Scilab Function
Last update : 06/01/2006
qmr - quasi minimal resiqual method with preconditioning
Calling Sequence
-
[x,flag,err,iter,res] = qmr(A,b,x0,M1,M1p,M2,M2p,maxi,tol)
Parameters
-
A
: matrix of size n-by-n or function returning
A*x
-
b
: right hand side vector
-
x0
: initial guess vector (default: zeros(n,1))
-
M1
: left preconditioner: matrix or function returning
M1*x
(In the first case, default: eye(n,n))
-
M1p
: must only be provided when
M1
is a function. In this case
M1p
is the function which returns
M1'*x
-
M2
: right preconditioner: matrix or function returning
M2*x
(In the first case, default: eye(n,n))
-
M2p
: must only be provided when
M2
is a function. In this case
M2p
is the function which returns
M2'*x
-
maxi
: maximum number of iterations (default: n)
-
tol
: error tolerance (default: 1000*%eps)
-
x
: solution vector
-
flag
: 0 =
qmr
converged to the desired tolerance within
maxi
iterations
-
res
: residual vector
-
err
: final residual norm
-
iter
: number of iterations performed
Description
Solves the linear system
Ax=b
using the Quasi Minimal Residual Method with preconditioning.
See Also
gmres
,
Author
SAGE Group, IRISA 2005