# HG changeset patch
# User sis-sou
# Date 1160746910 0
# Node ID 1477664152bf1a1335e1a268a87c4cf9a0404a49
# Parent  ebd5b25f1cca445ad6c19d93a11c2cb17df1e33c
Initial commit into CVS.

diff -r ebd5b25f1cca -r 1477664152bf main/linear-algebra/inst/bicg.m
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/linear-algebra/inst/bicg.m	Fri Oct 13 13:41:50 2006 +0000
@@ -0,0 +1,96 @@
+## Copyright (C) 2006   Sissou   <sylvain.pelissier@gmail.com>
+##
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2 of the License, or
+## (at your option) any later version.
+##
+## This program is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+## GNU General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with this program; if not, write to the Free Software
+## Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{x}} bicg (@var{A},@var{b},@var{tol},@var{maxit},@var{M})
+## Solve the system @var{A}*@var{x} = @var{b} using the biconjugate gradient method.
+## For having a good convergence, A must be sparse.
+## @var{tol} specifies the tolerance of the method by default tol is 10e-6, @var{maxit} 
+## specifies the maximal number of iterations and @var{M} is a preconditiner.
+## @seealso{pcg,lu,chol}
+## @end deftypefn
+
+function x = bicg(A,b,tol,maxit,M)
+	if (nargin < 2 || nargin > 5)
+		usage("\n x = bicg(A,b)\n x = bicg(A,b,tol)\n x = bicg(A,b,tol,maxit)\n x = bicg(A,b,tol,maxit,M)");
+	endif
+
+	if(!issquare(A))
+		error('A must be square');
+	endif;
+	if(!isvector(b))
+		error('b must be a vector');
+	endif
+	if(rows(b) != rows(A))
+		error('b and A must have the same number of row');
+	endif
+	if (nargin < 3)
+		tol = 10e-6;
+	endif
+	if (nargin < 4)
+		maxit = min([size(A)(1) 20]);
+	endif
+	if (nargin < 5)
+		M = eye(size(A));
+	endif
+	if(!isscalar(tol))
+		error('tol must be a scalar');
+	endif
+	if(rows(M) != rows(A) && columns(M) != columns(A))
+		error('M and A must have the same size');
+	endif
+	
+	x=ones(size(b));
+	y=-ones(size(b));
+	c = 2*ones(size(b));
+	M = inv(M);
+	r0 = b - A*x;
+	s0 = c - A'*y;
+	d = M*r0;
+	f = M'*s0;
+	res0 = Inf;
+	if(r0 != zeros(size(r0)))
+		
+		for k = 1:maxit
+			a = (s0'*M*r0)./(f'*A*d);
+			x = x + a*d;
+			y = y + conj(a)*f;
+			r1 = r0 - a*A*d;
+			s1 = s0 - conj(a)*A'*f;
+			beta = (s1'*M*r1)./(s0'*M*r0);
+			d = M*r1+beta*d;
+			f = M'*s1+conj(beta)*f;
+			r0 = r1;
+			s0 = s1;
+			res1 = norm(b-A*x)/norm(b);
+			if(r1 == zeros(size(r1)) || res1 < tol)
+				printf('bicg converged at iteration %i to a solution with relative residual %e\n',k,res1);
+				break;
+			endif
+			if(res0 <= res1)
+				printf('bicg stopped at iteration %i without converging to the desired tolerance %e\nbecause the method stagnated.\nThe iterate returned (number %i) has relative residual %e\n',k,tol,k-1,res0);
+				break
+			endif
+			res0 = res1;
+		endfor
+		if(k == maxit)
+			printf('bicg stopped at iteration %i without converging to the desired toleranc %e\nbecause the maximum number of iterations was reached.The iterate returned (number %i) has relative residual %e\n',maxit,tol,maxit,res1);
+		endif
+	else
+		printf('bicg converge after 0 interation\n');
+	endif
+endfunction;
+	
\ No newline at end of file