共轭梯度算法matlab代码
时间: 2023-08-03 08:06:17 浏览: 73
以下是共轭梯度算法的MATLAB代码:
```
function [x, flag, relres, iter, resvec] = cg(A, b, x0, tol, maxit)
% Conjugate Gradient Method for solving Ax = b
% Input:
% A : the coefficient matrix of the linear system
% b : the right-hand side vector of the linear system
% x0: the initial guess of the solution
% tol: the tolerance for stopping criterion
% maxit: the maximum number of iterations
% Output:
% x: the solution of the linear system
% flag: flag = 0 indicates convergence within maxit iterations
% flag = 1 indicates no convergence within maxit iterations
% relres: the relative residual norm(b-Ax)/norm(b)
% iter: the number of iterations performed
% resvec: the residual norm at each iteration
% Initialization
n = length(b);
x = x0;
r = b - A*x;
p = r;
normb = norm(b);
resvec = zeros(maxit,1);
% Iteration
for iter = 1:maxit
Ap = A*p;
alpha = (r'*r)/(p'*Ap);
x = x + alpha*p;
r_old = r;
r = r - alpha*Ap;
resvec(iter) = norm(r);
relres = resvec(iter)/normb;
if relres < tol
flag = 0;
resvec(iter+1:end) = [];
break;
end
beta = (r'*r)/(r_old'*r_old);
p = r + beta*p;
end
if iter == maxit
flag = 1;
else
flag = 0;
end
end
```
其中,输入参数说明如下:
- A: 系数矩阵
- b: 右手边向量
- x0: 初始解向量
- tol: 相对残量的容许误差
- maxit: 最大迭代次数
输出参数说明如下:
- x: 迭代得到的解向量
- flag: 标记是否收敛(0为收敛,1为未收敛)
- relres: 相对残量,即残量的范数除以右手边向量的范数
- iter: 迭代次数
- resvec: 每次迭代的残量的范数
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