octave: scripts/sparse/pcr.m annotate

annotate scripts/sparse/pcr.m @ 27919:1891570abac8

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2020.

author	John W. Eaton <jwe@octave.org>
date	Mon, 06 Jan 2020 22:29:51 -0500
parents	b442ec6dda5c
children	bd51beb6205e

rev	line source
27919 1891570abac8 update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 27918 diff changeset	1 ## Copyright (C) 2004-2020 The Octave Project Developers
27918 b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	2 ##
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	3 ## See the file COPYRIGHT.md in the top-level directory of this distribution
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	4 ## or <https://octave.org/COPYRIGHT.html/>.
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	5 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	6 ##
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	7 ## This file is part of Octave.
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	8 ##
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	9 ## Octave is free software: you can redistribute it and/or modify it
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	10 ## under the terms of the GNU General Public License as published by
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	11 ## the Free Software Foundation, either version 3 of the License, or
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	12 ## (at your option) any later version.
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	13 ##
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	14 ## Octave is distributed in the hope that it will be useful, but
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	15 ## WITHOUT ANY WARRANTY; without even the implied warranty of
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	16 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	17 ## GNU General Public License for more details.
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	18 ##
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	19 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 7001 diff changeset	20 ## along with Octave; see the file COPYING. If not, see
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	21 ## <https://www.gnu.org/licenses/>.
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	22
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	23 ## -- texinfo --
20852 516bb87ea72e 2015 Code Sprint: remove class of function from docstring for all m-files. Rik <rik@octave.org> parents: 20735 diff changeset	24 ## @deftypefn {} {@var{x} =} pcr (@var{A}, @var{b}, @var{tol}, @var{maxit}, @var{m}, @var{x0}, @dots{})
516bb87ea72e 2015 Code Sprint: remove class of function from docstring for all m-files. Rik <rik@octave.org> parents: 20735 diff changeset	25 ## @deftypefnx {} {[@var{x}, @var{flag}, @var{relres}, @var{iter}, @var{resvec}] =} pcr (@dots{})
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	26 ##
20164 df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	27 ## Solve the linear system of equations @code{@var{A} * @var{x} = @var{b}} by
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	28 ## means of the Preconditioned Conjugate Residuals iterative method.
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	29 ##
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	30 ## The input arguments are
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	31 ##
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	32 ## @itemize
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	33 ## @item
20164 df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	34 ## @var{A} can be either a square (preferably sparse) matrix or a function
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	35 ## handle, inline function or string containing the name of a function which
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	36 ## computes @code{@var{A} * @var{x}}. In principle @var{A} should be
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	37 ## symmetric and non-singular; if @code{pcr} finds @var{A} to be numerically
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	38 ## singular, you will get a warning message and the @var{flag} output
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	39 ## parameter will be set.
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	40 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	41 ## @item
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	42 ## @var{b} is the right hand side vector.
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	43 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	44 ## @item
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	45 ## @var{tol} is the required relative tolerance for the residual error,
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	46 ## @code{@var{b} - @var{A} * @var{x}}. The iteration stops if
c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	47 ## @code{norm (@var{b} - @var{A} * @var{x}) <=
11563 3c6e8aaa9555 Grammarcheck m-files before 3.4 release. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	48 ## @var{tol} * norm (@var{b} - @var{A} * @var{x0})}.
3c6e8aaa9555 Grammarcheck m-files before 3.4 release. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	49 ## If @var{tol} is empty or is omitted, the function sets
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	50 ## @code{@var{tol} = 1e-6} by default.
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	51 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	52 ## @item
20164 df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	53 ## @var{maxit} is the maximum allowable number of iterations; if @code{[]} is
25472 9771111f04f4 doc: Use @var rather than @code to mark inputs to functions in docstrings. Rik <rik@octave.org> parents: 25054 diff changeset	54 ## supplied for @var{maxit}, or @code{pcr} has less arguments, a default
20164 df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	55 ## value equal to 20 is used.
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	56 ##
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	57 ## @item
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	58 ## @var{m} is the (left) preconditioning matrix, so that the iteration is
20164 df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	59 ## (theoretically) equivalent to solving by
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	60 ## @code{pcr} @code{@var{P} * @var{x} = @var{m} \ @var{b}}, with
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	61 ## @code{@var{P} = @var{m} \ @var{A}}. Note that a proper choice of the
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	62 ## preconditioner may dramatically improve the overall performance of the
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	63 ## method. Instead of matrix @var{m}, the user may pass a function which
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	64 ## returns the results of applying the inverse of @var{m} to a vector
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	65 ## (usually this is the preferred way of using the preconditioner). If
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	66 ## @code{[]} is supplied for @var{m}, or @var{m} is omitted, no
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	67 ## preconditioning is applied.
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	68 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	69 ## @item
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	70 ## @var{x0} is the initial guess. If @var{x0} is empty or omitted, the
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	71 ## function sets @var{x0} to a zero vector by default.
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	72 ## @end itemize
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	73 ##
20164 df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	74 ## The arguments which follow @var{x0} are treated as parameters, and passed
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	75 ## in a proper way to any of the functions (@var{A} or @var{m}) which are
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	76 ## passed to @code{pcr}. See the examples below for further details.
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	77 ##
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	78 ## The output arguments are
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	79 ##
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	80 ## @itemize
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	81 ## @item
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	82 ## @var{x} is the computed approximation to the solution of
11471 994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	83 ## @code{@var{A} * @var{x} = @var{b}}.
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	84 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	85 ## @item
20164 df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	86 ## @var{flag} reports on the convergence. @code{@var{flag} = 0} means the
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	87 ## solution converged and the tolerance criterion given by @var{tol} is
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	88 ## satisfied. @code{@var{flag} = 1} means that the @var{maxit} limit for the
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	89 ## iteration count was reached. @code{@var{flag} = 3} reports a @code{pcr}
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	90 ## breakdown, see [1] for details.
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	91 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	92 ## @item
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	93 ## @var{relres} is the ratio of the final residual to its initial value,
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	94 ## measured in the Euclidean norm.
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	95 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	96 ## @item
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	97 ## @var{iter} is the actual number of iterations performed.
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	98 ##
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	99 ## @item
20164 df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	100 ## @var{resvec} describes the convergence history of the method, so that
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	101 ## @code{@var{resvec} (i)} contains the Euclidean norms of the residual after
df437a52bcaf doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19697 diff changeset	102 ## the (@var{i}-1)-th iteration, @code{@var{i} = 1,2, @dots{}, @var{iter}+1}.
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	103 ## @end itemize
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	104 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	105 ## Let us consider a trivial problem with a diagonal matrix (we exploit the
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	106 ## sparsity of A)
c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	107 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	108 ## @example
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	109 ## @group
14327 4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	110 ## n = 10;
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	111 ## A = sparse (diag (1:n));
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	112 ## b = rand (N, 1);
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	113 ## @end group
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	114 ## @end example
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	115 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	116 ## @sc{Example 1:} Simplest use of @code{pcr}
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	117 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	118 ## @example
14327 4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	119 ## x = pcr (A, b)
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	120 ## @end example
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	121 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	122 ## @sc{Example 2:} @code{pcr} with a function which computes
11471 994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	123 ## @code{@var{A} * @var{x}}.
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	124 ##
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	125 ## @example
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	126 ## @group
14327 4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	127 ## function y = apply_a (x)
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	128 ## y = [1:10]' .* x;
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	129 ## endfunction
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	130 ##
14327 4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	131 ## x = pcr ("apply_a", b)
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	132 ## @end group
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	133 ## @end example
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	134 ##
9051 1bf0ce0930be Grammar check TexInfo in all .m files Rik <rdrider0-list@yahoo.com> parents: 8920 diff changeset	135 ## @sc{Example 3:} Preconditioned iteration, with full diagnostics. The
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	136 ## preconditioner (quite strange, because even the original matrix
11471 994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	137 ## @var{A} is trivial) is defined as a function
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	138 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	139 ## @example
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	140 ## @group
14327 4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	141 ## function y = apply_m (x)
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	142 ## k = floor (length (x) - 2);
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	143 ## y = x;
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	144 ## y(1:k) = x(1:k) ./ [1:k]';
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	145 ## endfunction
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	146 ##
14327 4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	147 ## [x, flag, relres, iter, resvec] = ...
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	148 ## pcr (A, b, [], [], "apply_m")
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	149 ## semilogy ([1:iter+1], resvec);
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	150 ## @end group
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	151 ## @end example
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	152 ##
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	153 ## @sc{Example 4:} Finally, a preconditioner which depends on a
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	154 ## parameter @var{k}.
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	155 ##
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	156 ## @example
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	157 ## @group
14327 4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	158 ## function y = apply_m (x, varargin)
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	159 ## k = varargin@{1@};
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	160 ## y = x;
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	161 ## y(1:k) = x(1:k) ./ [1:k]';
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	162 ## endfunction
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	163 ##
14327 4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	164 ## [x, flag, relres, iter, resvec] = ...
4d917a6a858b doc: Use Octave coding conventions in @example blocks of docstrings. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	165 ## pcr (A, b, [], [], "apply_m"', [], 3)
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	166 ## @end group
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	167 ## @end example
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	168 ##
10791 3140cb7a05a1 Add spellchecker scripts for Octave and run spellcheck of documentation Rik <octave@nomad.inbox5.com> parents: 10549 diff changeset	169 ## References:
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	170 ##
19040 0850b5212619 doc: Add @nospell macro around proper names in documentation. Rik <rik@octave.org> parents: 17744 diff changeset	171 ## [1] @nospell{W. Hackbusch}, @cite{Iterative Solution of Large Sparse
21315 ea2c2e08ceda doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 20852 diff changeset	172 ## Systems of Equations}, section 9.5.4; @nospell{Springer}, 1994
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	173 ##
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	174 ## @seealso{sparse, pcg}
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	175 ## @end deftypefn
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	176
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	177 ## Author: Piotr Krzyzanowski <piotr.krzyzanowski@mimuw.edu.pl>
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	178
11471 994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	179 function [x, flag, relres, iter, resvec] = pcr (A, b, tol, maxit, m, x0, varargin)
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	180
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	181 breakdown = false;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	182
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	183 if (nargin < 6 \|\| isempty (x0))
376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	184 x = zeros (size (b));
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	185 else
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	186 x = x0;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	187 endif
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	188
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	189 if (nargin < 5)
8507 cadc73247d65 style fixes John W. Eaton <jwe@octave.org> parents: 7031 diff changeset	190 m = [];
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	191 endif
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	192
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	193 if (nargin < 4 \|\| isempty (maxit))
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	194 maxit = 20;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	195 endif
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	196
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	197 maxit += 2;
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	198
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	199 if (nargin < 3 \|\| isempty (tol))
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	200 tol = 1e-6;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	201 endif
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	202
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	203 if (nargin < 2)
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	204 print_usage ();
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	205 endif
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	206
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	207 ## init
11471 994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	208 if (isnumeric (A)) # is A a matrix?
994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	209 r = b - A*x;
10549 95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	210 else # then A should be a function!
11471 994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	211 r = b - feval (A, x, varargin{:});
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	212 endif
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	213
10549 95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	214 if (isnumeric (m)) # is M a matrix?
95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	215 if (isempty (m)) # if M is empty, use no precond
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	216 p = r;
10549 95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	217 else # otherwise, apply the precond
8507 cadc73247d65 style fixes John W. Eaton <jwe@octave.org> parents: 7031 diff changeset	218 p = m \ r;
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	219 endif
10549 95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	220 else # then M should be a function!
8507 cadc73247d65 style fixes John W. Eaton <jwe@octave.org> parents: 7031 diff changeset	221 p = feval (m, r, varargin{:});
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	222 endif
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	223
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	224 iter = 2;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	225
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	226 b_bot_old = 1;
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	227 q_old = p_old = s_old = zeros (size (x));
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	228
11471 994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	229 if (isnumeric (A)) # is A a matrix?
994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	230 q = A * p;
10549 95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	231 else # then A should be a function!
11471 994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	232 q = feval (A, p, varargin{:});
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	233 endif
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	234
c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	235 resvec(1) = abs (norm (r));
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	236
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	237 ## iteration
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	238 while (resvec(iter-1) > tol*resvec(1) && iter < maxit)
376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	239
10549 95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	240 if (isnumeric (m)) # is M a matrix?
95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	241 if (isempty (m)) # if M is empty, use no precond
95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	242 s = q;
95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	243 else # otherwise, apply the precond
95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	244 s = m \ q;
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	245 endif
10549 95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	246 else # then M should be a function!
8507 cadc73247d65 style fixes John W. Eaton <jwe@octave.org> parents: 7031 diff changeset	247 s = feval (m, q, varargin{:});
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	248 endif
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	249 b_top = r' * s;
376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	250 b_bot = q' * s;
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	251
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	252 if (b_bot == 0.0)
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	253 breakdown = true;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	254 break;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	255 endif
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	256 lambda = b_top / b_bot;
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	257
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	258 x += lambda*p;
376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	259 r -= lambda*q;
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	260
14868 5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14363 diff changeset	261 if (isnumeric (A)) # is A a matrix?
11471 994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	262 t = A*s;
10549 95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	263 else # then A should be a function!
11471 994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	264 t = feval (A, s, varargin{:});
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	265 endif
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	266
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	267 alpha0 = (t'*s) / b_bot;
376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	268 alpha1 = (t'*s_old) / b_bot_old;
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	269
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	270 p_temp = p;
376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	271 q_temp = q;
376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	272
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	273 p = s - alpha0p - alpha1p_old;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	274 q = t - alpha0q - alpha1q_old;
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	275
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	276 s_old = s;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	277 p_old = p_temp;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	278 q_old = q_temp;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	279 b_bot_old = b_bot;
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11563 diff changeset	280
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	281 resvec(iter) = abs (norm (r));
20735 418ae0cb752f Replace ++,-- with in-place operators for performance. Rik <rik@octave.org> parents: 20727 diff changeset	282 iter += 1;
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	283 endwhile
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	284
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	285 flag = 0;
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	286 relres = resvec(iter-1) ./ resvec(1);
376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	287 iter -= 2;
376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	288 if (iter >= maxit-2)
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	289 flag = 1;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	290 if (nargout < 2)
6498 2c85044aa63f [project @ 2007-04-05 17:59:47 by jwe] jwe parents: 5838 diff changeset	291 warning ("pcr: maximum number of iterations (%d) reached\n", iter);
20727 a5949b3d2332 Preface warning() messages with name of function when possible. Rik <rik@octave.org> parents: 20164 diff changeset	292 warning ("pcr: the initial residual norm was reduced %g times\n",
a5949b3d2332 Preface warning() messages with name of function when possible. Rik <rik@octave.org> parents: 20164 diff changeset	293 1.0/relres);
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	294 endif
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	295 elseif (nargout < 2 && ! breakdown)
6498 2c85044aa63f [project @ 2007-04-05 17:59:47 by jwe] jwe parents: 5838 diff changeset	296 fprintf (stderr, "pcr: converged in %d iterations. \n", iter);
20727 a5949b3d2332 Preface warning() messages with name of function when possible. Rik <rik@octave.org> parents: 20164 diff changeset	297 fprintf (stderr, "pcr: the initial residual norm was reduced %g times\n",
10549 95c3e38098bf Untabify .m scripts Rik <code@nomad.inbox5.com> parents: 9051 diff changeset	298 1.0 / relres);
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	299 endif
5838 376e02b2ce70 [project @ 2006-06-01 20:23:53 by jwe] jwe parents: 5837 diff changeset	300
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	301 if (breakdown)
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	302 flag = 3;
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	303 if (nargout < 2)
7001 8b0cfeb06365 [project @ 2007-10-10 18:02:59 by jwe] jwe parents: 6498 diff changeset	304 warning ("pcr: breakdown occurred:\n");
6498 2c85044aa63f [project @ 2007-04-05 17:59:47 by jwe] jwe parents: 5838 diff changeset	305 warning ("system matrix singular or preconditioner indefinite?\n");
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	306 endif
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	307 endif
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	308
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	309 endfunction
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	310
14237 11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	311
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	312 %!demo
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	313 %! ## Simplest usage of PCR (see also 'help pcr')
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	314 %!
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	315 %! N = 20;
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	316 %! A = diag (linspace (-3.1,3,N)); b = rand (N,1);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	317 %! y = A \ b; # y is the true solution
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	318 %! x = pcr (A,b);
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	319 %! printf ("The solution relative error is %g\n", norm (x-y) / norm (y));
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	320 %!
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	321 %! ## You shouldn't be afraid if PCR issues some warning messages in this
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	322 %! ## example: watch out in the second example, why it takes N iterations
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	323 %! ## of PCR to converge to (a very accurate, by the way) solution.
14237 11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	324
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	325 %!demo
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	326 %! ## Full output from PCR
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	327 %! ## We use this output to plot the convergence history
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	328 %!
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	329 %! N = 20;
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	330 %! A = diag (linspace (-3.1,30,N)); b = rand (N,1);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	331 %! X = A \ b; # X is the true solution
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	332 %! [x, flag, relres, iter, resvec] = pcr (A,b);
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	333 %! printf ("The solution relative error is %g\n", norm (x-X) / norm (X));
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	334 %! clf;
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	335 %! title ("Convergence history");
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	336 %! xlabel ("Iteration"); ylabel ("log(\|\|b-Ax\|\|/\|\|b\|\|)");
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	337 %! semilogy ([0:iter], resvec/resvec(1), "o-g;relative residual;");
14237 11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	338
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	339 %!demo
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	340 %! ## Full output from PCR
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	341 %! ## We use indefinite matrix based on the Hilbert matrix, with one
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	342 %! ## strongly negative eigenvalue
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	343 %! ## Hilbert matrix is extremely ill conditioned, so is ours,
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	344 %! ## and that's why PCR WILL have problems
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	345 %!
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	346 %! N = 10;
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	347 %! A = hilb (N); A(1,1) = -A(1,1); b = rand (N,1);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	348 %! X = A \ b; # X is the true solution
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	349 %! printf ("Condition number of A is %g\n", cond (A));
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	350 %! [x, flag, relres, iter, resvec] = pcr (A,b,[],200);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	351 %! if (flag == 3)
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	352 %! printf ("PCR breakdown. System matrix is [close to] singular\n");
22302 1c4cd12987f5 Use Octave syntax in graphics demos. Rik <rik@octave.org> parents: 21634 diff changeset	353 %! endif
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	354 %! clf;
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	355 %! title ("Convergence history");
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	356 %! xlabel ("Iteration"); ylabel ("log(\|\|b-Ax\|\|)");
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	357 %! semilogy ([0:iter], resvec, "o-g;absolute residual;");
14237 11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	358
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	359 %!demo
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	360 %! ## Full output from PCR
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	361 %! ## We use an indefinite matrix based on the 1-D Laplacian matrix for A,
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	362 %! ## and here we have cond(A) = O(N^2)
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	363 %! ## That's the reason we need some preconditioner; here we take
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	364 %! ## a very simple and not powerful Jacobi preconditioner,
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	365 %! ## which is the diagonal of A.
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	366 %!
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	367 %! ## Note that we use here indefinite preconditioners!
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	368 %!
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	369 %! N = 100;
25755 ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	370 %! ## Form 1-D Laplacian matrix
ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	371 %! A = 2 * eye (N,N);
ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	372 %! A(2:(N+1):end) = -1;
ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	373 %! A((N+1):(N+1):end) = -1;
ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	374 %!
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	375 %! A = [A, zeros(size(A)); zeros(size(A)), -A];
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	376 %! b = rand (2*N,1);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	377 %! X = A \ b; # X is the true solution
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	378 %! maxit = 80;
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	379 %! printf ("System condition number is %g\n", cond (A));
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	380 %! ## No preconditioner: the convergence is very slow!
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	381 %!
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	382 %! [x, flag, relres, iter, resvec] = pcr (A,b,[],maxit);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	383 %! clf;
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	384 %! title ("Convergence history");
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	385 %! xlabel ("Iteration"); ylabel ("log(\|\|b-Ax\|\|)");
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	386 %! semilogy ([0:iter], resvec, "o-g;NO preconditioning: absolute residual;");
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	387 %!
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	388 %! pause (1);
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	389 %! ## Test Jacobi preconditioner: it will not help much!!!
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	390 %!
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	391 %! M = diag (diag (A)); # Jacobi preconditioner
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	392 %! [x, flag, relres, iter, resvec] = pcr (A,b,[],maxit,M);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	393 %! hold on;
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	394 %! semilogy ([0:iter],resvec,"o-r;JACOBI preconditioner: absolute residual;");
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	395 %!
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	396 %! pause (1);
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	397 %! ## Test nonoverlapping block Jacobi preconditioner: this one should give
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	398 %! ## some convergence speedup!
14237 11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	399 %!
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	400 %! M = zeros (N,N); k = 4;
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	401 %! for i=1:k:N # get k x k diagonal blocks of A
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	402 %! M(i:i+k-1,i:i+k-1) = A(i:i+k-1,i:i+k-1);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	403 %! endfor
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	404 %! M = [M, zeros(size (M)); zeros(size(M)), -M];
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	405 %! [x, flag, relres, iter, resvec] = pcr (A,b,[],maxit,M);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	406 %! semilogy ([0:iter], resvec, "o-b;BLOCK JACOBI preconditioner: absolute residual;");
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14335 diff changeset	407 %! hold off;
14237 11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	408
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	409 %!test
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	410 %! ## solve small indefinite diagonal system
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	411 %!
14237 11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	412 %! N = 10;
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	413 %! A = diag (linspace (-10.1,10,N)); b = ones (N,1);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	414 %! X = A \ b; # X is the true solution
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	415 %! [x, flag] = pcr (A,b,[],N+1);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	416 %! assert (norm (x-X) / norm (X) < 1e-10);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	417 %! assert (flag, 0);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	418
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	419 %!test
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	420 %! ## solve tridiagonal system, do not converge in default 20 iterations
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	421 %! ## should perform max allowable default number of iterations
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	422 %!
14237 11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	423 %! N = 100;
25755 ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	424 %! ## Form 1-D Laplacian matrix
ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	425 %! A = 2 * eye (N,N);
ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	426 %! A(2:(N+1):end) = -1;
ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	427 %! A((N+1):(N+1):end) = -1;
14237 11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	428 %! b = ones (N,1);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	429 %! X = A \ b; # X is the true solution
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	430 %! [x, flag, relres, iter, resvec] = pcr (A,b,1e-12);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	431 %! assert (flag, 1);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	432 %! assert (relres > 0.6);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	433 %! assert (iter, 20);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	434
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	435 %!test
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	436 %! ## solve tridiagonal system with "perfect" preconditioner
b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 14868 diff changeset	437 %! ## converges in one iteration
5837 55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe] jwe parents: diff changeset	438 %!
14237 11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	439 %! N = 100;
25755 ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	440 %! ## Form 1-D Laplacian matrix
ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	441 %! A = 2 * eye (N,N);
ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	442 %! A(2:(N+1):end) = -1;
ddf8a03beffb Calculate Laplacian matrix in BIST tests without for loop. Rik <rik@octave.org> parents: 25472 diff changeset	443 %! A((N+1):(N+1):end) = -1;
14237 11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	444 %! b = ones (N,1);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	445 %! X = A \ b; # X is the true solution
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	446 %! [x, flag, relres, iter] = pcr (A,b,[],[],A,b);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	447 %! assert (norm (x-X) / norm(X) < 1e-6);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	448 %! assert (relres < 1e-6);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	449 %! assert (flag, 0);
11949c9795a0 Revamp %!demos in m-files to use Octave coding conventions on spacing, etc. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	450 %! assert (iter, 1); # should converge in one iteration

Mercurial > octave

annotate scripts/sparse/pcr.m @ 27919:1891570abac8