chenmh_arnoldipro.m

Frequently used algorithms for numerical analysis and signal processing

function [V,H,k,istop] = Chenmh_ArnoldiPro(A,m,k,V,H);
k = k + 1; istop = 0;
H = [H, V(:,1:k)'*A*V(:,k)];
w = A*V(:,k) - V*H(:,k);
nw = (w'*w)^0.5;
H(k+1,k) = nw; 
if ( (nw>=eps) & (k<m) )
%     disp('Chenmh: Continue Arnoldi');
    V = [V, w/nw]; 
else
    V = [V, zeros(m,1)];
    istop = 1;
    disp('Chenmh: Exact solution reached!');
end