X-Git-Url: http://gitweb.michael.orlitzky.com/?p=octave.git;a=blobdiff_plain;f=optimization%2Fvanilla_cgm.m;h=b511b484dfaab2ecba7fa6b8702be5080f977ba9;hp=3a72b144fc6e623f76e9148817b7f50ec487177d;hb=e12c489da09259a1365ae199fb6d7cbe64c9eb19;hpb=3b53099a4e07530a498d6aa959defa6f01244154

diff --git a/optimization/vanilla_cgm.m b/optimization/vanilla_cgm.m
index 3a72b14..b511b48 100644
--- a/optimization/vanilla_cgm.m
+++ b/optimization/vanilla_cgm.m
@@ -36,26 +36,33 @@ function [x, k] = vanilla_cgm(A, b, x0, tolerance, max_iterations)
   %
   % All vectors are assumed to be *column* vectors.
   %
+
+  sqrt_n = floor(sqrt(length(x0)));
+
   k = 0;
-  x = x0; % Eschew the 'k' suffix on 'x' for simplicity.
-  rk = A*x - b; % The first residual must be computed the hard way.
+  xk = x0;
+  rk = A*xk - b; % The first residual must be computed the hard way.
   pk = -rk;
 
-  for k = [ 0 : max_iterations ]
-    if (norm(rk) < tolerance)
-       % Success.
-       return;
+  while (k <= max_iterations && norm(rk, 'inf') > tolerance)
+    alpha_k = step_length_positive_definite(rk, A, pk);
+    x_next = xk + alpha_k*pk;
+
+    % Avoid accumulated roundoff errors.
+    if (mod(k, sqrt_n) == 0)
+      r_next = A*x_next - b;
+    else
+      r_next = rk + (alpha_k * A * pk);
     end
 
-    alpha_k = step_length_cgm(rk, A, pk);
-    x_next = x + alpha_k*pk;
-    r_next = rk + alpha_k*A*pk;
     beta_next = (r_next' * r_next)/(rk' * rk);
     p_next = -r_next + beta_next*pk;
 
     k = k + 1;
-    x = x_next;
+    xk = x_next;
     rk = r_next;
     pk = p_next;
   end
+
+  x = xk;
 end