bicgstab_custom.m File Reference

Functions
function	bicgstab_custom (in A, in b, in tol, in max_it, in Minv, in ignoredArg, in x)
	Customized BiCGStab algorithm to allow for live monitoring of convergence progress. More...

Function Documentation

bicgstab_custom()

function bicgstab_custom	(	in	A,
		in	b,
		in	tol,
		in	max_it,
		in	Minv,
		in	ignoredArg,
		in	x
	)

Customized BiCGStab algorithm to allow for live monitoring of convergence progress.

This function is a modified version of the algorithm provided with the package "Templates for the Solution of Linear Systems" from matlab file exchange

Parameters

A	(function handle): The linear operator to be solved
b	(float array): Right hand side of linear system
tol	(float): Convergence tolerance - algorithm stops when relative error is smaller than tol
max_it	(int): Maximal number of iterations
Minv	(function handle): Preconditioner operator, should be similar to the inverse of A
0	(-): Empty input parameter to make format consistent with Matlab's built-in bicgstab
x	(float array): Initial guess for solution vector

Return values

x	(float array): approximate solution of linear system
error	(float): residual relative error
iter	(int): number of iterations
flag	(int): indicates success of algorithm: 0 = solution found to tolerance 1 = no convergence given max_it -1 = breakdown: rho = 0 -2 = breakdown: omega = 0
convHist	(float array): relative error as a function of iteration half-steps