MATLAB Function Reference Volume 1: A - E - Bad Request

4559
This time U2 is nonsingular and may be an appropriate preconditioner.
[x,flag,relres,iter,resvec] = bicg(A,b,1e-15,10,L2,U2)
flag =
relres =
iter =
0
2.0248e-16
8
and bicg converges to within the desired tolerance at iteration number 8.
Decreasing the value of the drop tolerance increases the fill-in of the
incomplete factors but also increases the accuracy of the approximation to the
original matrix. Thus, the preconditioned system becomes closer to
inv(U)*inv(L)*L*U*x = inv(U)*inv(L)*b, where L and U are the true LU
factors, and closer to being solved within a single iteration.
The next graph shows the progress of bicg using six different incomplete LU
factors as preconditioners. Each line in the graph is labeled with the drop
tolerance of the preconditioner used in bicg.
bicg
2-151