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Adding a preconditioner example#120

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Adding a preconditioner example#120
vboussange wants to merge 2 commits intopatrick-kidger:mainfrom
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@vboussange
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@vboussange vboussange commented Dec 19, 2024

Hey there, here is an attempt to make an example for the use of a preconditioner, as discussed in #8. I implemented a simple Jacobi preconditioner, which does not seem to provide much advantage though. @patrick-kidger Any idea of a low hanging fruit solution to have a nicer demonstration of the use of preconditioners?

I personally would love to see an example with a hand crafted preconditioner such as the one proposed, and a more involved using e.g.pyamg preconditioning capability, with a possible pure_callback call.

@patrick-kidger
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In terms of the implementation, I like this example! It's short and easy to follow.

(Nit: jr.PRNGKey -> jr.key; the former has been replaced with the latter.)

Also tagging @frederic-bender from #8, as I don't have strong feelings about what would make for a stronger example of preconditioning. (I note that the Julia folks also only consider a very simple example.)

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