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bicgstab

PURPOSE ^

SYNOPSIS ^

function [x,status]=bicgstab(func,b,x,tole,kmax,varargin)

DESCRIPTION ^

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function [x,status]=bicgstab(func,b,x,tole,kmax,varargin)
0002   status = 0;
0003   r=b-feval(func,x,varargin{:});
0004   rh_0 = r;
0005   rh = r;
0006   rho_0 = 1;
0007   alpha = 1;
0008   w = 1;
0009   v = 0;
0010   p = 0;
0011   k = 0;
0012   rho_1 = rh_0'*r;
0013   tolr = tole*norm(b);
0014   
0015   while norm(r) > tolr & k < kmax
0016     k = k+1;
0017     beta = (rho_1/rho_0)*(alpha/w);
0018     p = r+beta*(p-w*v);
0019     v = feval(func,p,varargin{:});
0020     alpha = rho_1/(rh_0'*v);
0021     r = r-alpha*v;
0022     t = feval(func,r,varargin{:});
0023     w = (t'*r)/(t'*t);
0024     rho_0 = rho_1;
0025     rho_1 = -w*(rh_0'*t);
0026     x = x+alpha*p+w*r;
0027     r = r-w*t;
0028   end
0029 if k == kmax
0030   status = 1;
0031   warning(sprintf('BICSTABN didn''t converge after %d iterations: norm(r) = %g',kmax,norm(r)));
0032 end

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