function [ x, error_norm, iter, flag ] = bicg ( A, x, b, M, max_it, tol ) %% BICG solves a linear system using the biconjugate gradient method. % % Discussion: % % No preconditioning is applied. % % Modified: % % 27 March 2006 % % Reference: % % Richard Barrett, Michael Berry, Tony Chan, James Demmel, % June Donato, Jack Dongarra, Victor Eijkhout, Roidan Pozo, % Charles Romine, Henk van der Vorst % Templates for the Solution of Linear Systems: Building Blocks for % Iterative Methods, % SIAM Publications, 1993. % % Parameters: % % Input, real A(N,N), the symmetric positive definite matrix. % % Input, real X(N), the initial guess vector. % % Input, real B(N), the right hand side vector. % % Input, real M(N,N), the preconditioning matrix. M is not used % by this routine, and it is included just so that the calling % sequence is similar to the other routines. % % Input, integer MAX_IT, the maximum number of iterations. % % Input, real TOL, an error tolerance. % % Output, real X(N), the solution. % % Output, real ERROR_NORM, the norm of the error. % % Output, integer ITER, the number of iterations performed. % % Output, integer FLAG, the return flag. % 0 = the solution was found to within the specified tolerance. % 1 = a satisfactory solution was not found. The iteration limit % was exceeded. % -1, the method broke down. % % % Initialization. % iter = 0; bnrm2 = norm ( b ); if ( bnrm2 == 0.0 ) bnrm2 = 1.0 end r = b - A * x; error_norm = norm ( r ) / bnrm2; errorhist = [ ]; errorhist(1) = error_norm; if ( error_norm < tol ) flag = 0; return end flag = 1; r_tld = r; for iter = 1 : max_it z = r; z_tld = r_tld; rho = z' * r_tld; if ( rho == 0.0 ) flag = -1; break end % % Compute direction vectors. % if ( 1 < iter ) beta = rho / rho_1; p = z + beta * p; p_tld = z_tld + beta * p_tld; else p = z; p_tld = z_tld; end % % Compute the residual pair. % q = A * p; q_tld = A' * p_tld; alpha = rho / ( p_tld' * q ); % % Update the approximation. % x = x + alpha * p; r = r - alpha * q; r_tld = r_tld - alpha * q_tld; % % Check for convergence. % error_norm = norm ( r ) / bnrm2; errorhist(iter+1) = error_norm; if ( error_norm <= tol ) flag = 0; break end rho_1 = rho; end error_norm = errorhist; return end