共轭梯度法matlab代码
时间: 2023-11-25 11:02:12 浏览: 93
以下是共轭梯度法的MATLAB代码实现:
```
function [x, flag, relres, iter, resvec] = conjgrad(A, b, x0, maxiter, tol)
% Input arguments:
% A: coefficient matrix
% b: right-hand side vector
% x0: initial guess
% maxiter: maximum number of iterations
% tol: tolerance for relative residual
%
% Output arguments:
% x: solution vector
% flag: convergence flag
% relres: relative residual
% iter: number of iterations performed
% resvec: vector of residual norms at each iteration
n = length(b);
x = x0;
r = b - A*x;
p = r;
rsold = r'*r;
resvec = zeros(maxiter, 1);
for iter = 1:maxiter
Ap = A*p;
alpha = rsold / (p'*Ap);
x = x + alpha*p;
r = r - alpha*Ap;
rsnew = r'*r;
resvec(iter) = sqrt(rsnew);
if sqrt(rsnew) < tol
flag = 0;
relres = sqrt(rsnew) / norm(b);
resvec(iter+1:end) = [];
return
end
p = r + (rsnew/rsold)*p;
rsold = rsnew;
end
flag = 1;
relres = sqrt(rsnew) / norm(b);
resvec(iter+1:end) = [];
end
```
其中,输入参数`A`为系数矩阵,`b`为右手向量,`x0`为初始解向量,`maxiter`为最大迭代次数,`tol`为容忍的相对残差。输出参数`x`为求解的解向量,`flag`为收敛标志,`relres`为相对残差,`iter`为实际迭代次数,`resvec`为每次迭代的残差向量。
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