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comparison +time/+expint/expm_Arnoldi.m @ 697:8434063ed162 feature/optim

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1 objective optimization finished
author Ylva Rydin <ylva.rydin@telia.com>
date Fri, 06 Oct 2017 13:51:21 +0200
parents bc39bb984d88
children
comparison
equal deleted inserted replaced
696:7c16b5af8d98 697:8434063ed162
1 function y = expm_Arnoldi(A,v,t,toler,m) 1 function y = expm_Arnoldi(A,v,t,toler,m)
2 % 2
3 global iter
4
3 % y = expm_Arnoldi(A,v,t,toler,m) 5 % y = expm_Arnoldi(A,v,t,toler,m)
4 % 6 %
5 % computes $y = \exp(-t A) v$ 7 % computes $y = \exp(-t A) v$
6 % input: A (n x n)-matrix, v n-vector, t>0 time interval, 8 % input: A (n x n)-matrix, v n-vector, t>0 time interval,
7 % toler>0 tolerance, m maximal Krylov dimension 9 % toler>0 tolerance, m maximal Krylov dimension
24 beta = norm(v); 26 beta = norm(v);
25 V(:,1) = v/beta; 27 V(:,1) = v/beta;
26 resnorm = inf; 28 resnorm = inf;
27 29
28 j=0; 30 j=0;
31 iter = 0;
32
29 33
30 while resnorm > toler 34 while resnorm > toler
35 iter = iter +1;
31 j = j+1; 36 j = j+1;
32 w = A*V(:,j); 37 w = A*V(:,j);
33 for i=1:j 38 for i=1:j
34 H(i,j) = w'*V(:,i); 39 H(i,j) = w'*V(:,i);
35 w = w - H(i,j)*V(:,i); 40 w = w - H(i,j)*V(:,i);