qmr (MATLAB Functions)

Quasi-minimal residual method

Syntax

x = qmr(A,b)
qmr(A,b,tol)
qmr(A,b,tol,maxit)
qmr(A,b,tol,maxit,M)
qmr(A,b,tol,maxit,M1,M2)
qmr(A,b,tol,maxit,M1,M2,x0)
[x,flag] = qmr(A,b,...)
[x,flag,relres] = qmr(A,b,...)
[x,flag,relres,iter] = qmr(A,b,...)
[x,flag,relres,iter,resvec] = qmr(A,b,...)

Description

x = qmr(A,b) attempts to solve the system of linear equations A*x=b for x. The n-by-n coefficient matrix A must be square and should be large and sparse. The column vector b must have length n. A can be a function handle afun such that afun(x,'notransp') returns A*x and afun(x,'transp') returns A'*x. See Function Handles in the MATLAB Programming documentation for more information.

Parameterizing Functions Called by Function Functions, in the MATLAB Mathematics documentation, explains how to provide additional parameters to the function afun, as well as the preconditioner function mfun described below, if necessary.

If qmr converges, a message to that effect is displayed. If qmr fails to converge after the maximum number of iterations or halts for any reason, a warning message is printed displaying the relative residual norm(b-A*x)/norm(b) and the iteration number at which the method stopped or failed.

qmr(A,b,tol) specifies the tolerance of the method. If tol is [], then qmr uses the default, 1e-6.

qmr(A,b,tol,maxit) specifies the maximum number of iterations. If maxit is [], then qmr uses the default, min(n,20).

qmr(A,b,tol,maxit,M) and qmr(A,b,tol,maxit,M1,M2) use preconditioners M or M = M1*M2 and effectively solve the system inv(M)*A*x = inv(M)*b for x. If M is [] then qmr applies no preconditioner. M can be a function handle mfun such that mfun(x,'notransp') returns M\x and mfun(x,'transp') returns M'\x.

qmr(A,b,tol,maxit,M1,M2,x0) specifies the initial guess. If x0 is [], then qmr uses the default, an all zero vector.

[x,flag] = qmr(A,b,...) also returns a convergence flag.

Flag
Convergence

0
qmr converged to the desired tolerance tol within maxit iterations.

1
qmr iterated maxit times but did not converge.

2
Preconditioner M was ill-conditioned.

3
The method stagnated. (Two consecutive iterates were the same.)

4
One of the scalar quantities calculated during qmr became too small or too large to continue computing.

Flag	Convergence
`0`	`qmr` converged to the desired tolerance `tol` within `maxit` iterations.
`1`	`qmr` iterated `maxit` times but did not converge.
`2`	Preconditioner `M` was ill-conditioned.
`3`	The method stagnated. (Two consecutive iterates were the same.)
`4`	One of the scalar quantities calculated during `qmr` became too small or too large to continue computing.

Whenever flag is not 0, the solution x returned is that with minimal norm residual computed over all the iterations. No messages are displayed if the flag output is specified.

[x,flag,relres] = qmr(A,b,...) also returns the relative residual norm(b-A*x)/norm(b). If flag is 0, relres <= tol.

[x,flag,relres,iter] = qmr(A,b,...) also returns the iteration number at which x was computed, where 0 <= iter <= maxit.

[x,flag,relres,iter,resvec] = qmr(A,b,...) also returns a vector of the residual norms at each iteration, including norm(b-A*x0).

Examples

Example 1.

n = 100;
on = ones(n,1);
A = spdiags([-2*on 4*on -on],-1:1,n,n);
b = sum(A,2);
tol = 1e-8; maxit = 15;
M1 = spdiags([on/(-2) on],-1:0,n,n);
M2 = spdiags([4*on -on],0:1,n,n);
x = qmr(A,b,tol,maxit,M1,M2);

displays the message

qmr converged at iteration 9 to a solution with relative residual 
5.6e-009

Example 2.

This example replaces the matrix A in Example 1 with a handle to a matrix-vector product function afun. The example is contained in an M-file run_qmr that

Calls qmr with the function handle @afun as its first argument.
Contains afun as a nested function, so that all variables in run_qmr are available to afun.

The following shows the code for run_qmr:

function x1 = run_qmr
n = 100; 
on = ones(n,1); 
A = spdiags([-2*on 4*on -on],-1:1,n,n);
b = sum(A,2); 
tol = 1e-8; 
maxit = 15;
M1 = spdiags([on/(-2) on],-1:0,n,n); 
M2 = spdiags([4*on -on],0:1,n,n);
x1 = qmr(@afun,b,tol,maxit,M1,M2);

    function y = afun(x,transp_flag)
       if strcmp(transp_flag,'transp')      % y = A'*x
          y = 4 * x;
          y(1:n-1) = y(1:n-1) - 2 * x(2:n);
          y(2:n) = y(2:n) - x(1:n-1);
       elseif strcmp(transp_flag,'notransp') % y = A*x
          y = 4 * x;
          y(2:n) = y(2:n) - 2 * x(1:n-1);
          y(1:n-1) = y(1:n-1) - x(2:n);
       end
    end
end

When you enter

```
x1=run_qmr;
```

MATLAB displays the message

qmr converged at iteration 9 to a solution with relative residual 
5.6e-009

Example 3.

load west0479;
A = west0479;
b = sum(A,2);
[x,flag] = qmr(A,b)

flag is 1 because qmr does not converge to the default tolerance 1e-6 within the default 20 iterations.

[L1,U1] = luinc(A,1e-5);
[x1,flag1] = qmr(A,b,1e-6,20,L1,U1)

flag1 is 2 because the upper triangular U1 has a zero on its diagonal, and qmr fails in the first iteration when it tries to solve a system such as U1*y = r for y using backslash.

[L2,U2] = luinc(A,1e-6);
[x2,flag2,relres2,iter2,resvec2] = qmr(A,b,1e-15,10,L2,U2)

flag2 is 0 because qmr converges to the tolerance of 1.6571e-016 (the value of relres2) at the eighth iteration (the value of iter2) when preconditioned by the incomplete LU factorization with a drop tolerance of 1e-6. resvec2(1) = norm(b) and resvec2(9) = norm(b-A*x2). You can follow the progress of qmr by plotting the relative residuals at each iteration starting from the initial estimate (iterate number 0).

semilogy(0:iter2,resvec2/norm(b),'-o')
xlabel('iteration number')
ylabel('relative residual')

See Also

bicg, bicgstab, cgs, gmres, lsqr, luinc, minres, pcg, symmlq, function_handle (@), mldivide (\)

References

[1] Barrett, R., M. Berry, T. F. Chan, et al., Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, SIAM, Philadelphia, 1994.

[2] Freund, Roland W. and Nöel M. Nachtigal, "QMR: A quasi-minimal residual method for non-Hermitian linear systems", SIAM Journal: Numer. Math. 60, 1991, pp. 315-339.

pwd qr