Make orthogonalization method chooseable for gmres

[jkrch]

When using multithreading, Classical Gram-Schmidt with and without the DGKS correction step provides better runtimes then Modified Gram-Schmidt (since they use BLAS level 2 instead of level 1).
The following shows GMRES solving the Bourchtein/atmosmodd linear system from SuiteSparse using the first from the two RHS which come with the matrix. All three runs converged after 1497 iterations (so at least for this linear system round off errors doesn't seem to be a problem).

Since CGS and DGKS are already implemented, I just made them choosable when calling gmres. Set MGS the default, since it might be the best without multithreading.

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• Overall coverage increased (+0.2%) to 97.773%

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Changes Missing Coverage	Covered Lines	Changed/Added Lines	%
src/orthogonalize.jl	0	1	0.0%

Totals
Change from base Build 667897591:	0.2%
Covered Lines:	1932
Relevant Lines:	1976

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💛 - Coveralls

[haampie]

I think modified Gram-Schmidt is what people expect. I don't have the paper but I believe it should be dominated by rounding errors only exactly upon convergence, whereas classical GS can be dominated by noise before convergence.

[haampie]

Can you include some comments explaining in not too technical terms what the user can choose and why he/she would want to do that? Basically comment on accuracy vs performance.

[jkrch]

I can't get it running with orth_meth::OrthogonalizationMethod = ModifiedGramSchmidt :/
Thougth exporting OrthogonalizationMethod in orthogonalize.jl would help, but didn't...

[haampie]

Oh, you need ::Type{<:OrthogonalizationMethod} when passing the type along instead of an instance of it.

I'm also fine if you replace all occurances of

orthogonalize_and_normalize!(..., ::Type{DGKS}) with orthogonalize_and_normalize!(..., ::DGKS)

and make the user pass DGKS(), and the same for the other types

[jkrch]

Ah ok, gonna replace it

[haampie]

Thanks for your contribution!