?? ipcg.m
字號:
function [x,numiter,res] = ipcg(MTX, regpar, b, tol, intol, max_it)
% [x,numiter] = ipcg(MTX, REGPAR, b, tol, k)
%
% Preconditioned CG for the system
% (J'*J + regpar*L)x = r
% where J*v is computed indirectly J*v = -Q*(A^{-1}*(G*v))
%
% Copyright (c) 2007 by the Society of Exploration Geophysicists.
% For more information, go to http://software.seg.org/2007/0001 .
% You must read and accept usage terms at:
% http://software.seg.org/disclaimer.txt before use.
%
% Revision history:
% Original SEG version by Adam Pidlisecky and Eldad Haber
% Last update, July 2006
disp(' PCG -----');
%initialize starting variables
r = b;
n = length(b);
x = zeros(n,1);
rho = r'*r;
if ( rho == 0.0 ), rho = 1.0; end
err = norm( r ) / sqrt(rho);
if ( err < tol ) disp('err < tol'); return, end
for iter = 1:max_it % begin iteration
% preconditioning step %%%%%%
z = matsol(0.1*speye(n) + regpar*MTX.WTW, r, 1e-6);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
rho_1 = rho;
rho = (r'*z);
if iter == 1, rho0 = norm(z); end;
if ( iter > 1 ), % compute the direction vector
beta = rho / rho_1;
p = z + beta*p;
else
p = z;
end
%%%%%% Matrix times a vector %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% q = (J'*J) + regpar*W'*W)*p
% regpar*W'*W*p
q0 = regpar*MTX.WTW*p;
% Calculate (J'*J) in 4 steps
gp = calcGv(mkvc(MTX.mc), MTX.U , MTX, p);
q1 = -(Qu(MTX.OBS, Asol(MTX, gp, intol),MTX.SRCNUM));
q2 = -ATsol(MTX, Qtu(MTX.OBS, q1, MTX.SRCNUM), intol);
q3 = calcGvT(mkvc(MTX.mc), MTX.U , MTX ,q2);
% Sum the result to get q = (J'*J) + regpar*W'*W)*p
q = q0 + q3;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
alpha = rho / (p'*q );
x = x + alpha * p; % update approximation vector
r = r - alpha*q; % compute residual
err = norm( r ) / rho0; % check convergence
numiter = iter;
fprintf(' PCG iteration %d, Relative residual = %e\n',iter, err);
if ( err <= tol )
break,
end
res(iter) = err;
end
disp(' Done pcg -----');
% END ipcg.m
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