50 lines
1.3 KiB
Matlab
50 lines
1.3 KiB
Matlab
function [x,status]=bicgstab_(func,b,x,tole,kmax,varargin)
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% Copyright (C) 2007-2009 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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status = 0;
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r=b-feval(func,x,varargin{:});
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rh_0 = r;
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rh = r;
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rho_0 = 1;
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alpha = 1;
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w = 1;
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v = 0;
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p = 0;
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k = 0;
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rho_1 = rh_0'*r;
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tolr = tole*norm(b);
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while norm(r) > tolr & k < kmax
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k = k+1;
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beta = (rho_1/rho_0)*(alpha/w);
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p = r+beta*(p-w*v);
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v = feval(func,p,varargin{:});
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alpha = rho_1/(rh_0'*v);
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r = r-alpha*v;
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t = feval(func,r,varargin{:});
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w = (t'*r)/(t'*t);
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rho_0 = rho_1;
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rho_1 = -w*(rh_0'*t);
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x = x+alpha*p+w*r;
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r = r-w*t;
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end
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if k == kmax
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status = 1;
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warning(sprintf('BICSTABN didn''t converge after %d iterations: norm(r) = %g',kmax,norm(r)));
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end |