tests/preconditioned_conjugate_gradient_method_tests.m

   1 A = [5,1,2; ...
   2      1,6,3; ...
   3      2,3,7];
   4
   5 M = eye(3);
   6
   7 b = [1;2;3];
   8
   9 x0 = [1;1;1];
  10
  11 ## Solved over the rationals.
  12 cgm  = conjugate_gradient_method(A, b, x0, 1e-6, 1000);
  13 pcgm = preconditioned_conjugate_gradient_method(A, M, b, x0, 1e-6, 1000);
  14 diff = norm(cgm - pcgm);
  15
  16 unit_test_equals("PCGM agrees with CGM when M == I", ...
  17                  true, ...
  18                  norm(diff) < 1e-6);
  19
  20
  21 ## Needs to be symmetric!
  22 M = [0.97466, 0.24345, 0.54850; ...
  23      0.24345, 0.73251, 0.76639; ...
  24      0.54850, 0.76639, 1.47581];
  25
  26 pcgm = preconditioned_conjugate_gradient_method(A, M, b, x0, 1e-6, 1000);
  27 diff = norm(cgm - pcgm);
  28
  29 unit_test_equals("PCGM agrees with CGM when M != I", ...
  30                  true, ...
  31                  norm(diff) < 1e-6);