very much for the new functionality !!
>
>     http://projects.scipy.org/scipy/scipy/ticket/360
>
>
> Actually, I'm mystified about the meaning of iter_ in gmres() and the 
> others. Can anyone shed any light on this? Why is the output value of 
> iter_ from revcom() used as the *input* value in the next iteration? 
> Why is the maxiter argument only used once, for the first call to 
> revcom(), and then apparently ignored for all subsequent calls?


The iter input is set in the FORTRAN to MAXIT only when IJOB=1 (i.e. the 
first time through).  Every-other time the fortran code is called, it's 
looking for the output of either the
function-call, or the function-call with gradient.

>
> I'm inclined to revert the callback patch -- it seems broken. But if 
> the revcom Fortran functions can perform multiple iterations each, we 
> can't easily call back Python functions each iteration. Is there a 
> better solution?

Sometimes, the iteration returns looking for a matrix-times vector 
result.  Other times it wants a right-multiplication, and other times it 
may be looking for a pre-conditioning result.  Basically, any-time the 
FORTRAN code needs to call a Python function, it returns from the 
Fortran code.  Then, the Python code can be called.

I don't see why the callback function can't either be integrated into 
the get_matvec classes or called only when the matvec is requested.

Best,

-Travis