X-Git-Url: http://gitweb.michael.orlitzky.com/?p=octave.git;a=blobdiff_plain;f=optimization%2Fpreconditioned_conjugate_gradient_method.m;h=dec2eeed97418094671d0db34e327e1351820415;hp=35fecaa99cdb81b7f22836791797c0bb2fe1acac;hb=62955524e317c9b63006ca41da8e58647d15f632;hpb=302a62bb7c0adf581916fcd1f93faa719e8d51e8

diff --git a/optimization/preconditioned_conjugate_gradient_method.m b/optimization/preconditioned_conjugate_gradient_method.m
index 35fecaa..dec2eee 100644
--- a/optimization/preconditioned_conjugate_gradient_method.m
+++ b/optimization/preconditioned_conjugate_gradient_method.m
@@ -77,14 +77,7 @@ function [x, k] = preconditioned_conjugate_gradient_method(Q, ...
   zk = M \ rk;
   dk = -zk;
 
-  while (k <= max_iterations)
-
-    if (norm(rk) < tolerance)
-      % Check our stopping condition. This should catch the k=0 case.
-      x = xk;
-      return;
-    end
-
+  while (k <= max_iterations && norm(rk, 'inf') > tolerance)
     % Used twice, avoid recomputation.
     rkzk = rk' * zk;
 
@@ -92,13 +85,22 @@ function [x, k] = preconditioned_conjugate_gradient_method(Q, ...
     % do them both, so we precompute the more expensive operation.
     Qdk = Q * dk;
 
-    alpha_k = rkzk/(dk' * Qdk);
+    % We're going to divide by this quantity...
+    dkQdk = dk' * Qdk;
+
+    % So if it's too close to zero, we replace it with something
+    % comparable but non-zero.
+    if (dkQdk < eps)
+      dkQdk = eps;
+    end
+
+    alpha_k = rkzk/dkQdk;
     x_next = xk + (alpha_k * dk);
 
     % The recursive definition of r_next is prone to accumulate
     % roundoff error. When sqrt(n) divides k, we recompute the
-    % residual to minimize this error. This modification is due to the
-    % second reference.
+    % residual to minimize this error. This modification was suggested
+    % by the second reference.
     if (mod(k, sqrt_n) == 0)
       r_next = Q*x_next - b;
     else
@@ -120,7 +122,6 @@ function [x, k] = preconditioned_conjugate_gradient_method(Q, ...
     dk = d_next;
   end
 
-  % The algorithm didn't converge, but we still want to return the
-  % terminal value of xk.
+  % If we make it here, one of the two stopping conditions was met.
   x = xk;
 end