Mercurial > octave-antonio
comparison scripts/sparse/bicg.m @ 13141:e81ddf9cacd5
maint: untabify and remove trailing whitespace from source files
* bicg.m, gmres.m, pkg.m: Untabify and remove trailing whitespace.
* libcruft/Makefile.am, libcruft/blas-xtra/cdotc3.f,
libcruft/blas-xtra/cmatm3.f, libcruft/blas-xtra/ddot3.f,
libcruft/blas-xtra/dmatm3.f, libcruft/blas-xtra/sdot3.f,
libcruft/blas-xtra/smatm3.f, libcruft/blas-xtra/zdotc3.f,
libcruft/blas-xtra/zmatm3.f, libcruft/lapack-xtra/crsf2csf.f,
libcruft/lapack-xtra/zrsf2csf.f, liboctave/Array.cc,
liboctave/DASPK-opts.in, liboctave/DASRT-opts.in,
liboctave/DASSL-opts.in, liboctave/LSODE-opts.in,
liboctave/Makefile.a,mliboctave/Quad-opts.in,
liboctave/Sparse-perm-op-defs.h,
scripts/Makefile.a,mscripts/deprecated/glpkmex.m,
scripts/general/blkdiag.m, scripts/general/interp1.m,
scripts/general/profshow.m, scripts/general/quadl.m,
scripts/general/triplequad.m, scripts/help/__makeinfo__.m,
scripts/io/strread.m, scripts/io/textread.m, scripts/io/textscan.m,
scripts/linear-algebra/rank.m, scripts/miscellaneous/gzip.m,
scripts/miscellaneous/private/__xzip__.m,
scripts/miscellaneous/tempdir.m, scripts/miscellaneous/unpack.m,
scripts/pkg/pkg.m, scripts/plot/allchild.m, scripts/plot/ancestor.m,
scripts/plot/cla.m, scripts/plot/clf.m, scripts/plot/findall.m,
scripts/plot/findobj.m, scripts/plot/gca.m, scripts/plot/gcf.m,
scripts/plot/hggroup.m, scripts/plot/isfigure.m,
scripts/plot/ishghandle.m, scripts/plot/legend.m,
scripts/plot/line.m, scripts/plot/loglog.m, scripts/plot/patch.m,
scripts/plot/print.m, scripts/plot/private/__quiver__.m,
scripts/plot/private/__scatter__.m, scripts/plot/rectangle.m,
scripts/plot/semilogx.m, scripts/plot/semilogy.m,
scripts/plot/surface.m, scripts/plot/text.m, scripts/plot/title.m,
scripts/plot/trisurf.m, scripts/plot/view.m, scripts/plot/whitebg.m,
scripts/plot/xlabel.m, scripts/plot/xlim.m, scripts/plot/ylabel.m,
scripts/plot/ylim.m, scripts/plot/zlabel.m, scripts/plot/zlim.m,
scripts/polynomial/mkpp.m, scripts/polynomial/polygcd.m,
scripts/polynomial/ppint.m, scripts/polynomial/ppjumps.m,
scripts/polynomial/ppval.m, scripts/set/setxor.m,
scripts/sparse/bicgstab.m, scripts/sparse/cgs.m,
scripts/sparse/spconvert.m, scripts/specfun/nthroot.m,
scripts/strings/strmatch.m, scripts/strings/untabify.m,
scripts/testfun/demo.m, scripts/testfun/example.m,
src/DLD-FUNCTIONS/filter.cc, src/DLD-FUNCTIONS/mgorth.cc,
src/DLD-FUNCTIONS/quadcc.cc, src/DLD-FUNCTIONS/str2double.cc,
src/Makefile.a,msrc/gl-render.cc, src/gl2ps-renderer.cc,
src/graphics.cc, src/octave-config.cc.in, src/octave-config.in,
src/ov-class.h, src/ov-fcn.h, src/profiler.cc, src/profiler.h,
src/pt-binop.cc, src/pt-unop.cc, src/symtab.cc, src/txt-eng-ft.cc:
Remove trailing whitespace.
author | John W. Eaton <jwe@octave.org> |
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date | Thu, 15 Sep 2011 12:51:10 -0400 |
parents | e5aaba072d2b |
children | 53674ceb9133 |
comparison
equal
deleted
inserted
replaced
13140:98d23b0f16e1 | 13141:e81ddf9cacd5 |
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13 ## | 13 ## |
14 ## You should have received a copy of the GNU General Public License | 14 ## You should have received a copy of the GNU General Public License |
15 ## along with this program; If not, see <http://www.gnu.org/licenses/>. | 15 ## along with this program; If not, see <http://www.gnu.org/licenses/>. |
16 | 16 |
17 ## -*- texinfo -*- | 17 ## -*- texinfo -*- |
18 ## | 18 ## |
19 ## @deftypefn {Function File} {@var{x} =} bicg (@var{A}, @var{b}, @var{rtol}, @var{maxit}, @var{M1}, @var{M2}, @var{x0}) | 19 ## @deftypefn {Function File} {@var{x} =} bicg (@var{A}, @var{b}, @var{rtol}, @var{maxit}, @var{M1}, @var{M2}, @var{x0}) |
20 ## @deftypefnx {Function File} {@var{x} =} bicg (@var{A}, @var{b}, @var{rtol}, @var{maxit}, @var{P}) | 20 ## @deftypefnx {Function File} {@var{x} =} bicg (@var{A}, @var{b}, @var{rtol}, @var{maxit}, @var{P}) |
21 ## @deftypefnx {Function File} {[@var{x}, @var{flag}, @var{relres}, @var{iter}, @var{resvec}] =} bicg (@var{A}, @var{b}, ...) | 21 ## @deftypefnx {Function File} {[@var{x}, @var{flag}, @var{relres}, @var{iter}, @var{resvec}] =} bicg (@var{A}, @var{b}, ...) |
22 ## Solve @code{A x = b} using the Bi-conjugate gradient iterative method. | 22 ## Solve @code{A x = b} using the Bi-conjugate gradient iterative method. |
23 ## | 23 ## |
24 ## @itemize @minus | 24 ## @itemize @minus |
25 ## @item @var{rtol} is the relative tolerance, if not given | 25 ## @item @var{rtol} is the relative tolerance, if not given |
26 ## or set to [] the default value 1e-6 is used. | 26 ## or set to [] the default value 1e-6 is used. |
27 ## @item @var{maxit} the maximum number of outer iterations, | 27 ## @item @var{maxit} the maximum number of outer iterations, |
28 ## if not given or set to [] the default value | 28 ## if not given or set to [] the default value |
29 ## @code{min (20, numel (b))} is used. | 29 ## @code{min (20, numel (b))} is used. |
30 ## @item @var{x0} the initial guess, if not given or set to [] | 30 ## @item @var{x0} the initial guess, if not given or set to [] |
31 ## the default value @code{zeros (size (b))} is used. | 31 ## the default value @code{zeros (size (b))} is used. |
32 ## @end itemize | 32 ## @end itemize |
33 ## | 33 ## |
34 ## @var{A} can be passed as a matrix or as a function handle or | 34 ## @var{A} can be passed as a matrix or as a function handle or |
35 ## inline function @code{f} such that @code{f(x, "notransp") = A*x} | 35 ## inline function @code{f} such that @code{f(x, "notransp") = A*x} |
36 ## and @code{f(x, "transp") = A'*x}. | 36 ## and @code{f(x, "transp") = A'*x}. |
37 ## | 37 ## |
38 ## The preconditioner @var{P} is given as @code{P = M1 * M2}. | 38 ## The preconditioner @var{P} is given as @code{P = M1 * M2}. |
39 ## Both @var{M1} and @var{M2} can be passed as a matrix or as | 39 ## Both @var{M1} and @var{M2} can be passed as a matrix or as |
40 ## a function handle or inline function @code{g} such that | 40 ## a function handle or inline function @code{g} such that |
41 ## @code{g(x, 'notransp') = M1 \ x} or @code{g(x, 'notransp') = M2 \ x} and | 41 ## @code{g(x, 'notransp') = M1 \ x} or @code{g(x, 'notransp') = M2 \ x} and |
42 ## @code{g(x, 'transp') = M1' \ x} or @code{g(x, 'transp') = M2' \ x}. | 42 ## @code{g(x, 'transp') = M1' \ x} or @code{g(x, 'transp') = M2' \ x}. |
43 ## | 43 ## |
44 ## If colled with more than one output parameter | 44 ## If colled with more than one output parameter |
45 ## | 45 ## |
46 ## @itemize @minus | 46 ## @itemize @minus |
50 ## @item 1: the maximum number of iterations was reached before convergence | 50 ## @item 1: the maximum number of iterations was reached before convergence |
51 ## @item 3: the algorithm reached stagnation | 51 ## @item 3: the algorithm reached stagnation |
52 ## @end itemize | 52 ## @end itemize |
53 ## (the value 2 is unused but skipped for compatibility). | 53 ## (the value 2 is unused but skipped for compatibility). |
54 ## @item @var{relres} is the final value of the relative residual. | 54 ## @item @var{relres} is the final value of the relative residual. |
55 ## @item @var{iter} is the number of iterations performed. | 55 ## @item @var{iter} is the number of iterations performed. |
56 ## @item @var{resvec} is a vector containing the relative residual at each iteration. | 56 ## @item @var{resvec} is a vector containing the relative residual at each iteration. |
57 ## @end itemize | 57 ## @end itemize |
58 ## | 58 ## |
59 ## @seealso{bicgstab,cgs,gmres,pcg} | 59 ## @seealso{bicgstab,cgs,gmres,pcg} |
60 ## | 60 ## |
62 | 62 |
63 | 63 |
64 function [x, flag, res1, k, resvec] = bicg (A, b, tol, maxit, M1, M2, x0) | 64 function [x, flag, res1, k, resvec] = bicg (A, b, tol, maxit, M1, M2, x0) |
65 | 65 |
66 if (nargin >= 2 && isvector (full (b))) | 66 if (nargin >= 2 && isvector (full (b))) |
67 | 67 |
68 if (ischar (A)) | 68 if (ischar (A)) |
69 fun = str2func (A); | 69 fun = str2func (A); |
70 Ax = @(x) feval (fun, x, "notransp"); | 70 Ax = @(x) feval (fun, x, "notransp"); |
71 Atx = @(x) feval (fun, x, "transp"); | 71 Atx = @(x) feval (fun, x, "transp"); |
72 elseif (ismatrix (A)) | 72 elseif (ismatrix (A)) |
103 M1tm1x = @(x) feval (M1, x, "transp"); | 103 M1tm1x = @(x) feval (M1, x, "transp"); |
104 else | 104 else |
105 error (["bicg: preconditioner is expected to " ... | 105 error (["bicg: preconditioner is expected to " ... |
106 "be a function or matrix"]); | 106 "be a function or matrix"]); |
107 endif | 107 endif |
108 | 108 |
109 if (nargin < 6 || isempty (M2)) | 109 if (nargin < 6 || isempty (M2)) |
110 M2m1x = @(x, ignore) x; | 110 M2m1x = @(x, ignore) x; |
111 M2tm1x = M2m1x; | 111 M2tm1x = M2m1x; |
112 elseif (ischar (M2)) | 112 elseif (ischar (M2)) |
113 fun = str2func (M2); | 113 fun = str2func (M2); |
142 | 142 |
143 bnorm = norm (b); | 143 bnorm = norm (b); |
144 res0 = Inf; | 144 res0 = Inf; |
145 | 145 |
146 if (any (r0 != 0)) | 146 if (any (r0 != 0)) |
147 | 147 |
148 for k = 1:maxit | 148 for k = 1:maxit |
149 | 149 |
150 a = (s0' * Pm1x (r0)) ./ (f' * Ax (d)); | 150 a = (s0' * Pm1x (r0)) ./ (f' * Ax (d)); |
151 | 151 |
152 x += a * d; | 152 x += a * d; |
153 y += conj (a) * f; | 153 y += conj (a) * f; |
154 | 154 |
155 r1 = r0 - a * Ax (d); | 155 r1 = r0 - a * Ax (d); |
156 s1 = s0 - conj (a) * Atx (f); | 156 s1 = s0 - conj (a) * Atx (f); |
157 | 157 |
158 beta = (s1' * Pm1x (r1)) ./ (s0' * Pm1x (r0)); | 158 beta = (s1' * Pm1x (r1)) ./ (s0' * Pm1x (r0)); |
159 | 159 |
160 d = Pm1x (r1) + beta * d; | 160 d = Pm1x (r1) + beta * d; |
161 f = Ptm1x (s1) + conj (beta) * f; | 161 f = Ptm1x (s1) + conj (beta) * f; |
162 | 162 |
163 r0 = r1; | 163 r0 = r1; |
164 s0 = s1; | 164 s0 = s1; |
165 | 165 |
166 res1 = norm (b - Ax (x)) / bnorm; | 166 res1 = norm (b - Ax (x)) / bnorm; |
167 if (res1 < tol) | 167 if (res1 < tol) |
168 flag = 0; | 168 flag = 0; |
169 if (nargout < 2) | 169 if (nargout < 2) |
170 printf ("bicg converged at iteration %i ", k); | 170 printf ("bicg converged at iteration %i ", k); |
171 printf ("to a solution with relative residual %e\n", res1); | 171 printf ("to a solution with relative residual %e\n", res1); |
172 endif | 172 endif |
173 break; | 173 break; |
174 endif | 174 endif |
175 | 175 |
176 if (res0 <= res1) | 176 if (res0 <= res1) |
177 flag = 3; | 177 flag = 3; |
178 printf ("bicg stopped at iteration %i ", k); | 178 printf ("bicg stopped at iteration %i ", k); |
179 printf ("without converging to the desired tolerance %e\n", tol); | 179 printf ("without converging to the desired tolerance %e\n", tol); |
180 printf ("because the method stagnated.\n"); | 180 printf ("because the method stagnated.\n"); |
181 printf ("The iterate returned (number %i) ", k-1); | 181 printf ("The iterate returned (number %i) ", k-1); |
182 printf ("has relative residual %e\n", res0); | 182 printf ("has relative residual %e\n", res0); |
183 break | 183 break |
184 endif | 184 endif |
185 res0 = res1; | 185 res0 = res1; |
186 if (nargout > 4) | 186 if (nargout > 4) |
187 resvec(k) = res0; | 187 resvec(k) = res0; |
188 endif | 188 endif |
189 endfor | 189 endfor |
190 | 190 |
191 if (k == maxit) | 191 if (k == maxit) |
192 flag = 1; | 192 flag = 1; |
193 printf ("bicg stopped at iteration %i ", maxit); | 193 printf ("bicg stopped at iteration %i ", maxit); |
194 printf ("without converging to the desired tolerance %e\n", tol); | 194 printf ("without converging to the desired tolerance %e\n", tol); |
195 printf ("because the maximum number of iterations was reached. "); | 195 printf ("because the maximum number of iterations was reached. "); |
196 printf ("The iterate returned (number %i) has ", maxit); | 196 printf ("The iterate returned (number %i) has ", maxit); |
197 printf ("relative residual %e\n", res1); | 197 printf ("relative residual %e\n", res1); |
198 endif | 198 endif |
201 flag = 0; | 201 flag = 0; |
202 if (nargout < 2) | 202 if (nargout < 2) |
203 printf ("bicg converged after 0 interations\n"); | 203 printf ("bicg converged after 0 interations\n"); |
204 endif | 204 endif |
205 endif | 205 endif |
206 | 206 |
207 else | 207 else |
208 print_usage (); | 208 print_usage (); |
209 endif | 209 endif |
210 | 210 |
211 endfunction; | 211 endfunction; |
212 | 212 |
213 | 213 |
214 %!test | 214 %!test |
215 %! n = 100; | 215 %! n = 100; |
216 %! A = spdiags ([-2*ones(n,1) 4*ones(n,1) -ones(n,1)], -1:1, n, n); | 216 %! A = spdiags ([-2*ones(n,1) 4*ones(n,1) -ones(n,1)], -1:1, n, n); |
217 %! b = sum (A, 2); | 217 %! b = sum (A, 2); |
218 %! tol = 1e-8; | 218 %! tol = 1e-8; |
219 %! maxit = 15; | 219 %! maxit = 15; |
220 %! M1 = spdiags ([ones(n,1)/(-2) ones(n,1)],-1:0, n, n); | 220 %! M1 = spdiags ([ones(n,1)/(-2) ones(n,1)],-1:0, n, n); |
221 %! M2 = spdiags ([4*ones(n,1) -ones(n,1)], 0:1, n, n); | 221 %! M2 = spdiags ([4*ones(n,1) -ones(n,1)], 0:1, n, n); |
222 %! [x, flag, relres, iter, resvec] = bicg (A, b, tol, maxit, M1, M2); | 222 %! [x, flag, relres, iter, resvec] = bicg (A, b, tol, maxit, M1, M2); |
223 %! assert (x, ones (size (b)), 1e-7); | 223 %! assert (x, ones (size (b)), 1e-7); |
224 %! | 224 %! |
225 %!test | 225 %!test |
226 %! n = 100; | 226 %! n = 100; |
227 %! A = spdiags ([-2*ones(n,1) 4*ones(n,1) -ones(n,1)], -1:1, n, n); | 227 %! A = spdiags ([-2*ones(n,1) 4*ones(n,1) -ones(n,1)], -1:1, n, n); |
228 %! b = sum (A, 2); | 228 %! b = sum (A, 2); |
229 %! tol = 1e-8; | 229 %! tol = 1e-8; |
230 %! maxit = 15; | 230 %! maxit = 15; |
231 %! M1 = spdiags ([ones(n,1)/(-2) ones(n,1)],-1:0, n, n); | 231 %! M1 = spdiags ([ones(n,1)/(-2) ones(n,1)],-1:0, n, n); |
232 %! M2 = spdiags ([4*ones(n,1) -ones(n,1)], 0:1, n, n); | 232 %! M2 = spdiags ([4*ones(n,1) -ones(n,1)], 0:1, n, n); |
233 %! | 233 %! |
234 %! function y = afun (x, t, a) | 234 %! function y = afun (x, t, a) |
235 %! switch t | 235 %! switch t |
236 %! case "notransp" | 236 %! case "notransp" |
237 %! y = a * x; | 237 %! y = a * x; |
238 %! case "transp" | 238 %! case "transp" |
239 %! y = a' * x; | 239 %! y = a' * x; |
240 %! endswitch | 240 %! endswitch |
241 %! endfunction | 241 %! endfunction |
242 %! | 242 %! |
243 %! [x, flag, relres, iter, resvec] = bicg (@(x, t) afun (x, t, A), | 243 %! [x, flag, relres, iter, resvec] = bicg (@(x, t) afun (x, t, A), |
244 %! b, tol, maxit, M1, M2); | 244 %! b, tol, maxit, M1, M2); |
245 %! assert (x, ones (size (b)), 1e-7); | 245 %! assert (x, ones (size (b)), 1e-7); |
246 | 246 |
247 %!test | 247 %!test |
248 %! n = 100; | 248 %! n = 100; |
249 %! tol = 1e-8; | 249 %! tol = 1e-8; |
250 %! a = sprand (n, n, .1); | 250 %! a = sprand (n, n, .1); |
251 %! A = a' * a + 100 * eye (n); | 251 %! A = a' * a + 100 * eye (n); |
252 %! b = sum (A, 2); | 252 %! b = sum (A, 2); |
253 %! [x, flag, relres, iter, resvec] = bicg (A, b, tol, [], diag (diag (A))); | 253 %! [x, flag, relres, iter, resvec] = bicg (A, b, tol, [], diag (diag (A))); |
254 %! assert (x, ones (size (b)), 1e-7); | 254 %! assert (x, ones (size (b)), 1e-7); |