bcg.m

数值线性代数的Matlab应用程序包 共13个程序函数

function [xn,n]=BCG(A,b,d)
[m,n]=size(A);
x(:,1)=zeros(m,1);
r(:,1)=b;
p(:,1)=b;
q(:,1)=b;
s(:,1)=b;
n=2;
while n>0
   t1(n)=s(:,n-1)'*r(:,n-1)/(q(:,n-1)'*A*p(:,n-1));
   x(:,n)=x(:,n-1)+t1(n)*p(:,n-1);
   r(:,n)=r(:,n-1)-conj(t1(n))*A*p(:,n-1);
   if r(:,n)'*r(:,n)<d
       break;    
   end
   s(:,n)=s(:,n-1)-t1(n)*A*q(:,n-1);
   t2(n)=s(:,n)'*r(:,n)/(s(:,n-1)'*r(:,n-1));
   p(:,n)=r(:,n)+t2(n)*p(:,n-1);
   q(:,n)=s(:,n)+conj(t2(n))*q(:,n-1);
   n=n+1;
end
xn=x(:,n);
n=n-1;