function [x,status]=bicgstab_(func,b,x,tole,kmax,varargin) % Copyright © 2007-2011 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . 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