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gggliuye / cg_pcg

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mine_pcg.m 819 Bytes
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gggliuye 提交于 2020-05-07 16:33 . add file
function [ x_res, vec_rhos, sqrt_vec_rhos ] = mine_pcg( A, b, L, LT, stop_threshold, num_iter )
n = length(A);
x = zeros(n,1);
r = b;
stop_rho = stop_threshold * stop_threshold * (b' *b);
z = LT\(L\r);
rho = r'* z;
vec_rhos = [];sqrt_vec_rhos = [];
vec_rhos = [vec_rhos, rho];
sqrt_vec_rhos = [sqrt_vec_rhos, sqrt(r'*z)];
p = 0;
z = 0;
for k = 1:num_iter
% whether to stop
if sqrt(rho) < sqrt(stop_rho)
break;
end
if k == 1
p = LT\(L\r);
else
p = z + (vec_rhos(k)/vec_rhos(k-1))*p;
end
w = A * p;
alpha = vec_rhos(k)/(p'*w);
x = x + alpha * p;
r = r - alpha * w;
z = LT\(L\r);
rho = r'* z;
vec_rhos = [vec_rhos, rho];
sqrt_vec_rhos = [sqrt_vec_rhos, sqrt(r'*r)];
end
x_res = x;
end
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