Mercurial > hg > octave-nkf
view scripts/linear-algebra/krylovb.m @ 3408:ae7adbb591e8
[project @ 2000-01-06 08:29:11 by jwe]
author | jwe |
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date | Thu, 06 Jan 2000 08:29:26 +0000 |
parents | f7e4a95916f2 |
children | f8dde1807dee |
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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 [Uret,Ucols] = krylovb(A,V,k,eps1,pflg); # 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 (default: 1e-12) # pflg: permutation flag # 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 m-1, krylov returns the Hessenberg decompostion of A. # # Note: krylovb directly calls and is superseded by krylov. 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}); %d arguments passed", ... nargin); endswitch endfunction