Look-ahead Lanczos Biorthogonalization#321

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platawiec wants to merge 19 commits intoJuliaLinearAlgebra:masterfrom

Commits on Aug 21, 2022

Look-ahead Lanczos construction
Pawel Latawiec
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Regular look-ahead construction
Pawel Latawiec
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Fine-grained testing of LAL process
Pawel Latawiec
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G as Vector
Pawel Latawiec
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BlockDiagonal experiment
Pawel Latawiec
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Clean D and E computations
Pawel Latawiec
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Add LimitedMemoryMatrix for storage
Pawel Latawiec
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Modify program flow to append once finished
Pawel Latawiec
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Use BlockDiagonal for E, D
Pawel Latawiec
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Reduce F to only store last row/col
Pawel Latawiec
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Relax singularity check for tolerance
Pawel Latawiec
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Add views on performance-sensitive indexing
Pawel Latawiec
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Add limited memory U and L matrices
Pawel Latawiec
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Documentation
Pawel Latawiec
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Remove fix on BlockDiagonals
Pawel Latawiec
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Explicitly pass rng to test random numbers
Pawel Latawiec
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Fix Backwards-compatible test rng generation
Pawel Latawiec
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Bugfix: materialize of sparse matrix for julia 1.6
Pawel Latawiec
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Fix LAL docs
Pawel Latawiec
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