Mercurial > repos > public > sbplib
annotate +time/+expint/Magnus_mp.m @ 704:111fcbcff2e9 feature/optim
merg with featuew grids
author | Ylva Rydin <ylva.rydin@telia.com> |
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date | Fri, 03 Nov 2017 10:53:15 +0100 |
parents | 8434063ed162 |
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rev | line source |
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505
49bc2929dfb1
Added the midpont magnus exponential integrator
Ylva Rydin <ylva.rydin@telia.com>
parents:
diff
changeset
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1 % Takes one time step of size k using the magnus midpoinr |
49bc2929dfb1
Added the midpont magnus exponential integrator
Ylva Rydin <ylva.rydin@telia.com>
parents:
diff
changeset
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2 % starting from v_0 and where the function F(v,t) gives the |
49bc2929dfb1
Added the midpont magnus exponential integrator
Ylva Rydin <ylva.rydin@telia.com>
parents:
diff
changeset
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3 % time derivatives. |
513
bc39bb984d88
Added arnoldi krylov subspace approximation
Ylva Rydin <ylva.rydin@telia.com>
parents:
512
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4 function v = Magnus_mp(v,D, t , k,matrixexp,tol) |
505
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Ylva Rydin <ylva.rydin@telia.com>
parents:
diff
changeset
|
5 |
49bc2929dfb1
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parents:
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6 if isa(D,'function_handle') |
513
bc39bb984d88
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Ylva Rydin <ylva.rydin@telia.com>
parents:
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7 Omega = D(t +k/2); |
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parents:
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8 else |
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parents:
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9 Omega = D; |
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Ylva Rydin <ylva.rydin@telia.com>
parents:
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10 end |
49bc2929dfb1
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parents:
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11 |
513
bc39bb984d88
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Ylva Rydin <ylva.rydin@telia.com>
parents:
512
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12 switch matrixexp |
bc39bb984d88
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Ylva Rydin <ylva.rydin@telia.com>
parents:
512
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13 case 'expm' |
bc39bb984d88
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parents:
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14 v = expm(k*Omega)*v; |
bc39bb984d88
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Ylva Rydin <ylva.rydin@telia.com>
parents:
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15 case 'Arnoldi' |
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1 objective optimization finished
Ylva Rydin <ylva.rydin@telia.com>
parents:
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16 v = time.expint.expm_Arnoldi(-Omega,v,k,tol,1000); |
513
bc39bb984d88
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Ylva Rydin <ylva.rydin@telia.com>
parents:
512
diff
changeset
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17 otherwise |
bc39bb984d88
Added arnoldi krylov subspace approximation
Ylva Rydin <ylva.rydin@telia.com>
parents:
512
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18 error('No such matrix exponential evaluation') |
bc39bb984d88
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Ylva Rydin <ylva.rydin@telia.com>
parents:
512
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19 |
bc39bb984d88
Added arnoldi krylov subspace approximation
Ylva Rydin <ylva.rydin@telia.com>
parents:
512
diff
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20 end |
505
49bc2929dfb1
Added the midpont magnus exponential integrator
Ylva Rydin <ylva.rydin@telia.com>
parents:
diff
changeset
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21 end |