27 lines
586 B
Mathematica
27 lines
586 B
Mathematica
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function [x,rvec] = myCG(A, b, x0, max_itr, tol)
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x = x0;
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rvec = zeros(1,max_itr+1);
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r = b - A * x0;
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rvec(1) = norm(r, 2);
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d = r;
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delta_old = dot(r, r);
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for i = 1:max_itr
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s = A * d;
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alpha = delta_old / dot(d, s);
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x = x + alpha * d;
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r = r - alpha * s;
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delta_new = dot(r, r);
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beta = delta_new / delta_old;
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d = r + beta * d;
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delta_old = delta_new;
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rvec(i + 1) = delta_new;
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if delta_new < tol
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rvec = rvec(1:i+1);
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break
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end
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end
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end
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