matlab coding for simple subspace iteration

Boyka

2014 5 3

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I wrote the code for the simple subspace iteration but it does not seem to work properly. Here is my code

function [v,lamda] = SSI(A,tol)

n=size(A,1);

v=rand(n);

res=1;

while (res > tol)

    W = A*v;
    [Q,R] = qr(W);
    v = Q;
    res = norm(W-A*v);

end

and the algorithm is as follows

Choose an initial system of vectors v_{0}

Iterate: Until convergence do,

v_{k} = Av_{k-1}

v_{k} = QR the QR factorisation of v_{k} and set v_{k} = Q

Thanks in advance

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Geoff Hayes 2014-5-3

编辑：Geoff Hayes 2014-5-3

Please clarify what is meant by "…does not seem to work properly". What exactly doesn't work properly in your algorithm? Is the error something like "not all output parameters are set"? The output parameter lambda is not being set to anything so that could be a problem. Else this code looks awfully similar to ssi problem.

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