%%************************************************************************* %% mybicgstab: bicgstab %% %% [xx,resnrm,solve_ok] = mybicgstab(A,b,M1,tol,maxit) %% %% iterate on bb - (M1)*AA*x %% %% r = b-A*xtrue; %% %% SDPT3: version 3.1 %% Copyright (c) 1997 by %% K.C. Toh, M.J. Todd, R.H. Tutuncu %% Last Modified: 16 Sep 2004 %%************************************************************************* function [xx,resnrm,flag] = mybicgstab(A,b,M1,tol,maxit) N = length(b); if (nargin < 5); maxit = min(50,max(5,length(A.mat22))); end; if (nargin < 4); tol = 1e-8; end; tolb = min(1e-4,tol*norm(b)); flag = 1; x = zeros(N,1); if isstruct(A); r = b-matvec(A,x); else; r = b-mexMatvec(A,x); end; err = norm(r); resnrm(1) = err; minresnrm = err; xx = x; %% if (err < tolb); return; end omega = 1.0; r_tld = r; %% %% %% smtol = 1e-40; for iter = 1:maxit, rho = (r_tld'*r); if (abs(rho) < smtol) flag = 2; fprintf('*'); break; end if (iter > 1) beta = (rho/rho_1)* (alp/omega); p = r + beta*(p - omega*v); else p = r; end p_hat = linsysolvefun(M1,p); if isstruct(A); v = matvec(A,p_hat); else; v = mexMatvec(A,p_hat); end; alp = rho / (r_tld'*v); s = r - alp*v; s_hat = linsysolvefun(M1,s); if isstruct(A); t = matvec(A,s_hat); else; t = mexMatvec(A,s_hat); end; omega = (t'*s) / (t'*t); x = x + alp*p_hat + omega*s_hat; r = s - omega*t; rho_1 = rho; %% %% check convergence %% err = norm(r); resnrm(iter+1) = err; minresnrm = min(minresnrm,err); if (err < tolb) break; end if (err > 1e5*minresnrm) & (iter > 50); flag = -0.5; break; end if (abs(omega) < smtol) flag = 2; fprintf('*'); break; end end xx = x; %%************************************************************************* %%************************************************************************* %% matvec: matrix-vector multiply. %% matrix = [A.mat11 A.mat12; A.mat12' A.mat22] %%************************************************************************* function Ax = matvec(A,x); m = length(A.mat11); m2 = length(x)-m; if (m2 > 0) x1 = full(x(1:m)); else x1 = full(x); end Ax = mexMatvec(A.mat11,x1); if (m2 > 0) x2 = full(x(m+[1:m2])); Ax = Ax + mexMatvec(A.mat12,x2); Ax2 = mexMatvec(A.mat12,x1,1) + mexMatvec(A.mat22,x2); Ax = [Ax; Ax2]; end return; %%*************************************************************************