稳定的双共轭梯度法matlab程序
时间: 2023-08-01 15:12:12 浏览: 205
matlab实现共轭梯度算法 程序源码.zip
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以下是一个稳定的双共轭梯度法的Matlab程序,其中使用了预条件:
```matlab
function [x, flag, relres, iter, resvec] = stable_bicg(A, b, tol, maxit, M)
% Inputs:
% A - 系数矩阵
% b - 右手边向量
% tol - 相对残差容限
% maxit - 迭代次数上限
% M - 预条件矩阵
% Outputs:
% x - 解向量
% flag - 表示迭代是否成功收敛
% relres - 相对残差
% iter - 实际迭代次数
% resvec - 残差向量
% 确保 A 和 b 是列向量
b = b(:);
n = length(b);
% 初始化变量
x = zeros(n, 1);
r = b;
rtilde = r;
p = zeros(n, 1);
ptilde = zeros(n, 1);
resvec = zeros(maxit, 1);
flag = 0;
% 计算初始残差和范数
normb = norm(b);
normr = norm(r);
if (normr <= tol*normb)
flag = 0;
relres = normr/normb;
iter = 0;
resvec(1) = relres;
return;
end
for iter = 1:maxit
rho = rtilde'*r;
if (rho == 0)
flag = 4;
break;
end
if (iter == 1)
p = r;
ptilde = rtilde;
else
beta = rho/rhoold;
p = r + beta*p;
ptilde = rtilde + beta*ptilde;
end
z = M\p;
ztilde = M'\ptilde;
q = A*z;
qtilde = A'*ztilde;
alpha = rho/(qtilde'*p);
x = x + alpha*z;
r = r - alpha*q;
rtilde = rtilde - alpha*qtilde;
normr = norm(r);
resvec(iter) = normr/normb;
if (normr <= tol*normb)
flag = 0;
break;
end
rhoold = rho;
end
if (flag == 0)
relres = normr/normb;
else
relres = NaN;
end
resvec(iter+1:maxit) = [];
```
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