cpcg script download - cpcg cpcg - CIRCULANT PRECONDITIONED CONJUGATE GRADIENT METHOD.

cpcg - CIRCULANT PRECONDITIONED CONJUGATE GRADIENT METHOD. CPCG -CIRCULANT PRECONDITIONED CONJUGATE GRADIENT METHOD.[x, error, iter, flag] = cpcg(a, b, tol, max_it, c, x0)[x, error, iter, flag] = cpcg(a, b, c)[x, error, iter, flag] = cpcg(a, b)tol, max_it, c, x0 can be replaced by [] and default vaules will be used.cpcg.m solves the symmetric positive definite Toeplitz linear system Ax=b using the Conjugate Gradient method with a circulant preconditioner C. Both matrices A and C have to be SYMMETRIC POSITIVE DEFINITE.input:a ------ REAL FIRST COLUMN of symmetric positive definite matrixb ------ REAL right hand side vectotol ---- REAL error tolerancemax_it - INTEGER maximum number of iterationc ------ REAL FIRST COLUMN of CIRCULANT preconditioner matrixx0 ----- REAL initial guess vectoroutput:x ------ REAL solution vectorerror -- REAL error normiter --- INTEGER number of iterations performedflag --- INTEGER: 0 = solution found to tolerance1 = no convergence given max_itTested under MATLAB 5.1 and 5.3. Requirements: · MATLAB Release: R11

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