gseid.m

关于数值计算的matlab程序代码,包含了很多的实用的算法.程序全部可以直接用的,有详细的英文注释.

function X=gseid(A,B,P,delta, max1)

% Input  - A is an N x N nonsingular matrix
%        - B is an N x 1 matrix
%        - P is an N x 1 matrix; the initial guess
%	 - delta is the tolerance for P
%	 - max1 is the maximum number of iterations
% Output - X is an N x 1 matrix: the gauss-seidel approximation to
%	   the solution of AX = B

%  NUMERICAL METHODS: Matlab Programs
% (c) 2004 by John H. Mathews and Kurtis D. Fink
%  Complementary Software to accompany the textbook:
%  NUMERICAL METHODS: Using Matlab, Fourth Edition
%  ISBN: 0-13-065248-2
%  Prentice-Hall Pub. Inc.
%  One Lake Street
%  Upper Saddle River, NJ 07458

N = length(B);

for k=1:max1
   for j=1:N
      if j==1
        X(1)=(B(1)-A(1,2:N)*P(2:N))/A(1,1);
      elseif j==N
	     X(N)=(B(N)-A(N,1:N-1)*(X(1:N-1))')/A(N,N);
      else
	     %X contains the kth approximations and P the (k-1)st
        X(j)=(B(j)-A(j,1:j-1)*X(1:j-1)'-A(j,j+1:N)*P(j+1:N))/A(j,j);
      end
   end
   err=abs(norm(X'-P));
   relerr=err/(norm(X)+eps);
   P=X';
      if (err<delta)|(relerr<delta)
     break
   end
end

X=X';