基于MATLAB实现共轭梯度法.pdfVIP

%conjugate gradient methods %method:FR,PRP,HS,DY,CD,WYL,LS %精确线搜索,梯度终止准则 function [ m,k,d,a,X,g1,fv] = conjgradme( G,b,c,X,e,method) if nargin6 error(输入参数必须为6); end n=length(G); if n==2 format long e %rat syms x1 x2 f=1/2*[x1,x2]*G*[x1;x2]+b*[x1;x2]+c; g=[diff(f,x1);diff(f,x2)]; g1=subs(subs(g,x1,X(1,1)),x2,X(2,1)); d=-g1; a=-(d*g1)/(d*G*d);% a=-((X(:,1)*G*d+b*d)/(d*G*d)); a=g1(:,1)*g1(:,1)/(d(:,1)*G*d(:,1)); X(:,2)=X(:,1)+a*d; g1=[g1 subs(subs(g,x1,X(1,2)),x2,X(2,2))]; m1=norm(g1(:,1)); m=norm(g1(:,2)); i=2; k=zeros(1); switch method case FR while m=e k(i-1)=(m/m1)^2; d(:,i)=-g1(:,i)+k(i-1)*d(:,i-1); a(i)=- (d(:,i)*g1(:,i))/(d(:,i)*G*d(:,i)); %a1(i)=- ((X(:,i)*G*d(:,i)+b*d(:,i))/(d(:,i)*G*d(:, i)));a(i)=g1(:,i)*g1(:,i)/(d(:,i)*G*d(:,i)); X(:,i+1)=X(:,i)+a(i)*d(:,i); g1=[g1 subs(subs(g,x1,X(1,i+1)),x2,X(2,i+1))]; m1=m; m=norm(g1(:,i+1)); i=i+1; end case PRP while m=e k(i-1)=g1(:,i)*(g1(:,i)-g1(:,i-1))/(norm(g1(:,i-1)))^2; d(:,i)=-g1(:,i)+k(i-1)*d(:,i-1); a(i)=- (d(:,i)*g1(:,i))/(d(:,i)*G*d(:,i)); X(:,i+1)=X(:,i)+a(i)*d(:,i); g1=[g1 subs(subs(g,x1,X(1,i+1)),x2,X(2,i+1))]; m=norm(g1(:,i+1)); i=i+1; end case HS while m=e k(i-1)=g1(:,i)*(g1(:,i)-g1(:,i-1))/(d(:,i-1)*(g1(:,i)-g1(:,i-1) )); d(:,i)=-g1(:,i)+k(i-1)*d(:,i-1); a(i)=- (d(:,i)*g1(:,i))/(d(:,i)*G*d(:,i)); X(:,i+1)=X(:,i)+a(i)*d(:,i); g1=[g1 subs(subs(g,x1,X(1,i+1)),x2,X(2,i+1))]; m=norm(g1(:,i+1)); i=i+1; end case DY while m=e k(i-1)=g1(:,i)*g1(:,i)/(d(:,i-1)*(g1(:,i)-g1(:,i-1))); d(:,i)=-g1(:,i)+k(i-1)*d(:,i-1); a(i)=- (d(:,i