sor.m

GAUSS-SEIDEL法的Matlab程序

function s=SOR(a,b,x0,w,eps)
D=diag(diag(a));%求对角矩阵
L=-tril(a,-1);%求严格下三角矩阵
U=-triu(a,1);%求严格上三角矩阵
C=inv(D-w*L);
B=C*[(1-w)*D+w*U];
f=w*C*b;
s=B*x0+f;
while norm(s-x0)>=eps
    x0=s;
    s=B*x0+f;
end
return