sor.cpp

刚学数值分析

//
// SOR.cpp
//

#include "stdafx.h"
#include "SOR.h"

SOR::SOR(int n, double** A, double* B, double OMEGA)
{
	m_nDimension=	n;
	MatrixA		=	A;
	VectorB		=	B;
	m_dblOmega	=	OMEGA;
}

SOR::~SOR()
{
}

double* SOR::GetSolution()
{
	int i, j;
	double sum = 0;
	double* X = new double[m_nDimension+1];
	double* XOld = new double[m_nDimension+1];
	for(i=0; i<=m_nDimension; i++)
	{
		X[i] = 0;
		XOld[i] = 0;
	}



//////////////////////////////////////////////////
	bool bContinue = true;
	while(bContinue)
	{
		for(i=0; i<=m_nDimension; i++)
		{
			XOld[i] = X[i];
		}

		for(i=0; i<=m_nDimension; i++)
		{
			sum = VectorB[i];

			for(j=0; j<=m_nDimension; j++)
			{
				if(i != j)
				{
					sum -= MatrixA[i][j]*X[j];
				}
			}

			sum /= MatrixA[i][i];

			X[i] = X[i] + m_dblOmega*(sum-X[i]);
		}

		for(i=0; i<=m_nDimension; i++)
		{
			if(fabs(XOld[i]-X[i]) > 1e-16)
			{
				bContinue = true;
				break;
			}

			bContinue = false;
		}
	}


	return X;
}