Mercurial > repos > public > sbplib
changeset 697:8434063ed162 feature/optim
1 objective optimization finished
| author | Ylva Rydin <ylva.rydin@telia.com> |
|---|---|
| date | Fri, 06 Oct 2017 13:51:21 +0200 |
| parents | 7c16b5af8d98 |
| children | 0122cbe2e6d3 |
| files | +time/+expint/Magnus_mp.m +time/+expint/Magnus_mp.m~ +time/+expint/expm_Arnoldi.m |
| diffstat | 3 files changed, 18 insertions(+), 9 deletions(-) [+] |
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--- a/+time/+expint/Magnus_mp.m Thu Oct 05 18:04:23 2017 +0200 +++ b/+time/+expint/Magnus_mp.m Fri Oct 06 13:51:21 2017 +0200 @@ -13,7 +13,7 @@ case 'expm' v = expm(k*Omega)*v; case 'Arnoldi' - v = time.expint.expm_Arnoldi(-Omega,v,k,tol,100); + v = time.expint.expm_Arnoldi(-Omega,v,k,tol,1000); otherwise error('No such matrix exponential evaluation')
--- a/+time/+expint/Magnus_mp.m~ Thu Oct 05 18:04:23 2017 +0200 +++ b/+time/+expint/Magnus_mp.m~ Fri Oct 06 13:51:21 2017 +0200 @@ -4,14 +4,18 @@ function v = Magnus_mp(v,D, t , k,matrixexp,tol) if isa(D,'function_handle') - switch matrixexp - case 'expm' - v = expm(k*D(t +k/2))*v; - case 'Arnol' - v = time.expint.expm_Arnoldi(-D(t +k/2),v,k,toler,100); + Omega = D(t +k/2); else - %v = krylov(k*D,v); - % v = expm(k*D)*v; + Omega = D; end +switch matrixexp + case 'expm' + v = expm(k*Omega)*v; + case 'Arnoldi' + [v, i] = time.expint.expm_Arnoldi(-Omega,v,k,tol,1000); + otherwise + error('No such matrix exponential evaluation') + +end end \ No newline at end of file
--- a/+time/+expint/expm_Arnoldi.m Thu Oct 05 18:04:23 2017 +0200 +++ b/+time/+expint/expm_Arnoldi.m Fri Oct 06 13:51:21 2017 +0200 @@ -1,5 +1,7 @@ function y = expm_Arnoldi(A,v,t,toler,m) -% + +global iter + % y = expm_Arnoldi(A,v,t,toler,m) % % computes $y = \exp(-t A) v$ @@ -26,8 +28,11 @@ resnorm = inf; j=0; +iter = 0; + while resnorm > toler + iter = iter +1; j = j+1; w = A*V(:,j); for i=1:j