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📄 lsqr.txt

📁 比较经典的求解线性方程的方法 原理是C.C. Paige and M.A. Sauders等你提出的
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 -------------------------------------------------------------------- Least-Squares Test Problem      P( 2000 1000   40    5    1.00E-05 ) Condition no. =  9.9995E+04     Residual function =  3.162277952E+01 -------------------------------------------------------------------- Enter Acheck.     Test of Aprod for LSQR and CRAIG Aprod seems OK.   Relative error =   4.1E-16 Enter LSQR.       Least-squares solution of  Ax = b The matrix  A  has   2000 rows   and   1000 columns damp   =  1.00000000000000E-05   wantse =         F atol   =  3.18E-16               conlim =  1.00E+08 btol   =  3.18E-16               itnlim =     12200   Itn       x(1)           Function     Compatible   LS     Norm Abar Cond Abar alfa_opt     0  0.000000000E+00  9.715494280E+02  1.00E+00  8.45E-04     1 -2.412106255E+01  4.116661449E+02  4.24E-01  6.34E-01  9.06E-01  1.00E+00  6.2E-01     2 -1.824596475E+01  2.396665268E+02  2.47E-01  3.74E-01  1.18E+00  2.18E+00  3.3E-01     3 -7.118200999E+00  1.585407923E+02  1.63E-01  2.56E-01  1.36E+00  3.57E+00  2.1E-01     4  2.622411380E+00  1.122939283E+02  1.16E-01  1.84E-01  1.47E+00  5.19E+00  1.5E-01     5  9.349109039E+00  8.319678233E+01  8.56E-02  1.34E-01  1.55E+00  7.12E+00  1.1E-01     6  1.286861547E+01  6.400705208E+01  6.59E-02  9.65E-02  1.60E+00  9.44E+00  8.4E-02     7  1.344322969E+01  5.123460276E+01  5.27E-02  6.67E-02  1.63E+00  1.23E+01  6.5E-02     8  1.153766988E+01  4.292241224E+01  4.42E-02  4.35E-02  1.65E+00  1.60E+01  5.2E-02     9  7.760937243E+00  3.776482006E+01  3.89E-02  2.63E-02  1.66E+00  2.08E+01  4.3E-02    10  2.839815541E+00  3.476092705E+01  3.58E-02  1.47E-02  1.67E+00  2.74E+01  3.5E-02    20 -1.336581893E+01  3.166056236E+01  3.26E-02  7.45E-04  2.28E+00  2.01E+02  1.4E-02    30 -6.132881595E+00  3.162353433E+01  3.25E-02  1.01E-04  2.88E+00  1.07E+03  6.8E-03    40 -2.843186170E+00  3.162290761E+01  3.25E-02  6.41E-07  3.37E+00  2.35E+03  5.0E-03    50 -2.829155842E-01  3.162279982E+01  3.25E-02  7.47E-07  3.69E+00  5.34E+03  3.5E-03    60  1.199589697E+00  3.162278591E+01  3.25E-02  2.80E-07  4.02E+00  1.39E+04  2.2E-03    70  1.546444780E+00  3.162278484E+01  3.25E-02  6.34E-08  4.34E+00  4.39E+04  1.3E-03    80  1.546393831E+00  3.162278484E+01  3.25E-02  8.66E-09  4.61E+00  4.67E+04  1.3E-03    90  9.678250921E-01  3.162278480E+01  3.25E-02  7.64E-10  4.89E+00  1.90E+05  6.7E-04   100  9.677892749E-01  3.162278480E+01  3.25E-02  5.79E-10  5.15E+00  2.00E+05  6.7E-04   110  9.540917752E-01  3.162278480E+01  3.25E-02  2.34E-08  5.49E+00  2.23E+05  6.5E-04   120  1.229254088E-01  3.162278480E+01  3.25E-02  9.36E-09  5.71E+00  5.88E+05  4.1E-04   130  1.228633290E-01  3.162278480E+01  3.25E-02  2.18E-11  5.93E+00  6.11E+05  4.1E-04   140  1.228584680E-01  3.162278480E+01  3.25E-02  8.59E-11  6.15E+00  6.33E+05  4.1E-04   150  1.000087339E-01  3.162278480E+01  3.25E-02  1.06E-10  6.37E+00  9.12E+05  3.5E-04   160  1.000010912E-01  3.162278480E+01  3.25E-02  9.94E-12  6.57E+00  9.41E+05  3.5E-04   170  9.999993804E-02  3.162278480E+01  3.25E-02  4.39E-13  6.76E+00  9.69E+05  3.5E-04   173  9.999993804E-02  3.162278480E+01  3.25E-02  2.38E-16  6.85E+00  9.82E+05  3.5E-04 Exit  LSQR.       istop  = 3               itn    =     173 Exit  LSQR.       Anorm  = 6.84982E+00     Acond  = 9.81551E+05 Exit  LSQR.       bnorm  = 9.71549E+02     xnorm  = 1.82711E+03 Exit  LSQR.       rnorm  = 3.16228E+01     Arnorm = 5.15827E-14 Exit  LSQR.       max dx = 9.7E+02 occurred at itn        1 Exit  LSQR.              = 5.3E-01*xnorm Exit  LSQR.       A damped least-squares solution was found, given atol Enter xcheck.     Does x solve Ax = b, etc?    damp            = 1.000E-05    norm(x)         = 1.827E+03    norm(r)         = 3.16227795E+01 = rho1    norm(A'r)       = 1.827E-07      = sigma1    norm(s)         = 3.162E+06    norm(x,s)       = 3.162E+06    norm(rbar)      = 3.16227848E+01 = rho2    norm(Abar'rbar) = 7.212E-13      = sigma2    inform          = 2    tol             = 1.490E-08    test1           = 2.345E-03 (Ax = b)    test2           = 8.435E-10 (least-squares)    test3           = 3.329E-15 (damped least-squares) Solution  x:     1  0.999999E-01     2  0.200000         3  0.300000         4  0.400000         5  0.500000         6  0.600000         7  0.700000         8  0.800000     LSQR  appears to be successful. Relative error in  x  =  1.26E-09 -------------------------------------------------------------------- Least-Squares Test Problem      P( 2000 1000   40    6    1.00E-06 ) Condition no. =  9.9999E+05     Residual function =  3.162277678E+01 -------------------------------------------------------------------- Enter Acheck.     Test of Aprod for LSQR and CRAIG Aprod seems OK.   Relative error =   7.5E-16 Enter LSQR.       Least-squares solution of  Ax = b The matrix  A  has   2000 rows   and   1000 columns damp   =  1.00000000000000E-06   wantse =         F atol   =  3.18E-16               conlim =  1.00E+09 btol   =  3.18E-16               itnlim =     12200   Itn       x(1)           Function     Compatible   LS     Norm Abar Cond Abar alfa_opt     0  0.000000000E+00  9.210791621E+02  1.00E+00  8.97E-04     1 -2.443055276E+01  3.951289622E+02  4.29E-01  6.18E-01  9.14E-01  1.00E+00  6.3E-01     2 -2.224414133E+01  2.299330661E+02  2.50E-01  3.58E-01  1.18E+00  2.19E+00  3.3E-01     3 -1.321097804E+01  1.506103813E+02  1.64E-01  2.38E-01  1.34E+00  3.62E+00  2.1E-01     4 -3.367416061E+00  1.049231608E+02  1.14E-01  1.66E-01  1.44E+00  5.35E+00  1.4E-01     5  5.036316961E+00  7.625044979E+01  8.28E-02  1.15E-01  1.50E+00  7.50E+00  1.0E-01     6  1.099397591E+01  5.775402451E+01  6.27E-02  7.77E-02  1.53E+00  1.02E+01  7.6E-02     7  1.404999112E+01  4.603739656E+01  5.00E-02  4.91E-02  1.55E+00  1.39E+01  5.8E-02     8  1.413848446E+01  3.901907204E+01  4.24E-02  2.85E-02  1.56E+00  1.88E+01  4.5E-02     9  1.156137776E+01  3.514014564E+01  3.82E-02  1.50E-02  1.57E+00  2.59E+01  3.6E-02    10  6.963810705E+00  3.317616264E+01  3.60E-02  7.17E-03  1.57E+00  3.61E+01  2.9E-02    20 -1.262942115E+01  3.164961571E+01  3.44E-02  1.91E-03  2.20E+00  2.50E+02  1.3E-02    30 -1.024518441E+01  3.162317765E+01  3.43E-02  4.92E-06  2.85E+00  1.60E+03  5.6E-03    40 -6.777780822E+00  3.162284358E+01  3.43E-02  2.11E-06  3.21E+00  3.53E+03  4.0E-03    50 -3.250362707E+00  3.162278508E+01  3.43E-02  3.66E-07  3.57E+00  8.53E+03  2.7E-03    60 -4.552765447E-01  3.162277752E+01  3.43E-02  1.52E-07  3.98E+00  2.29E+04  1.7E-03    70  1.137756881E+00  3.162277688E+01  3.43E-02  3.71E-06  4.29E+00  7.08E+04  1.0E-03    80  1.171195877E+00  3.162277687E+01  3.43E-02  2.00E-09  4.60E+00  7.67E+04  1.0E-03    90  1.567813277E+00  3.162277684E+01  3.43E-02  1.16E-09  4.88E+00  3.01E+05  5.3E-04   100  1.568889007E+00  3.162277684E+01  3.43E-02  1.17E-10  5.18E+00  3.20E+05  5.3E-04   110  1.568273996E+00  3.162277684E+01  3.43E-02  1.76E-09  5.41E+00  3.38E+05  5.3E-04   120  1.096480257E+00  3.162277684E+01  3.43E-02  8.60E-09  5.63E+00  1.70E+06  2.4E-04   130  1.021497918E+00  3.162277684E+01  3.43E-02  3.87E-10  5.81E+00  1.88E+06  2.3E-04   140  1.021342806E+00  3.162277684E+01  3.43E-02  1.63E-12  6.09E+00  1.97E+06  2.3E-04   150  4.670017401E-01  3.162277684E+01  3.43E-02  2.41E-10  6.31E+00  5.21E+06  1.4E-04   160  3.521633464E-01  3.162277684E+01  3.43E-02  1.25E-09  6.45E+00  5.78E+06  1.4E-04   170  1.155926470E-01  3.162277684E+01  3.43E-02  1.71E-10  6.70E+00  6.85E+06  1.3E-04   180  1.155906913E-01  3.162277684E+01  3.43E-02  1.75E-12  6.88E+00  7.04E+06  1.3E-04   190  1.155905699E-01  3.162277684E+01  3.43E-02  2.59E-14  7.08E+00  7.24E+06  1.3E-04   200  1.155782202E-01  3.162277684E+01  3.43E-02  1.89E-14  7.26E+00  7.43E+06  1.3E-04   210  1.155782144E-01  3.162277684E+01  3.43E-02  5.03E-14  7.41E+00  7.58E+06  1.3E-04   220  1.030994471E-01  3.162277684E+01  3.43E-02  2.91E-12  7.63E+00  1.04E+07  1.1E-04   230  1.000000240E-01  3.162277684E+01  3.43E-02  3.71E-12  7.79E+00  1.11E+07  1.1E-04   239  9.999794679E-02  3.162277684E+01  3.43E-02  2.51E-15  7.94E+00  1.13E+07  1.1E-04   240  9.999794679E-02  3.162277684E+01  3.43E-02  5.11E-16  7.94E+00  1.13E+07  1.1E-04   241  9.999794679E-02  3.162277684E+01  3.43E-02  1.51E-17  7.94E+00  1.13E+07  1.1E-04 Exit  LSQR.       istop  = 3               itn    =     241 Exit  LSQR.       Anorm  = 7.94322E+00     Acond  = 1.13469E+07 Exit  LSQR.       bnorm  = 9.21079E+02     xnorm  = 1.82711E+03 Exit  LSQR.       rnorm  = 3.16228E+01     Arnorm = 3.80535E-15 Exit  LSQR.       max dx = 9.1E+02 occurred at itn        1 Exit  LSQR.              = 5.0E-01*xnorm Exit  LSQR.       A damped least-squares solution was found, given atol Enter xcheck.     Does x solve Ax = b, etc?    damp            = 1.000E-06    norm(x)         = 1.827E+03    norm(r)         = 3.16227768E+01 = rho1    norm(A'r)       = 1.827E-09      = sigma1    norm(s)         = 3.162E+07    norm(x,s)       = 3.162E+07    norm(rbar)      = 3.16227768E+01 = rho2    norm(Abar'rbar) = 7.747E-13      = sigma2    inform          = 2    tol             = 1.490E-08    test1           = 2.049E-03 (Ax = b)    test2           = 7.273E-12 (least-squares)    test3           = 3.084E-15 (damped least-squares) Solution  x:     1  0.999979E-01     2  0.199995         3  0.299994         4  0.399991         5  0.499991         6  0.600000         7  0.700001         8  0.799985     LSQR  appears to be successful. Relative error in  x  =  7.32E-08 -------------------------------------------------------------------- Least-Squares Test Problem      P( 2000 1000   40    7    1.00E-07 ) Condition no. =  1.0000E+07     Residual function =  3.162277661E+01 -------------------------------------------------------------------- Enter Acheck.     Test of Aprod for LSQR and CRAIG Aprod seems OK.   Relative error =   8.3E-16 Enter LSQR.       Least-squares solution of  Ax = b The matrix  A  has   2000 rows   and   1000 columns damp   =  1.00000000000000E-07   wantse =         F atol   =  3.18E-16               conlim =  1.00E+10 btol   =  3.18E-16               itnlim =     12200   Itn       x(1)           Function     Compatible   LS     Norm Abar Cond Abar alfa_opt     0  0.000000000E+00  8.808458173E+02  1.00E+00  9.45E-04     1 -2.422195397E+01  3.796781520E+02  4.31E-01  6.03E-01  9.23E-01  1.00E+00  6.4E-01     2 -2.477913716E+01  2.193708762E+02  2.49E-01  3.41E-01  1.18E+00  2.20E+00  3.3E-01     3 -1.776850890E+01  1.414330764E+02  1.61E-01  2.21E-01  1.32E+00  3.69E+00  2.0E-01     4 -8.448828545E+00  9.648095039E+01  1.10E-01  1.48E-01  1.40E+00  5.56E+00  1.4E-01     5  7.462713431E-01  6.872328235E+01  7.80E-02  9.74E-02  1.44E+00  7.99E+00  9.4E-02     6  8.324225295E+00  5.155052190E+01  5.85E-02  6.06E-02  1.47E+00  1.13E+01  6.7E-02     7  1.328456786E+01  4.146406785E+01  4.71E-02  3.44E-02  1.48E+00  1.60E+01  5.0E-02     8  1.508697446E+01  3.605910766E+01  4.09E-02  1.73E-02  1.48E+00  2.29E+01  3.9E-02     9  1.370776303E+01  3.345655263E+01  3.80E-02  7.84E-03  1.49E+00  3.32E+01  3.0E-02    10  9.669404920E+00  3.232530691E+01  3.67E-02  9.36E-03  1.49E+00  4.93E+01  2.4E-02    20 -1.212587523E+01  3.162906029E+01  3.59E-02  3.93E-05  2.31E+00  5.05E+02  9.1E-03    30 -1.326379497E+01  3.162306620E+01  3.59E-02  1.10E-05  2.74E+00  2.01E+03  4.9E-03    40 -9.569977066E+00  3.162280973E+01  3.59E-02  2.34E-05  3.19E+00  7.22E+03  2.8E-03    50 -6.205881384E+00  3.162278105E+01  3.59E-02  1.34E-05  3.57E+00  1.81E+04  1.9E-03    60 -3.516189567E+00  3.162277714E+01  3.59E-02  3.14E-08  3.92E+00  3.20E+04  1.5E-03    70 -5.571805067E-01  3.162277664E+01  3.59E-02  7.95E-10  4.19E+00  9.78E+04  8.6E-04    80 -5.562457015E-01  3.162277664E+01  3.59E-02  1.90E-08  4.54E+00  1.06E+05  8.6E-04    90  1.154552315E+00  3.162277661E+01  3.59E-02  6.98E-10  4.78E+00  3.90E+05  4.6E-04   100  1.155178149E+00  3.162277661E+01  3.59E-02  1.01E-08  5.00E+00  4.09E+05  4.6E-04   110  1.155909078E+00  3.162277661E+01  3.59E-02  4.67E-09  5.27E+00  4.37E+05  4.6E-04   120  1.579373051E+00  3.162277661E+01  3.59E-02  4.12E-11  5.55E+00  2.11E+06  2.1E-04   130  1.579280548E+00  3.162277661E+01  3.59E-02  1.57E-10  5.74E+00  2.19E+06  2.1E-04   140  1.579264864E+00  3.162277661E+01  3.59E-02  4.91E-10  5.93E+00  2.26E+06  2.1E-04   150  1.576149841E+00  3.162277661E+01  3.59E-02  6.85E-12  6.18E+00  2.66E+06  2.0E-04   160  1.575634079E+00  3.162277661E+01  3.59E-02  1.70E-10  6.36E+00  2.78E+06  2.0E-04   170  1.056933998E+00  3.162277661E+01  3.59E-02  3.68E-13  6.57E+00  1.79E+07  8.0E-05   180  1.056933787E+00  3.162277661E+01  3.59E-02  7.46E-13  6.80E+00  1.85E+07  8.0E-05   190  1.056933152E+00  3.162277661E+01  3.59E-02  1.47E-11  6.95E+00  1.89E+07  8.0E-05   197  1.056891898E+00  3.162277661E+01  3.59E-02  2.01E-15  7.10E+00  1.93E+07  8.0E-05   200  1.056891894E+00  3.162277661E+01  3.59E-02  1.43E-14  7.11E+00  1.93E+07  8.0E-05   210  1.055783542E+00  3.162277661E+01  3.59E-02  6.14E-13  7.32E+00  2.01E+07  8.0E-05   220  1.038458046E+00  3.162277661E+01  3.59E-02  7.65E-11  7.47E+00  2.27E+07  7.5E-05   230  1.096247569E-01  3.162277661E+01  3.59E-02  1.81E-14  7.65E+00  7.78E+07  4.1E-05   240  1.096247523E-01  3.162277661E+01  3.59E-02  4.11E-14  7.79E+00  7.93E+07  4.1E-05

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