conjgrad.m

various matlab programs to slove various problems

function [x, error, niter, flag] = conjgrad(A, x, b, P, maxit, tol)
flag = 0; niter = 0; bnrm2 = norm( b );
if  ( bnrm2 == 0.0 ), bnrm2 = 1.0; end
r = b - A*x; error = norm( r ) / bnrm2;
if ( error < tol ) return, end
for niter = 1:maxit 
    z  = P \ r; rho = (r'*z);
    if niter > 1
       beta = rho / rho1;   p = z + beta*p;
    else
       p = z;
    end
    q = A*p;              alpha = rho / (p'*q );
    x = x + alpha * p;    r = r - alpha*q;
    error = norm( r ) / bnrm2;
    if ( error <= tol ), break, end
    rho1 = rho;
end
if ( error > tol ) flag = 1; end
return