GCG Generalized conjugate gradient method

GCG Generalized conjugate gradient method
285 Downloads
Updated 16 Feb 2015

View License

GCG Generalized conjugate gradient method
X = GCG(A,B) attempts to solve the system of linear equations A*X=B
for X. The N-by-N coefficient matrix A must be symmetric and positive
definite and the right hand side column vector B must have length N.

X = GCG(A,B,TOL) specifies the tolerance of the method. If TOL is []
then GCG uses the default, 1e-6.

X = GCG(A,B,TOL,MAXIT) specifies the maximum number of iterations. If
MAXIT is [] then GCG uses the default, min(N,20).

X = GCG(A,B,TOL,MAXIT,MINV) provides auxiliary matrix inverse Minv of a
simpler solvable system. If MINV is [] then GCG uses the default,
eye(N,N).

X = GCG(A,B,TOL,MAXIT,M,X0) specifies the initial guess. If X0 is []
then GCG uses the default, an all zero vector.

[X K] = GCG(A,B) returns the number of iterations K.


References:
[CGO1976] Concus, P., Golub, G.H. and O'Leary D.P.: "A generalized
conjugate gradient method for the numerical solution of
elliptic partial differential equations", in Sparse Matrix
Computations, Bunch J. R and Rose, D. J., eds., Academic
Press, 1976, pp. 309-332.

See also pcg, bicg. bicgstab, bicgstabl and cgs.

Cite As

Mario Weder (2024). GCG Generalized conjugate gradient method (https://www.mathworks.com/matlabcentral/fileexchange/49720-gcg-generalized-conjugate-gradient-method), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Stability Analysis in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes
1.0.0.0