No BSD License
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TFQMR solver for linear systems
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Preconditioned Conjugate-Gradient solver
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Krylov linear equation solver for use in nsola
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Forward difference Bi-CGSTAB solver for use in nsola
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Bi-CGSTAB solver for linear systems
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Forward difference TFQMR solver for use in nsola
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[l, u] =diffjac(x, f, f0)
compute a forward difference Jacobian f'(x), return lu factors
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brsol(x,f,tol, parms)
Broyden's Method solver, locally convergent
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brsola(x,f,tol, parms)
Broyden's Method solver, globally convergent
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dirder(x,w,f,f0)
Finite difference directional derivative
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fdgmres(f0, f, xc, params, xi...
GMRES linear equation solver for use in Newton-GMRES solver
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fish2d(f)
Poisson solver in 2D based on matlab fft
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gmres(x0, b, atv, params)
GMRES linear equation solver
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gmresb(x0, b, atv, params)
% GMRES linear equation solver, brute-force approach
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nsol(x,f,tol,parms)
Newton solver, locally convergent
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nsola(x,f,tol, parms)
Newton-Krylov solver, globally convergent
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nsolgm(x,f,tol, parms)
Newton-GMRES locally convergent solver for f(x) = 0
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parab3p(lambdac, lambdam, ff0...
Apply three-point safeguarded parabolic model for a line search.
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u=isintv(z)
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u=sintv(z)
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vrot=givapp(c,s,vin,k)
Apply a sequence of k Givens rotations, used within gmres codes
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View all files
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| dirder(x,w,f,f0) |
function z = dirder(x,w,f,f0)
% Finite difference directional derivative
% Approximate f'(x) w
%
% C. T. Kelley, November 25, 1993
%
% This code comes with no guarantee or warranty of any kind.
%
% function z = dirder(x,w,f,f0)
%
% inputs:
% x, w = point and direction
% f = function
% f0 = f(x), in nonlinear iterations
% f(x) has usually been computed
% before the call to dirder
%
% Hardwired difference increment.
epsnew=1.d-7;
%
n=length(x);
%
% scale the step
%
if norm(w) == 0
z=zeros(n,1);
return
end
epsnew = epsnew/norm(w);
if norm(x) > 0
epsnew=epsnew*norm(x);
end
%
% del and f1 could share the same space if storage
% is more important than clarity
%
del=x+epsnew*w;
f1=feval(f,del);
z = (f1 - f0)/epsnew;
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