Steepest Descent Iteration

Steepest Descent Iteration

June 7th, 2008 by Daniel Høyer Iversen

Steepest Descent Iteration , written in Matlab to solve the Advection-diffusion equation. The matrix A (in A x= b) is a block pentadiagonal matrix.

function Z = solver2(A,b)%Steepest Descent Iteration
 
p=params(0,0);
 
Z=p.noder(:,1)*5;
 
e=A(1,1);
 
for k=1:55000 %Gir feil på 0.2%, men bruker 36s
 
r=b-A*Z;
 
a= (r'*r)/((A*r)'*r);
 
Z=Z+a*r;
 
end

Do you want to use this code?

1 Response to “Steepest Descent Iteration ”

Claire

Hi, I’m undergraduate student of mathematics.
I’m very interesting with ur matlab code.
May I take a copy?

Thx b4.

Oct 17th, 2008 2:46 pm

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