Mercurial > hg > octave-lyh
view scripts/linear-algebra/krylovb.m @ 3439:3234a698073a
[project @ 2000-01-14 09:51:14 by jwe]
author | jwe |
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date | Fri, 14 Jan 2000 09:52:35 +0000 |
parents | e098ebb77023 |
children | 8e36c45e3a61 |
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## Copyright (C) 1993, 1998, 1999 A. Scottedward Hodel ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by the ## Free Software Foundation; either version 2, or (at your option) any ## later version. ## ## Octave is distributed in the hope that it will be useful, but WITHOUT ## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or ## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License ## for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, write to the Free ## Software Foundation, 59 Temple Place, Suite 330, Boston, MA 02111 USA. ## function [U, Ucols] = krylovb (A, V, k ,eps1, pflg); ## construct orthogonal basis U of block Krylov subspace; ## [V AV A^2*V ... A^(k+1)*V]; ## method used: householder reflections to guard against loss of ## orthogonality ## eps1: threshhold for 0 (optional, default: 1e-12) ## pflg: permutation flag (optional) ## outputs: ## returned basis U is orthogonal matrix; due to "zeroed" ## columns of product, may not satisfy A U = U H identity ## Ucols: dimension of span of krylov subspace (based on eps1) ## if k > m-1, krylov returns the Hessenberg decompostion of A. ## ## Note: krylovb directly calls and is superseded by krylov. function [Uret, Ucols] = krylovb (A, V, k, eps1, pflg) switch (nargin) case (3) [Uret, H, Ucols] = krylov (A, V, k); case (4) [Uret, H, Ucols] = krylov (A, V, k, eps1); case (5) [Uret, H, Ucols] = krylov (A, V, k, eps1, pflg); otherwise usage ("[Uret, Ucols] = krylovb (A, V, k ,eps1, pflg)); endswitch endfunction