On Tue, May 25, 2010 at 3:13 PM, Carlo de Falco <[email protected]> wrote:
>
> On 25 May 2010, at 14:59, Jaroslav Hajek wrote:
>
>> unless anyone objects, I'll become the maintainer of this package.
>
> oh, well.. as now linear algebra has a maintainer I finally have someone to
> direct my complaints to ;)
>
>> comments, further suggestions?
>
> well yes, some time ago an initial implementation of pgmres was added to the
> package but the author[*]
> seems to not have taken too much care for making it compatibile with
> matlab's gmres function, maybe you
> could have a look into this before the release?
>
> c.
>
> [*] OK, you got me, that lazy author is me... pgmres needs a lot of
> improvement but it has been on my todo list
> for a long time now, so although I think it would make sense to complete it
> before the release I will not at all
> ask to delay the release because of this.
>
Is there particular reason why pgmres is a C++ file? The only inner
loop I can see is the modified Gram-Schmidt orthogonalization:
H.resize (reit+1, reit, 0.0);
for (octave_idx_type j = 0; j < reit; j++)
{
H(j, reit-1) = (V.column (j).transpose ()) * tmp;
tmp = tmp - (H (j, reit-1) * V.column (j));
}
which would be useful to have as a separate function, such as:
function [y, r] = mgorth (v, x);
# orthogonalizes a column vector x relative to orthogonal basis v
using the modified gram-schmidt orthogonalization.
# mathematically, this is equivalent to
# r = v'*x; y = x - v*r;
# but computed in a more stable manner that avoids accumulating
roundoff errors when done sequentially.
pgmres could then be written as a m-file. What do you think?
--
RNDr. Jaroslav Hajek, PhD
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz
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