rafiter

(obsolete) iterative refinement for a s.p.d. linear system

Calling Sequence

[xn, rn] = rafiter(A, C_ptr, b, x0, [, nb_iter, verb])

Arguments

:A a real symmetric positive definite sparse matrix : :C_ptr a pointer to a Cholesky factorization (got with taucs_chfact) : :b column vector (r.h.s of the linear system) but “matrix” (multiple

r.h.s.) are allowed.

: :x0 first solution obtained with taucs_chsolve(C_ptr, b) : :nb_iter (optional) number of raffinement iterations (default 2) : :verb (optional) boolean, must be %t for displaying the intermediary

results, and %f (default) if you do not want.

: :xn new refined solution : :rn residual ( A*xn - b) :

Description

This function is somewhat obsolete, use x = taucs_chsolve(C_ptr,b,A) (see taucs_chsolve) which do one iterative refinement step.

To use if you want to improve a little the solution got with taucs_chsolve. Note that with verb=%t the displayed internal steps are essentially meaningful in the case where b is a column vector.

Caution

Currently there is no verification for the input parameters !

Examples

[A] = `ReadHBSparse`_(SCI+"/modules/umfpack/examples/bcsstk24.rsa");
C_ptr = `taucs_chfact`_(A);
b = `rand`_(`size`_(A,1),1);
x0 = `taucs_chsolve`_(C_ptr, b);
`norm`_(A*x0 - b)
[xn, rn] = rafiter(A, C_ptr, b, x0, verb=%t);
`norm`_(A*xn - b)
`taucs_chdel`_(C_ptr)

See Also

  • taucs_chsolve solve a linear sparse (s.p.d.) system given the Cholesky factors
  • taucs_chfact cholesky factorisation of a sparse s.p.d. matrix

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