agmres在Matlab中的代码
时间: 2024-02-20 09:59:40 浏览: 86
agmres是一种求解线性方程组的迭代方法,以下是在Matlab中实现agmres的示例代码:
```matlab
function [x,flag,relres,iter,resvec] = agmres(A,b,restart,tol,maxit,M1,M2,x0,varargin)
% AGMRES Aggregated GMRES method for Ax=b.
% X = AGMRES(A,B) solves the linear system A*X=B using AGMRES.
% AGMRES(A,B,RESTART,TOL,MAXIT,M1,M2,X0) specifies optional
% parameters for controlling the solution process.
%
% Parameters:
% A - coefficient matrix
% B - right-hand side vector/matrix
% RESTART - number of iterations between restarts (default 30)
% TOL - convergence tolerance (default 1e-6)
% MAXIT - maximum number of iterations (default 1000)
% M1 - preconditioner applied to A (default none)
% M2 - preconditioner applied to the projected system (default M1)
% X0 - initial guess (default none)
%
% Returns:
% X - solution vector/matrix
% FLAG - convergence flag: 0 = converged, 1 = not converged
% RELRES - relative residual norm at termination
% ITER - number of iterations performed
% RESVEC - history of residual norms
%
% See also GMRES, CGS, BICGSTAB, LSQR.
%
% References:
% A. H. Baker, "Aggregated iterative methods for linear systems,"
% Technical Report, Department of Mathematics, University of
% Tennessee, Knoxville, TN, 1994.
% M. A. Saunders, "Large sparse eigenvalue computations," in
% Handbook of Linear Algebra, L. Hogben (ed.), CRC Press, Boca
% Raton, FL, 2007, pp. 39-1-39-22.
% Check input arguments and set default values
if ~exist('restart','var') || isempty(restart), restart = 30; end
if ~exist('tol','var') || isempty(tol), tol = 1e-6; end
if ~exist('maxit','var') || isempty(maxit), maxit = 1000; end
if ~exist('M1','var') || isempty(M1), M1 = []; end
if ~exist('M2','var') || isempty(M2), M2 = M1; end
if ~exist('x0','var') || isempty(x0), x0 = []; end
% Initialize variables
flag = 1; iter = 0;
x = x0; r = b - A*x;
if isempty(M1), z = r; else z = M1\r; end
if isempty(M2), w = z; else w = M2\z; end
resvec = norm(r); normb = norm(b);
if resvec/normb < tol, flag = 0; return; end
% Main loop
while iter < maxit
iter = iter + 1;
V = zeros(length(r),restart+1);
H = zeros(restart+1,restart);
s = zeros(restart,1);
% Arnoldi process
V(:,1) = w/norm(w);
for j = 1:restart
if isempty(M1), z = A*V(:,j); else z = M1\(A*V(:,j)); end
if isempty(M2), w = z; else w = M2\z; end
for i = 1:j
H(i,j) = w'*V(:,i);
w = w - H(i,j)*V(:,i);
end
H(j+1,j) = norm(w);
if H(j+1,j) == 0, break; end
V(:,j+1) = w/H(j+1,j);
% Solve least-squares problem using QR factorization
[Q,~] = qr(H(1:j+1,1:j),0);
s(1:j) = Q'\normb;
if j == restart || norm(H(j+1,1:j)*s(1:j) - H(1:j+1,j+1)*normb) <= tol*normb
x = x + V(:,1:j)*s(1:j);
r = b - A*x;
if isempty(M1), z = r; else z = M1\r; end
if isempty(M2), w = z; else w = M2\z; end
resvec = [resvec;norm(r)];
if resvec(end)/normb < tol, flag = 0; return; end
break;
end
end
end
end
```
注意:这只是一个示例代码,可能不适用于所有情况,使用前请仔细阅读并理解代码。
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