Mercurial > octave
annotate scripts/sparse/cgs.m @ 21633:dcf8922b724b
Deprecate printf, puts, and scanf. Make fputs a M-file.
* libinterp/corefcn/file-io.cc: extracted printf, puts, and scanf to M-files.
* scripts/deprecated/printf.m: new function, equivalent to version file-io.cc.
* scripts/deprecated/puts.m: new function, equivalent to version file-io.cc.
* scripts/deprecated/scanf.m: new function, equivalent to version file-io.cc.
* scripts/deprecated/module.mk: added printf, puts, and scanf.
* scripts/io/fputs.m: new function, equivalent to version file-io.cc.
* scripts/io/module.mk: added fputs.
* doc/interpreter/io.txi: adapted documentation to current implementation.
* NEWS: announced changes.
* doc/interpreter/basics.txi: replaced printf by fprintf.
* doc/interpreter/stmt.txi: replaced printf by fprintf.
* doc/interpreter/var.txi: replaced printf by fprintf.
* doc/refcard/refcard.tex: removed printf and scanf.
* examples/code/@FIRfilter/display.m: replaced printf by fprintf.
* examples/code/@polynomial/display.m: replaced printf by fprintf.
* scripts/@ftp/display.m: replaced printf by fprintf.
* scripts/general/inputParser.m: replaced printf by fprintf.
* scripts/general/methods.m: replaced printf by fprintf.
* scripts/general/profexplore.m: replaced printf by fprintf.
* scripts/general/profshow.m: replaced printf by fprintf.
* scripts/help/help.m: replaced puts by fputs and printf by fprintf.
* scripts/help/lookfor.m: replaced puts by fputs and printf by fprintf.
* scripts/help/which.m: replaced printf by fprintf.
* scripts/image/imformats.m: replaced printf by fprintf.
* scripts/io/beep.m: replaced puts by fputs.
* scripts/io/textread.m: replaced printf by fprintf.
* scripts/java/javaclasspath.m: replaced printf by fprintf.
* scripts/java/javamem.m: replaced printf by fprintf.
* scripts/miscellaneous/dir.m: replaced printf by fprintf.
* scripts/miscellaneous/dos.m: replaced printf by fprintf.
* scripts/miscellaneous/fact.m: replaced printf by fprintf.
* scripts/miscellaneous/info.m: replaced printf by fprintf.
* scripts/miscellaneous/license.m: replaced printf by fprintf.
* scripts/miscellaneous/ls.m: replaced puts by fputs.
* scripts/miscellaneous/menu.m: replaced printf by fprintf.
* scripts/miscellaneous/mkoctfile.m: replaced printf by fprintf.
* scripts/miscellaneous/private/display_info_file.m:
* scripts/miscellaneous/unix.m: replaced printf by fprintf.
* scripts/miscellaneous/ver.m: replaced printf by fprintf.
* scripts/miscellaneous/what.m: replaced printf by fprintf.
* scripts/ode/ode23.m: replaced printf by fprintf.
* scripts/ode/ode45.m: replaced printf by fprintf.
* scripts/optimization/fminbnd.m: replaced printf by fprintf.
* scripts/optimization/optimset.m: replaced puts by fputs and printf by fprintf.
* scripts/optimization/sqp.m: replaced printf by fprintf.
* scripts/pkg/pkg.m: replaced printf by fprintf.
* scripts/pkg/private/describe.m: replaced printf by fprintf.
* scripts/pkg/private/install.m: replaced printf by fprintf.
* scripts/pkg/private/installed_packages.m: replaced printf by fprintf.
* scripts/pkg/private/list_forge_packages.m: replaced puts by fputs and printf by fprintf.
* scripts/pkg/private/rebuild.m: replaced printf by fprintf.
* scripts/plot/util/__gnuplot_drawnow__.m: replaced puts by fputs and printf by fprintf.
* scripts/signal/stft.m: replaced printf by fprintf.
* scripts/sparse/bicg.m: replaced printf by fprintf.
* scripts/sparse/bicgstab.m: replaced printf by fprintf.
* scripts/sparse/cgs.m: replaced printf by fprintf.
* scripts/sparse/pcg.m: replaced printf by fprintf.
* scripts/sparse/pcr.m: replaced printf by fprintf.
* scripts/sparse/qmr.m: replaced printf by fprintf.
* scripts/statistics/models/logistic_regression.m: replaced printf by fprintf.
* scripts/statistics/tests/anova.m: replaced printf by fprintf.
* scripts/statistics/tests/bartlett_test.m: replaced printf by fprintf.
* scripts/statistics/tests/chisquare_test_homogeneity.m: replaced printf by fprintf.
* scripts/statistics/tests/chisquare_test_independence.m: replaced printf by fprintf.
* scripts/statistics/tests/cor_test.m: replaced printf by fprintf.
* scripts/statistics/tests/f_test_regression.m: replaced printf by fprintf.
* scripts/statistics/tests/hotelling_test.m: replaced printf by fprintf.
* scripts/statistics/tests/hotelling_test_2.m: replaced printf by fprintf.
* scripts/statistics/tests/kolmogorov_smirnov_test.m: replaced printf by fprintf.
* scripts/statistics/tests/kolmogorov_smirnov_test_2.m: replaced printf by fprintf.
* scripts/statistics/tests/kruskal_wallis_test.m: replaced printf by fprintf.
* scripts/statistics/tests/manova.m: replaced printf by fprintf.
* scripts/statistics/tests/mcnemar_test.m: replaced printf by fprintf.
* scripts/statistics/tests/prop_test_2.m: replaced printf by fprintf.
* scripts/statistics/tests/run_test.m: replaced printf by fprintf.
* scripts/statistics/tests/sign_test.m: replaced printf by fprintf.
* scripts/statistics/tests/t_test.m: replaced printf by fprintf.
* scripts/statistics/tests/t_test_2.m: replaced printf by fprintf.
* scripts/statistics/tests/t_test_regression.m: replaced printf by fprintf.
* scripts/statistics/tests/u_test.m: replaced printf by fprintf.
* scripts/statistics/tests/var_test.m: replaced printf by fprintf.
* scripts/statistics/tests/welch_test.m: replaced printf by fprintf.
* scripts/statistics/tests/wilcoxon_test.m: replaced printf by fprintf.
* scripts/statistics/tests/z_test.m: replaced printf by fprintf.
* scripts/statistics/tests/z_test_2.m: replaced printf by fprintf.
* scripts/strings/strtok.m: replaced printf by fprintf.
* scripts/testfun/__run_test_suite__.m: replaced puts by fputs and printf by fprintf.
* scripts/testfun/demo.m: replaced printf by fprintf.
* scripts/testfun/example.m: replaced printf by fprintf.
* scripts/testfun/private/compare_plot_demos.m: replaced printf by fprintf.
* scripts/testfun/rundemos.m: replaced printf by fprintf.
* scripts/testfun/runtests.m: replaced puts by fputs and printf by fprintf.
* scripts/testfun/speed.m: replaced printf by fprintf.
* scripts/testfun/test.m: replaced printf by fprintf.
* scripts/time/calendar.m: replaced puts by fputs and printf by fprintf.
* test/io.tst: replaced printf by fprintf.
author | Kai T. Ohlhus <k.ohlhus@gmail.com> |
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date | Wed, 20 Apr 2016 17:53:10 +0200 |
parents | 3be6a07e8bad |
children | 96518f623c91 |
rev | line source |
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1 ## Copyright (C) 2008-2015 Radek Salac |
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2 ## Copyright (C) 2012 Carlo de Falco |
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3 ## |
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4 ## This file is part of Octave. |
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5 ## |
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6 ## Octave is free software; you can redistribute it and/or modify it |
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7 ## under the terms of the GNU General Public License as published by |
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8 ## the Free Software Foundation; either version 3 of the License, or (at |
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9 ## your option) any later version. |
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10 ## |
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11 ## Octave is distributed in the hope that it will be useful, but |
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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14 ## General Public License for more details. |
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15 ## |
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16 ## You should have received a copy of the GNU General Public License |
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17 ## along with Octave; see the file COPYING. If not, see |
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18 ## <http://www.gnu.org/licenses/>. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {} {@var{x} =} cgs (@var{A}, @var{b}, @var{rtol}, @var{maxit}, @var{M1}, @var{M2}, @var{x0}) |
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22 ## @deftypefnx {} {@var{x} =} cgs (@var{A}, @var{b}, @var{rtol}, @var{maxit}, @var{P}) |
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23 ## @deftypefnx {} {[@var{x}, @var{flag}, @var{relres}, @var{iter}, @var{resvec}] =} cgs (@var{A}, @var{b}, @dots{}) |
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24 ## Solve @code{A x = b}, where @var{A} is a square matrix, using the |
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25 ## Conjugate Gradients Squared method. |
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26 ## |
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27 ## @itemize @minus |
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28 ## @item @var{rtol} is the relative tolerance, if not given or set to [] the |
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29 ## default value 1e-6 is used. |
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30 ## |
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31 ## @item @var{maxit} the maximum number of outer iterations, if not given or |
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32 ## set to [] the default value @code{min (20, numel (b))} is used. |
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33 ## |
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34 ## @item @var{x0} the initial guess, if not given or set to [] the default |
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35 ## value @code{zeros (size (b))} is used. |
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36 ## @end itemize |
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37 ## |
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38 ## @var{A} can be passed as a matrix or as a function handle or inline |
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39 ## function @code{f} such that @code{f(x) = A*x}. |
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40 ## |
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41 ## The preconditioner @var{P} is given as @code{P = M1 * M2}. Both @var{M1} |
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42 ## and @var{M2} can be passed as a matrix or as a function handle or inline |
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43 ## function @code{g} such that @code{g(x) = M1 \ x} or @code{g(x) = M2 \ x}. |
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44 ## |
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45 ## If called with more than one output parameter |
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46 ## |
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47 ## @itemize @minus |
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48 ## @item @var{flag} indicates the exit status: |
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49 ## |
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50 ## @itemize @minus |
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51 ## @item 0: iteration converged to the within the chosen tolerance |
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52 ## |
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53 ## @item 1: the maximum number of iterations was reached before convergence |
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54 ## |
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55 ## @item 3: the algorithm reached stagnation |
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56 ## @end itemize |
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57 ## |
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58 ## (the value 2 is unused but skipped for compatibility). |
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59 ## |
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60 ## @item @var{relres} is the final value of the relative residual. |
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61 ## |
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62 ## @item @var{iter} is the number of iterations performed. |
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63 ## |
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64 ## @item @var{resvec} is a vector containing the relative residual at |
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65 ## each iteration. |
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66 ## @end itemize |
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67 ## |
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69 ## @end deftypefn |
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70 |
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71 function [x, flag, relres, iter, resvec] = cgs (A, b, tol, maxit, M1, M2, x0) |
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72 |
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73 if (nargin >= 2 && nargin <= 7 && isvector (full (b))) |
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74 |
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75 if (ischar (A)) |
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76 A = str2func (A); |
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77 elseif (isnumeric (A) && issquare (A)) |
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78 Ax = @(x) A * x; |
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79 elseif (isa (A, "function_handle")) |
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80 Ax = @(x) feval (A, x); |
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81 else |
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82 error ("cgs: A must be a square matrix or function"); |
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83 endif |
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84 |
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85 if (nargin < 3 || isempty (tol)) |
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86 tol = 1e-6; |
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87 endif |
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88 |
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89 if (nargin < 4 || isempty (maxit)) |
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90 maxit = min (rows (b), 20); |
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91 endif |
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92 |
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93 if (nargin < 5 || isempty (M1)) |
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94 M1m1x = @(x) x; |
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95 elseif (ischar (M1)) |
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96 M1m1x = str2func (M1); |
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Fix Matlab incompatibility of "ismatrix" (bug #42422).
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97 elseif (isnumeric (M1) && ismatrix (M1)) |
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98 M1m1x = @(x) M1 \ x; |
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99 elseif (isa (M1, "function_handle")) |
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100 M1m1x = @(x) feval (M1, x); |
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101 else |
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102 error ("cgs: preconditioner M1 must be a function or matrix"); |
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103 endif |
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104 |
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105 if (nargin < 6 || isempty (M2)) |
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106 M2m1x = @(x) x; |
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107 elseif (ischar (M2)) |
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108 M2m1x = str2func (M2); |
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109 elseif (isnumeric (M2) && ismatrix (M2)) |
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110 M2m1x = @(x) M2 \ x; |
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111 elseif (isa (M2, "function_handle")) |
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112 M2m1x = @(x) feval (M2, x); |
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113 else |
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114 error ("cgs: preconditioner M2 must be a function or matrix"); |
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115 endif |
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116 |
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117 precon = @(x) M2m1x (M1m1x (x)); |
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118 |
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119 if (nargin < 7 || isempty (x0)) |
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120 x0 = zeros (size (b)); |
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121 endif |
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122 |
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123 |
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124 x = x0; |
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125 |
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126 res = b - Ax (x); |
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127 norm_b = norm (b); |
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128 ## Vector of the residual norms for each iteration. |
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129 resvec = norm (res) / norm_b; |
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130 ro = 0; |
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131 ## Default behavior we don't reach tolerance tol within maxit iterations. |
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132 flag = 1; |
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133 for iter = 1:maxit |
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134 |
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135 z = precon (res); |
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136 |
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137 ## Cache. |
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138 ro_old = ro; |
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139 ro = res' * z; |
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140 if (iter == 1) |
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141 p = z; |
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142 else |
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143 beta = ro / ro_old; |
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144 p = z + beta * p; |
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145 endif |
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146 ## Cache. |
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147 q = Ax (p); |
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148 alpha = ro / (p' * q); |
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149 x += alpha * p; |
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150 |
20231
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151 res -= alpha * q; |
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152 relres = norm (res) / norm_b; |
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153 resvec = [resvec; relres]; |
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154 |
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155 if (relres <= tol) |
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156 ## We reach tolerance tol within maxit iterations. |
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157 flag = 0; |
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|
158 break |
19833
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|
159 elseif (resvec(end) == resvec(end - 1)) |
13063
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160 ## The method stagnates. |
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161 flag = 3; |
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|
162 break |
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163 endif |
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|
164 endfor |
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165 |
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166 if (nargout < 1) |
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167 if (flag == 0) |
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Deprecate printf, puts, and scanf. Make fputs a M-file.
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|
168 fprintf ("cgs converged at iteration %i to a solution with relative residual %e\n", |
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169 iter, relres); |
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170 elseif (flag == 3) |
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171 fprintf (["cgs stopped at iteration %i without converging to the desired tolerance %e\n", |
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172 "because the method stagnated.\n", |
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173 "The iterate returned (number %i) has relative residual %e\n"], |
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174 iter, tol, iter, relres); |
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175 else |
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|
176 fprintf (["cgs stopped at iteration %i without converging to the desired tolerance %e\n", |
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177 "because the maximum number of iterations was reached.\n", |
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178 "The iterate returned (number %i) has relative residual %e\n"], |
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179 iter, tol, iter, relres); |
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180 endif |
9278 | 181 endif |
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182 |
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183 else |
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184 print_usage (); |
9278 | 185 endif |
186 | |
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187 endfunction |
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188 |
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189 |
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190 %!demo |
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191 %! % Solve system of A*x=b |
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192 %! A = [5 -1 3;-1 2 -2;3 -2 3]; |
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193 %! b = [7;-1;4]; |
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194 %! [a,b,c,d,e] = cgs (A,b) |
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195 |
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196 %!shared A, b, n, M |
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197 %! |
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198 %!test |
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199 %! n = 100; |
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200 %! A = spdiags ([-ones(n,1) 4*ones(n,1) -ones(n,1)], -1:1, n, n); |
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201 %! b = sum (A, 2); |
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202 %! tol = 1e-8; |
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203 %! maxit = 1000; |
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204 %! M = 4*eye (n); |
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205 %! [x, flag, relres, iter, resvec] = cgs (A, b, tol, maxit, M); |
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206 %! assert (x, ones (size (b)), 1e-7); |
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207 %! |
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208 %!test |
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209 %! tol = 1e-8; |
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210 %! maxit = 15; |
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211 %! |
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212 %! [x, flag, relres, iter, resvec] = cgs (@(x) A * x, b, tol, maxit, M); |
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213 %! assert (x, ones (size (b)), 1e-7); |
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214 |
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215 %!test |
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216 %! n = 100; |
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217 %! tol = 1e-8; |
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218 %! a = sprand (n, n, .1); |
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219 %! A = a'*a + 100 * eye (n); |
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220 %! b = sum (A, 2); |
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221 %! [x, flag, relres, iter, resvec] = cgs (A, b, tol, [], diag (diag (A))); |
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222 %! assert (x, ones (size (b)), 1e-7); |
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223 |