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Efficient Conjugate Gradient Method for Symmetric Banded Matrix

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Efficient Conjugate Gradient Method for Symmetric Banded Matrix

by Michael Akinwumi

 

22 Apr 2011

Given symmetric banded matrix A,this code efficiently uses conjugate gradient method to solve Ax=b.

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This code uses conjugate gradient method to solve the linear system
Ax= b, where A is symmetric and banded. A is first stored in a
compactstorage mode, using the function "compactstorage", and then
conjugate gradient method is applied to the compactly stored matrix.
Input: A, initial guess x, vector b, tolerance called epsilon and
maximum number of iteration called MaxIter.
Output: computed solution x and number of iteration called Iteration.

MATLAB release MATLAB 7.11 (2010b)
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symmetric banded matrix Michael Akinwumi 22 Apr 2011 15:55:35
conjugate gradient Michael Akinwumi 22 Apr 2011 15:55:35

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