test_arnoldi.m

Frequently used algorithms for numerical analysis and signal processing

m = 100;
A = Chenmh_PDgen(m,10);
% A = rand(m,m); A = A+A';
b = randn(m,1); x0 = randn(m,1); tol = 10^-5;
[x_Arnoldi,k_Arnoldi,err_Arnoldi] = Chenmh_Arnoldi(A,b,x0,tol,0);
[x_GMRES,k_GMRES,err_GMRES] = Chenmh_Arnoldi(A,b,x0,tol,1);
[x, error, iter, flag] = gmres( A, x0, b, eye(m), m, m, tol );
figure; semilogy(1:k_Arnoldi,err_Arnoldi,'r',1:k_GMRES,err_GMRES,'g',1:length(error),error,'k');
legend('Arnoldi','GMRES','gmres')