Re: [CHANGESET] gmres (Last review of PROJECTS file before release)

On 5 Feb 2011, at 15:08, address@hidden wrote:

> 2/4/11
>
> The PROJECTS file was put up on the Octave Wiki by Jordi so that anyone
> could cross off or add new items to the list. I will take it down tomorrow
> and commit the changes back to Mercurial.
>
> However, it would be useful if developers could actually take a look at the
> list. I'm pretty sure some of the items are no longer necessary. The very
> first item, for example, is to improve logm. But, I happen to know that
> Jaroslav, M. Caliari, R.T. Guy, and myself already did quite a bit of work
> to convert it from using eig to a Schur decomposition and Pade Approximants.
>
> The link to the wiki page is http://wiki.octave.org/wiki.pl?Projects
>
> --Rik

Hi,

Looking at the PROJECTS I see that gmres is listed there as a missing function to be implemented.
As I had in Octave-Forge a version of the algorithm I had implemented some time ago with help from Jaroslav
I changed it a bit to make its interface more matlab compatible and prepared a changeset against tip.

The changeset also adds the mgorth function that implements modified Gram-Schmidt orthogonalization,
it was initially a private function but Jaroslav pointed out that it may be useful in its own right.

Could someone pleas check if this looks OK and maybe push it?

c.

+## [x, resids] = pgmres (A, b, m, rtol, maxit, P)

+##

+## Solve @code{A x = b} using the Preconditioned GMRES iterative method

+## with restart ak.a. PGMRES(m).

+##

+## @itemize @minus

+## @item @var{m} is the restart parameter, if not given or set to [] the default value @code{numel (b)} is used.

+## @item @var{rtol} is the relative tolerance, if not given or set to [] the default value 1e-6 is used.

+## @item @var{maxit} the maximum number of outer iterations, if not given or set to [] the default value @code{min (10, numel (b) / restart)} is used.

+## @item @var{P} is the preconditioner, @code{P = M1 * M2}.

+## @end itemize