File: gmres.xml

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<?xml version="1.0" encoding="UTF-8"?>
<!--
 * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
 * Copyright (C) XXXX-2008 - INRIA
 * 
 * This file must be used under the terms of the CeCILL.
 * This source file is licensed as described in the file COPYING, which
 * you should have received as part of this distribution.  The terms
 * are also available at    
 * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
 *
 -->
<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" version="5.0-subset Scilab" xml:lang="en" xml:id="gmres">
  <info>
    <pubdate>$LastChangedDate$</pubdate>
  </info>
  <refnamediv>
    <refname>gmres</refname>
    <refpurpose> Generalized Minimum RESidual method</refpurpose>
  </refnamediv>
  <refsynopsisdiv>
    <title>Calling Sequence</title>
    <synopsis>[x,flag,err,iter,res] = gmres(A,b,rstr,tol,maxi,M,x0)</synopsis>
  </refsynopsisdiv>
  <refsection>
    <title>Parameters</title>
    <variablelist>
      <varlistentry>
        <term>A</term>
        <listitem>
          <para>n-by-n matrix or function returning <literal>A*x</literal></para>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>b</term>
        <listitem>
          <para>right hand side vector</para>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>x0</term>
        <listitem>
          <para>initial guess vector (default: zeros(n,1))</para>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>M</term>
        <listitem>
          <para>preconditioner: matrix or function returning <literal>M*x</literal> (In the first case, default: eye(n,n))</para>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>rstr</term>
        <listitem>
          <para>number of iterations between restarts (default: 10)</para>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>maxi</term>
        <listitem>
          <para>maximum number of iterations (default: n)</para>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>tol</term>
        <listitem>
          <para>error tolerance (default: 1e-6)</para>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>x</term>
        <listitem>
          <para>solution vector</para>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>err</term>
        <listitem>
          <para>final residual norm</para>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>iter</term>
        <listitem>
          <para>number of iterations performed</para>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>flag</term>
        <listitem>
          <variablelist>
            <varlistentry>
              <term>0 =</term>
              <listitem>
                <para><literal>gmres</literal> converged to the desired tolerance within <literal>maxi</literal> iterations</para>
              </listitem>
            </varlistentry>
            <varlistentry>
              <term>1 =</term>
              <listitem>
                <para>no convergence given <literal>maxi</literal></para>
              </listitem>
            </varlistentry>
          </variablelist>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>res</term>
        <listitem>
          <para>residual vector</para>
        </listitem>
      </varlistentry>
    </variablelist>
  </refsection>
  <refsection>
    <title>Description</title>
    <variablelist>
      <varlistentry>
        <term>GMRES </term>
        <listitem>
          <para>solves the linear system <literal>Ax=b</literal> using the Generalized Minimal residual  method with restarts.</para>
        </listitem>
      </varlistentry>
      <varlistentry>
        <term>Details </term>
        <listitem>
          <para>of this algorithm are described in :</para>
          <para>"Templates for the Solution of Linear Systems: Building Blocks for
				Iterative Methods", Barrett, Berry, Chan, Demmel, Donato, Dongarra,
				Eijkhout, Pozo, Romine, and Van der Vorst, SIAM Publications, 1993 (ftp
				netlib2.cs.utk.edu; cd linalg; get templates.ps).</para>
          <para>"Iterative Methods for Sparse Linear Systems, Second Edition" Saad,
				SIAM Publications, 2003 (ftp ftp.cs.umn.edu; cd dept/users/saad/PS; get
				all_ps.zip).</para>
        </listitem>
      </varlistentry>
    </variablelist>
  </refsection>
  <refsection>
    <title>Examples</title>
    <programlisting role="example"><![CDATA[ 
// GMRES call x=gmres(A,b);
 ]]></programlisting>
  </refsection>
  <refsection>
    <title>See Also</title>
    <simplelist type="inline">
      <member>
        <link linkend="pcg">pcg</link>
      </member>
      <member>
        <link linkend="qmr">qmr</link>
      </member>
    </simplelist>
  </refsection>
  <refsection>
    <title>Authors</title>
    <para>Sage Group (IRISA, 2005) </para>
  </refsection>
</refentry>