LINBCG is based on the routine linbcg described in section 2.7 of Numerical Recipes in C: The Art of Scientific Computing (Second Edition), published by Cambridge University Press, and is used by permission.
Note: Numerical Recipes recommends using double-precision arithmetic to perform this computation.
; Begin with an array A:
A = [[ 5.0, 0.0, 0.0, 1.0, -2.0], $
[ 3.0, -2.0, 0.0, 1.0, 0.0], $
[ 4.0, -1.0, 0.0, 2.0, 0.0], $
[ 0.0, 3.0, 3.0, 1.0 , 0.0], $
[-2.0, 0.0, 0.0, -1.0, 2.0]]
; Define a right-hand side vector B:
B = [7.0, 1.0, 3.0, 3.0, -4.0]
; Start with an initial guess at the solution:
X = REPLICATE(1.0, N_ELEMENTS(B))
; Solve the linear system Ax=b:
1.00000 1.00000 8.94134e-008 -2.37107e-007 -1.00000
The exact solution is [1, 1, 0, 0, -1].
The result is an n-element vector.
A row-indexed sparse array created by the SPRSIN function.
Note: If LINBCG is complex then only the real part is used for the computation.
An n-element vector containing the right-hand side of the linear system Ax=b.
An n-element vector containing the initial solution of the linear system.
Set this keyword to force the computation to be done in double-precision arithmetic.
Use this keyword to specify which convergence test should be used. Set ITOL to one of the following:
- Iteration stops when | A • x - b|/ |b| is less than the value specified by TOL.
- Iteration stops when |Ã-1• (A • x - b)|/|Ã-1 • b| (where Ã is a “preconditioning” matrix close to A) is less than the value specified by TOL.
- The routine uses its own estimate of error in x. Iteration stops when the magnitude of the error divided by the magnitude of x is less than the value specified by TOL. This is the default setting.
- The same as 3, except that the routine uses the largest (in absolute value) component of the error and the largest component of x rather than the vector magnitudes.
Use this keyword to specify the desired convergence tolerance. For single-precision calculations, the default value is 1.0 ∞ 10-7. For double-precision values, the default is 1.0 ∞ 10-14.
Use this keyword to specify an output variable that will be set to the number of iterations performed.
The maximum allowed number of iterations. The default is n2.
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