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Data: A and b. Output: ak Initialization choice of xo ro = b Axo zo = C-'ro po = z0 Iterations preconditioning For k
Data: A and b. Output: ak Initialization choice of xo ro = b Axo zo = C-'ro po = z0 Iterations preconditioning For k >1 and rk #0 (k-1,rk-1) (Apk-1 Pk-1) Ik = xk-1 + ak-1Pk-1 ak-1 = Tk = rk-1 - ak-1Apk-1 Zk = C-'rk (kTk) (k-1,k-1) Pk = Zk + Bk-1Pk=1 preconditioning Bk-1 : :-1=D End Algorithm 9.4: Preconditioned conjugate gradient method.
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Matlab code clear all clc n10 a0b1hban f1xy2xx1yy1 uexxyxx1yy1 xlinspacea...
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Probability & Statistics For Engineers & Scientists
Authors: Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying
7th Edition
9789813131279, 130415294, 9813131276, 978-0130415295
