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 b = [1;2;3];
   7 x0 = [1;1;1];
   8
   9 cgm  = conjugate_gradient_method(A, b, x0, 1e-6, 1000);
  10 pcgm = preconditioned_conjugate_gradient_method(A, M, b, x0, 1e-6, 1000);
  11 diff = norm(cgm - pcgm);
  12
  13 unit_test_equals("PCGM agrees with CGM when M == I", ...
  14                  true, ...
  15                  norm(diff) < 1e-6);
  16
  17 pcgm_simple = simple_preconditioned_cgm(A, M, b, x0, 1e-6, 1000);
  18 diff = norm(pcgm_simple - pcgm);
  19
  20 unit_test_equals("PCGM agrees with SimplePCGM when M == I", ...
  21                  true, ...
  22                  norm(diff) < 1e-6);
  23
  24 ## Needs to be symmetric!
  25 M = [0.97466, 0.24345, 0.54850; ...
  26      0.24345, 0.73251, 0.76639; ...
  27      0.54850, 0.76639, 1.47581];
  28
  29 pcgm = preconditioned_conjugate_gradient_method(A, M, b, x0, 1e-6, 1000);
  30 diff = norm(cgm - pcgm);
  31
  32 unit_test_equals("PCGM agrees with CGM when M != I", ...
  33                  true, ...
  34                  norm(diff) < 1e-6);
  35
  36
  37 pcgm_simple = simple_preconditioned_cgm(A, M, b, x0, 1e-6, 1000);
  38 diff = norm(pcgm_simple - pcgm);
  39
  40 unit_test_equals("PCGM agrees with Simple PCGM when M != I", ...
  41                  true, ...
  42                  norm(diff) < 1e-6);