Hi All,
I want to solve a 5x5 matrix using gradient iterative method. After ~34000 iteration I got result in given stopping tolerance. But can we modify/improve my iteration so that we can find solution in less iteration say 30000 steps?
I have attached my code.
Thanks in advance,
Selahittin..
Hi Daniel,
I used what you said and attached it.
But it is soooo fast!!! why is that?
Thank you so much..
You did not try what I said. You used for the nesting function (# + iP.(b - A.#).(b - A.#)/iP.(b - A.#).A.iP.(b - A.#) iP.(b - A.#)) &. That is not the function I recommended to use. In particular I count four uses of that inverse iP in yours, and only one in mine.
(# + iP.(b - A.#).(b - A.#)/iP.(b - A.#).A.iP.(b - A.#) iP.(b - A.#)) &
iP
I tried what you said but nothing is change..
I am attaching my new code. Do you think it is wrong what I did in my code?
Thanks you so much..
Selahttin..
Flatten b so it is a vector, get rid of all the transposing because it's not needed for vector multiplication, define iP=Inverse[P], and try this for the nesting iterations:
b
iP=Inverse[P]
(# + ((b - A. # ).(b - A.# )/(b - A.# ).A.(b - A.# )) iP.(b - A.# )) &
