给我一个MINRES迭代法的Matlab精确代码
时间: 2024-12-26 13:30:33 浏览: 9
MINRES(Minimum Residual)方法是一种用于解决稀疏、不对称线性系统Ax=b的迭代求解算法,尤其适用于正定系统。以下是MATLAB中使用MINRES算法的简单精确代码:
```matlab
function [x,resid] = minres(A,b,tol,maxit)
% MINRES - MINimum RESidual algorithm for solving Ax = b
% A: sparse matrix (n x n)
% b: right-hand side vector (n x 1)
% tol: desired tolerance for the residual norm
% maxit: maximum number of iterations
% Initialize variables
r0 = b - A * zeros(size(b));
z0 = r0;
H = speye(size(A)); % Identity matrix as an initial approximation to A'*A
x = zeros(size(b));
k = 0; % iteration counter
resid = [];
while k < maxit && norm(r0) > tol
% Orthogonalize z_k with respect to previous residuals
for i = 1:k
q = H*z0 - resid(i);
alpha = dot(q,r0);
z0 = z0 - alpha*r0;
if i > 1
beta = alpha / beta_i(i-1);
H = H + beta*q*q';
end
end
% Solve the inner Krylov subspace problem for beta_k
beta_k = dot(H*z0,r0);
% Update the approximate solution and residual
x = x + beta_k*z0;
r1 = r0 - beta_k*H*z0;
resid(k+1) = r1;
r0 = r1;
k = k + 1;
end
if k == maxit
warning('Maximum number of iterations reached');
end
```
在这个代码中,`minres`函数接受稀疏矩阵`A`、右向量`b`以及停止条件(容忍度和最大迭代次数)。它返回最小残差反规范法的近似解`x`和每次迭代的残差信息。
阅读全文