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qmr
quasi minimal resiqual method with preconditioning
Calling Sequence
[x,flag,err,iter,res] = qmr(A,Ap,b,x0,M1,M1p,M2,M2p,maxi,tol) [x,flag,err,iter,res] = qmr(A,b,x0,M1,M2,maxi,tol)
Arguments
- A
- matrix of size n-by-n or function. - matrix.If A is a matrix, it can be dense or sparse
- function.If A is a function which returns- A*x, it must have the following header :- function y=A(x) - If A is a function which returns - A*xor- A'*xdepending t. If- t = "notransp", the function returns- A*x. If- t = "transp", the function returns- A'*x. It must have the following header :- function y=A(x, t) 
 
- Ap
- function returning - A'*x. It must have the followinf header :- function y=Ap(x) 
- b
- right hand side vector 
- x0
- initial guess vector (default: zeros(n,1)) 
- M1
- left preconditioner : matrix or function (In the first case, default: eye(n,n)). If - M1is a function, she returns either,- only - M1*x
- M1*xor- M1'*xdepending- t.
 - or 
- M1p
- must only be provided when - M1is a function returning- M1*x. In this case- M1pis the function which returns- M1'*x.
- M2
- right preconditioner : matrix or function (In the first case, default: eye(n,n)). If - M2is a function, she returns either- only - M2*x
- M2*xor- M2'*xdepending- t.
 - or 
- M2p
- must only be provided when - M2is a function returning- M2*x. In this case- M2pis the function which returns- M2'*x
- maxi
- maximum number of iterations (default: n) 
- tol
- error tolerance (default: 1000*%eps) 
- x
- solution vector 
- flag
- 0 =
- gmresconverged to the desired tolerance within- maxiiterations
- 1 =
- no convergence given - maxi
 
- res
- residual vector 
- err
- final residual norm 
- iter
- number of iterations performed 
Description
Solves the linear system Ax=b using the Quasi Minimal Residual Method with preconditioning.
Examples
// If A is a matrix A=[ 94 0 0 0 0 28 0 0 32 0 0 59 13 5 0 0 0 10 0 0 0 13 72 34 2 0 0 0 0 65 0 5 34 114 0 0 0 0 0 55 0 0 2 0 70 0 28 32 12 0 28 0 0 0 0 87 20 0 33 0 0 0 0 0 28 20 71 39 0 0 0 10 0 0 32 0 39 46 8 0 32 0 0 0 12 33 0 8 82 11 0 0 65 55 0 0 0 0 11 100]; b=ones(10,1); [x,flag,err,iter,res] = qmr(A, b) [x,flag,err,iter,res] = qmr(A, b, zeros(10,1), eye(10,10), eye(10,10), 10, 1d-12) // If A is a function function y=Atimesx(x, t) A=[ 94 0 0 0 0 28 0 0 32 0 0 59 13 5 0 0 0 10 0 0 0 13 72 34 2 0 0 0 0 65 0 5 34 114 0 0 0 0 0 55 0 0 2 0 70 0 28 32 12 0 28 0 0 0 0 87 20 0 33 0 0 0 0 0 28 20 71 39 0 0 0 10 0 0 32 0 39 46 8 0 32 0 0 0 12 33 0 8 82 11 0 0 65 55 0 0 0 0 11 100]; if (t == 'notransp') then y = A*x; elseif (t == 'transp') then y = A'*x; end endfunction [x,flag,err,iter,res] = qmr(Atimesx, b) [x,flag,err,iter,res] = qmr(Atimesx, b, zeros(10,1), eye(10,10), eye(10,10), 10, 1d-12) // OR function y=funA(x) A = [ 94 0 0 0 0 28 0 0 32 0 0 59 13 5 0 0 0 10 0 0 0 13 72 34 2 0 0 0 0 65 0 5 34 114 0 0 0 0 0 55 0 0 2 0 70 0 28 32 12 0 28 0 0 0 0 87 20 0 33 0 0 0 0 0 28 20 71 39 0 0 0 10 0 0 32 0 39 46 8 0 32 0 0 0 12 33 0 8 82 11 0 0 65 55 0 0 0 0 11 100]; y = A*x endfunction function y=funAp(x) A = [ 94 0 0 0 0 28 0 0 32 0 0 59 13 5 0 0 0 10 0 0 0 13 72 34 2 0 0 0 0 65 0 5 34 114 0 0 0 0 0 55 0 0 2 0 70 0 28 32 12 0 28 0 0 0 0 87 20 0 33 0 0 0 0 0 28 20 71 39 0 0 0 10 0 0 32 0 39 46 8 0 32 0 0 0 12 33 0 8 82 11 0 0 65 55 0 0 0 0 11 100]; y = A'*x endfunction [x,flag,err,iter,res] = qmr(funA, funAp, b) [x,flag,err,iter,res] = qmr(funA, funAp, b, zeros(10,1), eye(10,10), eye(10,10), 10, 1d-12) // If A is a matrix, M1 and M2 are functions function y=M1timesx(x, t) M1 = eye(10,10); if(t=="notransp") then y = M1*x; elseif (t=="transp") then y = M1'*x; end endfunction function y=M2timesx(x, t) M2 = eye(10,10); if(t=="notransp") then y = M2*x; elseif (t=="transp") then y = M2'*x; end endfunction [x,flag,err,iter,res] = qmr(A, b, zeros(10,1), M1timesx, M2timesx, 10, 1d-12) // OR function y=funM1(x) M1 = eye(10,10); y = M1*x; endfunction function y=funM1p(x) M1 = eye(10,10); y = M1'*x; endfunction function y=funM2(x) M2 = eye(10,10); y = M2*x; endfunction function y=funM2p(x) M2 = eye(10,10); y = M2'*x; endfunction [x,flag,err,iter,res] = qmr(A, b, zeros(10,1), funM1, funM1p, funM2, funM2p, 10, 1d-12) // If A, M1, M2 are functions [x,flag,err,iter,res] = qmr(funA, funAp, b, zeros(10,1), funM1, funM1p, funM2, funM2p, 10, 1d-12) [x,flag,err,iter,res] = qmr(Atimesx, b, zeros(10,1), M1timesx, M2timesx, 10, 1d-12)
History
| Version | Description | 
| 5.4.0 | Calling qmr(A, Ap) is deprecated. qmr(A) should be used instead. The following function is an example : function y=A(x, t) Amat = eye(2,2); if ( t== "notransp") then y = Amat*x; elseif (t == "transp") then y = Amat'*x; end endfunction | 
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