From c0fa5ca32d48f67643f500137b6967bc2983ec5c Mon Sep 17 00:00:00 2001 From: Alexis Montoison Date: Tue, 15 Oct 2019 13:43:34 -0400 Subject: [PATCH] Remark about USYMCG --- src/bilq.jl | 2 +- src/usymlq.jl | 4 ++++ src/usymqr.jl | 1 + 3 files changed, 6 insertions(+), 1 deletion(-) diff --git a/src/bilq.jl b/src/bilq.jl index 915f6f5b5..a7692ce76 100644 --- a/src/bilq.jl +++ b/src/bilq.jl @@ -61,7 +61,7 @@ function bilq(A :: AbstractLinearOperator, b :: AbstractVector{T}; c :: Abstract ζₖ₋₁ = ζbarₖ = zero(T) # ζₖ₋₁ and ζbarₖ are the last components of z̅ₖ = (L̅ₖ)⁻¹β₁e₁ ζₖ₋₂ = ηₖ = zero(T) # ζₖ₋₂ and ηₖ are used to update ζₖ₋₁ and ζbarₖ δbarₖ₋₁ = δbarₖ = zero(T) # Coefficients of Lₖ₋₁ and L̅ₖ modified during two iterations - norm_vₖ = bNorm / βₖ # ‖vₖ‖ used for residual norm estimates + norm_vₖ = bNorm / βₖ # ‖vₖ‖ is used for residual norm estimates # Stopping criterion. solved_lq = bNorm ≤ ε diff --git a/src/usymlq.jl b/src/usymlq.jl index 96616a59d..7847cadaa 100644 --- a/src/usymlq.jl +++ b/src/usymlq.jl @@ -22,11 +22,15 @@ export usymlq """Solve the linear system Ax = b using the USYMLQ method. USYMLQ is based on a tridiagonalization process for unsymmetric matrices. +The eror norm ‖x - x*‖ monotonously decreases in USYMLQ. It's considered as a generalization of SYMMLQ. It can also be applied to under-determined and over-determined problems. In all cases, problems must be consistent. +An option gives the possibility of transferring to the USYMCG point, +when it exists. The transfer is based on the residual norm. + This version of USYMLQ works in any floating-point data type. """ function usymlq(A :: AbstractLinearOperator, b :: AbstractVector{T}, c :: AbstractVector{T}; diff --git a/src/usymqr.jl b/src/usymqr.jl index abcfefc31..ff1802121 100644 --- a/src/usymqr.jl +++ b/src/usymqr.jl @@ -22,6 +22,7 @@ export usymqr """Solve the linear system Ax = b using the USYMQR method. USYMQR is based on a tridiagonalization process for unsymmetric matrices. +The residual norm ‖b - Ax‖ monotonously decreases in USYMQR. It's considered as a generalization of MINRES. It can also be applied to under-determined and over-determined problems.