gsarnoldi.m

various matlab programs to slove various problems

function [k,V,H]=GSarnoldi(A,m,k,V,H)
k=k+1;   
H=[H,V(:,1:k)'*A*V(:,k)];
s=0;  
for i=1:k
   s=s+H(i,k)*V(:,i);   
end
w=A*V(:,k)-s;      
H(k+1,k)=norm(w,2);
if ( H(k+1,k) <= eps ) & ( k < m )
   V=[V,w/H(k+1,k)];
else
   k=m+1;
end
return