On 25 May 2010, at 16:17, Jaroslav Hajek wrote:
> 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 actual reason why pgmres was written in the first place was to
demonstrate the overloading of the '*'
operator in c++ and the use of a function instead of a matrix in the
matrix-free implementation of an iterative solver.
In principle I have no objections to switching to an m file if
performance is not affected, though.
> 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?
why is only the inner loop important, if many iterations are performed
doesn't the outer loop also impact speed?
thanks for looking into this!
c.
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