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feat: add least-squares linear solver#185

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gdalle merged 8 commits intomainfrom
gd/leastsquares
Aug 16, 2025
Merged

feat: add least-squares linear solver#185
gdalle merged 8 commits intomainfrom
gd/leastsquares

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@gdalle gdalle commented Aug 6, 2025

  • Define IterativeLeastSquaresSolver for situations where the conditions $c$ have a different type than the solution $y$
  • In these cases, we need both $A$ and $A^\top$ (as linear operators or matrices), which required updating the linear solver interface
  • Add tests and fix the default solver so that $A \neq A^\top$

Codecov is not updating so I'm gonna merge to see what it looks like on main

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codecov Bot commented Aug 6, 2025

Codecov Report

❌ Patch coverage is 69.44444% with 11 lines in your changes missing coverage. Please review.

Files with missing lines Patch % Lines
src/settings.jl 50.00% 7 Missing ⚠️
ext/ImplicitDifferentiationChainRulesCoreExt.jl 76.92% 3 Missing ⚠️
ext/ImplicitDifferentiationForwardDiffExt.jl 85.71% 1 Missing ⚠️
Files with missing lines Coverage Δ
ext/ImplicitDifferentiationZygoteExt.jl 100.00% <100.00%> (ø)
src/ImplicitDifferentiation.jl 100.00% <ø> (ø)
src/implicit_function.jl 100.00% <ø> (ø)
ext/ImplicitDifferentiationForwardDiffExt.jl 95.45% <85.71%> (-4.55%) ⬇️
ext/ImplicitDifferentiationChainRulesCoreExt.jl 89.28% <76.92%> (-6.37%) ⬇️
src/settings.jl 74.07% <50.00%> (-25.93%) ⬇️
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@gdalle gdalle marked this pull request as ready for review August 16, 2025 19:35
@gdalle gdalle merged commit 5380155 into main Aug 16, 2025
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@gdalle gdalle deleted the gd/leastsquares branch August 16, 2025 19:35
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