Edu159

My intention is to implement the missing '''ilu''' and '''ichol''' functions and continue last year GSoC project developed by Kai Torben. The goal is the complete integration in the core branch of Octave. Those functions will have a direct impact on quite a few functions that solve sparse linear systems as ilu and ichol are known to be good algorithms for generating good preconditioners. Some of the functions that will take advantage of them are pcg, bicg or gmres among others. Bottom line performance of sparse linear system solvers will be raised. The approach and timeline for the project are described below.

**'''ilu:''' This function has a big chunk of options and the last year was almost implemented by Kai despite of the fact that he could not finally integrate it into Octave . His approach was interfacing Octave with ITSOL/ZITSOL libraries but in the end there were some issues with that direction:

:#He had to patch the library to get things work. Not nice for achieve integration.

::I have been in contact with Kai by mail and agrees that writing from scratch all the functions needed as oct-files (ILUTP, ILU0, ILUC and ILUT) would be a harder but safer way to go if integration want to be achieved. This way no dependencies are needed to be added and the overhead of translating the data from Octave to ITSOL and vice verse is eliminated. Algorithms will be taken from Yousef Saad's  book "Iterative methods for sparse linear systems Ed. 2". Moreover, I can use some of the code that Kai wrote, mostly the tests, documentation and the m-file "ilu.m" that glue together all the functions. ITSOL source code is also a good place to look for some help.

:*'''ichol:''' In this case things should be easier at first glance. Kai  implemented the functions related with ichol from Fortran prototypes and they work as expected. In theory would be only necessary to code the complex versions and the modified versions of the algorithms. On the other hand, there is an issue here with licenses I did not know at first and Kai pointed me out (see [http://edu159-gsoc2014.blogspot.com.es/2014/03/introducing-myself.html#bc_0_1B here]). Authors should be contact in order to ask for a permission, but if they are not in favor of giving to us then another strategy will be need to be set.

:'''->'''I think I have a clear road map of what and how I want to do the project but I don't know for sure if it will be enough for the GSoC period. There are other functions that I would like to implement if it would be necessary like '''lsqr''' and '''minres''', both highly related with ichol and ilu. I have already done some search and found that this website [http://www.stanford.edu/group/SOL/software/lsqr/ lsqr] [http://www.stanford.edu/group/SOL/software/minres/ minres]. The website is from the people that wrote the papers given as references in Matlab documentation. In the website there are several codes that can be used. I have mailed professor Michael Saunders about adapting them into Octave versions and he answered me that I am welcome to do while I respect the license (CPL or BSD licenses). He claimed that they are very unrestrictive but I've been told that they are not compatible with GPL3. I will need some insights about that if I happen to have time for implementing them.

::'''19  May:'''  Start implementing ilu related functions. In that order ILUT, ILUC , ILUTP.

::'''13-18 August:'''  Buffer days for any unexpected situation or minor changes that should be done.