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[Octave-bug-tracker] [bug #41624] pcg fails to converge with preconditio

From: anonymous
Subject: [Octave-bug-tracker] [bug #41624] pcg fails to converge with preconditioner luinc
Date: Mon, 17 Feb 2014 15:56:14 +0000
User-agent: Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/31.0.1650.63 Safari/537.36


                 Summary: pcg fails to converge with preconditioner luinc
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Mon 17 Feb 2014 03:56:13 PM UTC
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 3.8.0
        Operating System: GNU/Linux



I do the following:
A = [...]
b = ones(size(A,1),1);
b = A'*b;
A = A'*A;
[l, u] = luinc(A,0);

With a matrix A that is not very "difficult", but unfortunately very large, it
can be seen here: http://paste.debian.net/plain/82538
With Matlab it converges very fast, i.e.
"pcg converged at iteration 1 to a solution with relative residual 5.1e-10"
while under octave it fails to converge to anything useful and tells me:
warning: matrix singular to machine precision, rcond = 1
warning: attempting to find minimum norm solution
warning: pcg: maximum number of iterations (1599) reached

warning: the initial residual norm was reduced 0.354462 times.

warning: pcg: matrix not positive definite?


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