function [x, error, iter, flag] = gmres( A, x, b, M, restrt, max_it, tol ) % -- Iterative template routine -- % Univ. of Tennessee and Oak Ridge National Laboratory % October 1, 1993 % Details of this algorithm are described in "Templates for the % Solution of Linear Systems: Building Blocks for Iterative % Methods", Barrett, Berry, Chan, Demmel, Donato, Dongarra, % Eijkhout, Pozo, Romine, and van der Vorst, SIAM Publications, % 1993. (ftp netlib2.cs.utk.edu; cd linalg; get templates.ps). % % [x, error, iter, flag] = gmres( A, x, b, M, restrt, max_it, tol ) % % gmres.m solves the linear system Ax=b % using the Generalized Minimal residual ( GMRESm ) method with restarts . % % input A REAL nonsymmetric positive definite matrix % x REAL initial guess vector % b REAL right hand side vector % M REAL preconditioner matrix % restrt INTEGER number of iterations between restarts % max_it INTEGER maximum number of iterations % tol REAL error tolerance % % output x REAL solution vector % error REAL error norm % iter INTEGER number of iterations performed % flag INTEGER: 0 = solution found to tolerance % 1 = no convergence given max_it % % Updated August 2006; rbarrett@ornl.gov. (See ChangeLog for details.) % % ============================================================================= % --------------- % Initialization. % --------------- flag = 0; i = 0; iter = 0; k = 0; m = restrt; n = 0; bnrm2 = 0.0; error = 0.0; temp = 0.0; % ---------------------- % Initialize workspace. % ---------------------- [n,n] = size(A); m = restrt; cs = zeros(m,1); e1 = zeros(n,1); e1(1) = 1.0; r = zeros(n,1); s = zeros(n+1,1); sn = zeros(m,1); H(1:m+1,1:m) = zeros(m+1,m); V(1:n,1:m+1) = zeros(n,m+1); % ----------------------------- % Quick check of approximation. % ----------------------------- bnrm2 = norm( b ); if ( bnrm2 == 0.0 ), bnrm2 = 1.0; end r = M \ ( b-A*x ); error = norm( r ) / bnrm2; if ( error < tol ) return, end % ---------------- % Begin iteration. % ---------------- for iter = 1:max_it, r = M \ ( b-A*x ); V(:,1) = r / norm( r ); s = norm( r )*e1; for i = 1:m, % ----------------------------------------------- % Construct orthonormal basic using Gram-Schmidt. % ----------------------------------------------- w = M \ (A*V(:,i)); for k = 1:i, H(k,i)= w'*V(:,k); w = w - H(k,i)*V(:,k); end H(i+1,i) = norm( w ); V(:,i+1) = w / H(i+1,i); for k = 1:i-1, % ---------------------- % Apply Givens rotation. % ---------------------- temp = cs(k)*H(k,i) + sn(k)*H(k+1,i); H(k+1,i) = -sn(k)*H(k,i) + cs(k)*H(k+1,i); H(k,i) = temp; end % -------------------------- % Form i-th rotation matrix. % -------------------------- [cs(i),sn(i)] = rotmat( H(i,i), H(i+1,i) ); % -------------------------- % Approximate residual norm. % -------------------------- temp = cs(i)*s(i); s(i+1) = -sn(i)*s(i); s(i) = temp; H(i,i) = cs(i)*H(i,i) + sn(i)*H(i+1,i); H(i+1,i) = 0.0; % ------------------ % Check convergence. % ------------------ error = abs(s(i+1)) / bnrm2; if ( error <= tol ), y = H(1:i,1:i) \ s(1:i); x = x + V(:,1:i)*y; break; end end if ( error <= tol ), break, end y = H(1:m,1:m) \ s(1:m); % --------------------- % Update approximation. % --------------------- x = x + V(:,1:m)*y; % ------------------ % Compute residual. % ------------------ r = M \ ( b-A*x ); % ------------------ % Check convergence. % ------------------ s(i+1) = norm(r); error = s(i+1) / bnrm2; if ( error <= tol ), break, end; end % ------------------------ % Final convergence check. % ------------------------ if ( error > tol ) flag = 1; end; % -------------- % End of gmres.m % -------------- .