Iterative Methods for Linear and Nonlinear Equationsby C.T. KelleyFrontiers in Applied Mathematics 16Matlab Codes |
- Linear Equations
- pcgsol.m : Preconditioned CG
- gmresb.m : Brute force GMRES
- gmres.m : GMRES
Requires givapp.m . - bicgstab.m : Bi-CGSTAB
- tfqmr.m : TFQMR
- Finite difference solvers for use in Newton iterative method code nsola.m
- fdkrylov.m , driver for gmres, Bi-CGSTAB, and TFQMR solvers.
- fdgmres.m , fdtfqmr.m : solvers called by fdkrylov.m .
- fdkrylov.m also requires dirder.m and givapp.m
- Nonlinear Equations
- nsol.m : Basic Newton-Shamanskii solver, difference
Jacobian, LU factorization.
Requires the finite-difference Jacobian, diffjac.m , and directional derivative, dirder.m , codes. - brsol.m : Locally convergent Broyden solver
- nsolgm.m : Newton-GMRES solver.
Requires dirder.m , fdgmres.m , and givapp.m . - nsola.m : Newton-Krylov-Armijo code.
Requires dirder.m , fdgmres.m , fdcgstab.m , fdtfqmr.m , fdkrylov.m , givapp.m , and parab3p.m . - brsola.m : Broyden-Armijo code.
- nsol.m : Basic Newton-Shamanskii solver, difference
Jacobian, LU factorization.
- Miscellaneous
- givapp.m : applies sequence of Givens rotations. Used in gmres.m and fdgmres.m .
- fish2d.m : Fast Poisson solver, unit square,
homogeneous Dirichlet BC.
Requires sine transform, sintv.m , and inverse sine transform, isintv.m . - parab3p.m : Apply three-point safeguarded parabolic model for a line search.
Last modified: May 24, 1995 C. T. Kelley , [email protected]