function [x, error, iter, flag] = cgs(A, x, b, M, max_it, tol) % -- Iterative template routine -- % Univ. of Tennessee and Oak Ridge National Laboratory % October 1, 1993 % Details of this algorithm are described in "Templates for the % Solution of Linear Systems: Building Blocks for Iterative % Methods", Barrett, Berry, Chan, Demmel, Donato, Dongarra, % Eijkhout, Pozo, Romine, and van der Vorst, SIAM Publications, % 1993. (ftp netlib2.cs.utk.edu; cd linalg; get templates.ps). % % [x, error, iter, flag] = cgs(A, x, b, M, max_it, tol) % % cgs.m solves the linear system Ax=b using the % Conjugate Gradient Squared Method with preconditioning. % % input A REAL matrix % x REAL initial guess vector % b REAL right hand side vector % M REAL preconditioner % max_it INTEGER maximum number of iterations % tol REAL error tolerance % % output x REAL solution vector % error REAL error norm % iter INTEGER number of iterations performed % flag INTEGER: 0 = solution found to tolerance % 1 = no convergence given max_it iter = 0; % initialization flag = 0; bnrm2 = norm( b ); if ( bnrm2 == 0.0 ), bnrm2 = 1.0; end r = b - A*x; error = norm( r ) / bnrm2; if ( error < tol ) return, end r_tld = r; for iter = 1:max_it, % begin iteration rho = (r_tld'*r ); if (rho == 0.0), break, end if ( iter > 1 ), % direction vectors beta = rho / rho_1; u = r + beta*q; p = u + beta*( q + beta*p ); else u = r; p = u; end p_hat = M \ p; v_hat = A*p_hat; % adjusting scalars alpha = rho / ( r_tld'*v_hat ); q = u - alpha*v_hat; u_hat = M \ (u+q); x = x + alpha*u_hat; % update approximation r = r - alpha*A*u_hat; error = norm( r ) / bnrm2; % check convergence if ( error <= tol ), break, end rho_1 = rho; end if (error <= tol), % converged flag = 0; elseif ( rho == 0.0 ), % breakdown flag = -1; else % no convergence flag = 1; end % END cgs.m