gm.m

anoldi算法,有运行结果,效果还行,可自己改进,能对大型矩阵操作

function [x, error] = gm( A, x, b, m)

r = b - A*x; 
beta = norm(r); 

bnorm = norm(b); 
v = r/beta; 

  [H,V,flag]=arnold(A,v,m);

   y = beta*(H\eye(m+1,1)); 

   x1 = x + V(:,1:m)*y; 

   x = x1;

   r = b - A*x; 
   beta = norm(r); 

   %error = norm( beta*eye(m+1,1) - H*y ) / bnorm   % residual norm
   error = beta / bnorm