32 lines
698 B
Matlab
32 lines
698 B
Matlab
|
function [x,status]=bicgstab_(func,b,x,tole,kmax,varargin)
|
||
|
|
status = 0;
|
||
|
|
r=b-feval(func,x,varargin{:});
|
||
|
|
rh_0 = r;
|
||
|
|
rh = r;
|
||
|
|
rho_0 = 1;
|
||
|
|
alpha = 1;
|
||
|
|
w = 1;
|
||
|
|
v = 0;
|
||
|
|
p = 0;
|
||
|
|
k = 0;
|
||
|
|
rho_1 = rh_0'*r;
|
||
|
|
tolr = tole*norm(b);
|
||
|
|
|
||
|
|
while norm(r) > tolr & k < kmax
|
||
|
|
k = k+1;
|
||
|
|
beta = (rho_1/rho_0)*(alpha/w);
|
||
|
|
p = r+beta*(p-w*v);
|
||
|
|
v = feval(func,p,varargin{:});
|
||
|
|
alpha = rho_1/(rh_0'*v);
|
||
|
|
r = r-alpha*v;
|
||
|
|
t = feval(func,r,varargin{:});
|
||
|
|
w = (t'*r)/(t'*t);
|
||
|
|
rho_0 = rho_1;
|
||
|
|
rho_1 = -w*(rh_0'*t);
|
||
|
|
x = x+alpha*p+w*r;
|
||
|
|
r = r-w*t;
|
||
|
|
end
|
||
|
|
if k == kmax
|
||
|
|
status = 1;
|
||
|
|
warning(sprintf('BICSTABN didn''t converge after %d iterations: norm(r) = %g',kmax,norm(r)));
|
||
|
|
end
|