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

[anonymous]

URL:
  <http://savannah.gnu.org/bugs/?41624>

                 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

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Details:

I do the following:
A = [...]
b = ones(size(A,1),1);
b = A'*b;
A = A'*A;
[l, u] = luinc(A,0);
pcg(A,b,1e-8,size(A,1),l,u,[])

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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