diff scripts/sparse/pcr.m @ 11587:c792872f8942

all script files: untabify and strip trailing whitespace
author John W. Eaton <jwe@octave.org>
date Thu, 20 Jan 2011 17:35:29 -0500
parents 3c6e8aaa9555
children 050bc580cb60
line wrap: on
line diff
--- a/scripts/sparse/pcr.m	Thu Jan 20 17:24:59 2011 -0500
+++ b/scripts/sparse/pcr.m	Thu Jan 20 17:35:29 2011 -0500
@@ -19,7 +19,7 @@
 ## -*- texinfo -*-
 ## @deftypefn  {Function File} {@var{x} =} pcr (@var{A}, @var{b}, @var{tol}, @var{maxit}, @var{m}, @var{x0}, @dots{})
 ## @deftypefnx {Function File} {[@var{x}, @var{flag}, @var{relres}, @var{iter}, @var{resvec}] =} pcr (@dots{})
-## 
+##
 ## Solves the linear system of equations @code{@var{A} * @var{x} = @var{b}}
 ## by means of the Preconditioned Conjugate Residuals iterative
 ## method.  The input arguments are
@@ -32,18 +32,18 @@
 ## @var{A} should be symmetric and non-singular; if @code{pcr}
 ## finds @var{A} to be numerically singular, you will get a warning
 ## message and the @var{flag} output parameter will be set.
-## 
+##
 ## @item
 ## @var{b} is the right hand side vector.
-## 
+##
 ## @item
 ## @var{tol} is the required relative tolerance for the residual error,
-## @code{@var{b} - @var{A} * @var{x}}.  The iteration stops if 
-## @code{norm (@var{b} - @var{A} * @var{x}) <= 
+## @code{@var{b} - @var{A} * @var{x}}.  The iteration stops if
+## @code{norm (@var{b} - @var{A} * @var{x}) <=
 ##       @var{tol} * norm (@var{b} - @var{A} * @var{x0})}.
 ## If @var{tol} is empty or is omitted, the function sets
 ## @code{@var{tol} = 1e-6} by default.
-## 
+##
 ## @item
 ## @var{maxit} is the maximum allowable number of iterations; if
 ## @code{[]} is supplied for @code{maxit}, or @code{pcr} has less
@@ -55,16 +55,16 @@
 ## @var{x} = @var{m} \ @var{b}}, with @code{@var{P} = @var{m} \ @var{A}}.
 ## Note that a proper choice of the preconditioner may dramatically
 ## improve the overall performance of the method.  Instead of matrix
-## @var{m}, the user may pass a function which returns the results of 
+## @var{m}, the user may pass a function which returns the results of
 ## applying the inverse of @var{m} to a vector (usually this is the
 ## preferred way of using the preconditioner).  If @code{[]} is supplied
 ## for @var{m}, or @var{m} is omitted, no preconditioning is applied.
-## 
+##
 ## @item
-## @var{x0} is the initial guess.  If @var{x0} is empty or omitted, the 
+## @var{x0} is the initial guess.  If @var{x0} is empty or omitted, the
 ## function sets @var{x0} to a zero vector by default.
 ## @end itemize
-## 
+##
 ## The arguments which follow @var{x0} are treated as parameters, and
 ## passed in a proper way to any of the functions (@var{A} or @var{m})
 ## which are passed to @code{pcr}.  See the examples below for further
@@ -74,70 +74,70 @@
 ## @item
 ## @var{x} is the computed approximation to the solution of
 ## @code{@var{A} * @var{x} = @var{b}}.
-## 
+##
 ## @item
 ## @var{flag} reports on the convergence.  @code{@var{flag} = 0} means
 ## the solution converged and the tolerance criterion given by @var{tol}
 ## is satisfied.  @code{@var{flag} = 1} means that the @var{maxit} limit
 ## for the iteration count was reached.  @code{@var{flag} = 3} reports t
 ## @code{pcr} breakdown, see [1] for details.
-## 
+##
 ## @item
 ## @var{relres} is the ratio of the final residual to its initial value,
 ## measured in the Euclidean norm.
-## 
+##
 ## @item
 ## @var{iter} is the actual number of iterations performed.
 ##
-## @item 
+## @item
 ## @var{resvec} describes the convergence history of the method,
-## so that @code{@var{resvec} (i)} contains the Euclidean norms of the 
+## so that @code{@var{resvec} (i)} contains the Euclidean norms of the
 ## residual after the (@var{i}-1)-th iteration, @code{@var{i} =
 ## 1,2, @dots{}, @var{iter}+1}.
 ## @end itemize
-## 
+##
 ## Let us consider a trivial problem with a diagonal matrix (we exploit the
-## sparsity of A) 
-## 
+## sparsity of A)
+##
 ## @example
 ## @group
-##      n = 10; 
+##      n = 10;
 ##      A = sparse (diag (1:n));
 ##      b = rand (N, 1);
 ## @end group
 ## @end example
-## 
+##
 ## @sc{Example 1:} Simplest use of @code{pcr}
-## 
+##
 ## @example
 ##   x = pcr(A, b)
 ## @end example
-## 
+##
 ## @sc{Example 2:} @code{pcr} with a function which computes
 ## @code{@var{A} * @var{x}}.
 ##
 ## @example
 ## @group
-##   function y = apply_a (x) 
-##     y = [1:10]'.*x; 
+##   function y = apply_a (x)
+##     y = [1:10]'.*x;
 ##   endfunction
-## 
+##
 ##   x = pcr ("apply_a", b)
 ## @end group
 ## @end example
-## 
+##
 ## @sc{Example 3:}  Preconditioned iteration, with full diagnostics.  The
 ## preconditioner (quite strange, because even the original matrix
 ## @var{A} is trivial) is defined as a function
-## 
+##
 ## @example
 ## @group
-##   function y = apply_m (x)           
-##     k = floor (length(x)-2); 
-##     y = x; 
-##     y(1:k) = x(1:k)./[1:k]'; 
+##   function y = apply_m (x)
+##     k = floor (length(x)-2);
+##     y = x;
+##     y(1:k) = x(1:k)./[1:k]';
 ##   endfunction
-## 
+##
 ##   [x, flag, relres, iter, resvec] = ...
 ##                      pcr (A, b, [], [], "apply_m")
 ##   semilogy([1:iter+1], resvec);
@@ -146,21 +146,21 @@
 ##
 ## @sc{Example 4:} Finally, a preconditioner which depends on a
 ## parameter @var{k}.
-## 
+##
 ## @example
 ## @group
 ##   function y = apply_m (x, varargin)
-##     k = varargin@{1@}; 
-##     y = x; y(1:k) = x(1:k)./[1:k]';   
+##     k = varargin@{1@};
+##     y = x; y(1:k) = x(1:k)./[1:k]';
 ##   endfunction
-## 
+##
 ##   [x, flag, relres, iter, resvec] = ...
 ##                      pcr (A, b, [], [], "apply_m"', [], 3)
 ## @end group
 ## @end example
-## 
+##
 ## References:
-## 
+##
 ##      [1] W. Hackbusch, @cite{Iterative Solution of Large Sparse Systems of
 ##      Equations}, section 9.5.4; Springer, 1994
 ##
@@ -224,8 +224,8 @@
   else                          # then A should be a function!
     q = feval (A, p, varargin{:});
   endif
-        
-  resvec(1) = abs (norm (r)); 
+
+  resvec(1) = abs (norm (r));
 
   ## iteration
   while (resvec(iter-1) > tol*resvec(1) && iter < maxit)
@@ -241,36 +241,36 @@
     endif
     b_top = r' * s;
     b_bot = q' * s;
-        
+
     if (b_bot == 0.0)
       breakdown = true;
       break;
     endif
     lambda = b_top / b_bot;
-        
+
     x += lambda*p;
     r -= lambda*q;
-        
+
     if (isnumeric(A))           # is A a matrix?
       t = A*s;
     else                        # then A should be a function!
       t = feval (A, s, varargin{:});
     endif
-        
+
     alpha0 = (t'*s) / b_bot;
     alpha1 = (t'*s_old) / b_bot_old;
-        
+
     p_temp = p;
     q_temp = q;
 
     p = s - alpha0*p - alpha1*p_old;
     q = t - alpha0*q - alpha1*q_old;
-        
+
     s_old = s;
     p_old = p_temp;
     q_old = q_temp;
     b_bot_old = b_bot;
-        
+
     resvec(iter) = abs (norm (r));
     iter++;
   endwhile
@@ -304,20 +304,20 @@
 %!
 %!      # Simplest usage of PCR (see also 'help pcr')
 %!
-%!      N = 20; 
+%!      N = 20;
 %!      A = diag(linspace(-3.1,3,N)); b = rand(N,1); y = A\b; #y is the true solution
 %!      x = pcr(A,b);
 %!      printf('The solution relative error is %g\n', norm(x-y)/norm(y));
 %!
 %!      # You shouldn't be afraid if PCR issues some warning messages in this
-%!      # example: watch out in the second example, why it takes N iterations 
+%!      # example: watch out in the second example, why it takes N iterations
 %!      # of PCR to converge to (a very accurate, by the way) solution
 %!demo
 %!
 %!      # Full output from PCR
-%!      # We use this output to plot the convergence history  
+%!      # We use this output to plot the convergence history
 %!
-%!      N = 20; 
+%!      N = 20;
 %!      A = diag(linspace(-3.1,30,N)); b = rand(N,1); X = A\b; #X is the true solution
 %!      [x, flag, relres, iter, resvec] = pcr(A,b);
 %!      printf('The solution relative error is %g\n', norm(x-X)/norm(X));
@@ -328,10 +328,10 @@
 %!      # Full output from PCR
 %!      # We use indefinite matrix based on the Hilbert matrix, with one
 %!      # strongly negative eigenvalue
-%!      # Hilbert matrix is extremely ill conditioned, so is ours, 
+%!      # Hilbert matrix is extremely ill conditioned, so is ours,
 %!      # and that's why PCR WILL have problems
 %!
-%!      N = 10; 
+%!      N = 10;
 %!      A = hilb(N); A(1,1)=-A(1,1); b = rand(N,1); X = A\b; #X is the true solution
 %!      printf('Condition number of A is   %g\n', cond(A));
 %!      [x, flag, relres, iter, resvec] = pcr(A,b,[],200);
@@ -343,15 +343,15 @@
 %!demo
 %!
 %!      # Full output from PCR
-%!      # We use an indefinite matrix based on the 1-D Laplacian matrix for A, 
+%!      # We use an indefinite matrix based on the 1-D Laplacian matrix for A,
 %!      # and here we have cond(A) = O(N^2)
 %!      # That's the reason we need some preconditioner; here we take
-%!      # a very simple and not powerful Jacobi preconditioner, 
+%!      # a very simple and not powerful Jacobi preconditioner,
 %!      # which is the diagonal of A
 %!
 %!      # Note that we use here indefinite preconditioners!
 %!
-%!      N = 100; 
+%!      N = 100;
 %!      A = zeros(N,N);
 %!      for i=1:N-1 # form 1-D Laplacian matrix
 %!              A(i:i+1,i:i+1) = [2 -1; -1 2];
@@ -390,7 +390,7 @@
 %!
 %!      #solve small indefinite diagonal system
 %!
-%!      N = 10; 
+%!      N = 10;
 %!      A = diag(linspace(-10.1,10,N)); b = ones(N,1); X = A\b; #X is the true solution
 %!      [x, flag] = pcr(A,b,[],N+1);
 %!      assert(norm(x-X)/norm(X)<1e-10);
@@ -401,7 +401,7 @@
 %!      #solve tridiagonal system, do not converge in default 20 iterations
 %!      #should perform max allowable default number of iterations
 %!
-%!      N = 100; 
+%!      N = 100;
 %!      A = zeros(N,N);
 %!      for i=1:N-1 # form 1-D Laplacian matrix
 %!              A(i:i+1,i:i+1) = [2 -1; -1 2];
@@ -417,7 +417,7 @@
 %!      #solve tridiagonal system with 'prefect' preconditioner
 %!      #converges in one iteration
 %!
-%!      N = 100; 
+%!      N = 100;
 %!      A = zeros(N,N);
 %!      for i=1:N-1 # form 1-D Laplacian matrix
 %!              A(i:i+1,i:i+1) = [2 -1; -1 2];