cg.m

CG共轭梯度法迭代解矩阵方程

%200612009佟跃-----
%共轭梯度（CG）迭代
function [xn,n]=CG(A,b,d)
%A为矩阵b为向量d是一值
%注意 b的维数和A的行列数相同
n=length(A);
x(:,1)=zeros(n,1);
r(:,1)=b;
p(:,1)=b;
n=2;
while n>0
   t1(n)=r(:,n-1)'*r(:,n-1)/(p(:,n-1)'*A*p(:,n-1));
   x(:,n)=x(:,n-1)+t1(n)*p(:,n-1);
   r(:,n)=r(:,n-1)-t1(n)*A*p(:,n-1);
   if r(:,n)'*r(:,n)<d
       break;    
   end
   t2(n)=r(:,n)'*r(:,n)/(r(:,n-1)'*r(:,n-1));
   p(:,n)=r(:,n)+t2(n)*p(:,n-1);
   n=n+1;
end
xn=x(:,n);
n=n-1;