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

icg
2-152
relative residual
10 0
10 −5
10 −10
10
0 1 2 3 4 5 6 7 8
−15
1e−12
1e−14
1e−10
1e−8
1e−6
iteration number
This does not give us any idea of the time involved in creating the incomplete
factors and then computing the solution. The following graph plots the drop
tolerance of the incomplete LU factors against the time to compute the
preconditioner, the time to iterate once the preconditioner has been computed,
and their sum, the total time to solve the problem. The time to produce the
factors does not increase very quickly with the fill-in, but it does slow down the
average time for an iteration. Since fewer iterations are performed, the total
time to solve the problem decreases. west0479 is quite a small matrix, only
139-by-139, and preconditioned bicg still takes longer than backslash.