arnoldi_met.m

various matlab programs to slove various problems

function [x,k]=arnoldi_met(A,b,m,x0,toll)
r0=b-A*x0;  nr0=norm(r0,2);
if nr0 ~= 0
   v1=r0/nr0; 
   V=[v1]; 
   H=[]; 
   k=0; 
   istop=0;
   while (k <= m-1) & (istop == 0)
     [k,V,H] = GSarnoldi(A,m,k,V,H);
     [nr,nc]=size(H); 
     e1=eye(nc);
     y=(e1(:,1)'*nr0)/H(1:nc,:);
     residual = H(nr,nc)*abs(y*e1(:,nc));
     if residual <= toll
       istop = 1; 
       y=y';
     end
   end
   if istop==0
     [nr,nc]=size(H);  
     e1=eye(nc);
     y=(e1(:,1)'*nr0)/H(1:nc,:); 
     y=y';
   end
   x=x0+V(:,1:nc)*y;
else
   x=x0;
end
return