ilss

 LinearSystemSolver, template for customization by user

0001 function x=ilss(A,b,p,lam) 
0002 % LinearSystemSolver, template for customization by user
0003 global L U gmcount; % preconditioning matrices, write global L U gmcount at command line
0004 flag=1; 
0005 while(flag~=0)
0006   if(size(L,1)~=size(A,1)) fprintf('new LU ...'); tic;[L,U]=luinc(A,1e-6);toc; gmcount=0;end 
0007   figure(4);spy(A); figure(6);spy(L);pause
0008   tic;[x,flag,rr]=gmres(A,b,5,1e-6,10,L,U);s1=toc; gmcount=gmcount+1; 
0009   fprintf('flag=%i, res=%g, gmresc=%i, time=%g\n',flag, rr, gmcount,s1);
0010   if(flag~=0) fprintf('gmres, flag=%i, res=%g\n', flag, rr);
0011      fprintf('new LU ...'); tic;[L,U]=luinc(A,1e-5); toc; gmcount=0;
0012   end
0013 end
0014 % other options:
0015 %x=bicg(A,b,1e-6,15,L,U);toc
0016 %x=bicgstab(A,b,1e-6,15,L,U);toc
0017 %x=lsqr(A,b,1e-6,15,L,U);toc
0018 %x=tfqmr(A,b,1e-6,15,L,U);toc
0019 %d=diag(A);n=length(d);dsm=spdiags(d,0,n,n);tic;[x,flag,rr,iter]=gmres(A,b,n,1e-6,10,dsm);s1=toc;