relax.m

牛顿插值法

function r=relax(A,b,x0)
n=10;
A1=sparse(1:n,1:n,-2,n,n);
A2=sparse(1:n-1,2:n,1,n,n);
A=A1+A2+A2';
B1=ones(1,8);
B2=-1.5*B1;
B3=[-0.5];
B4=cat(2,B3,B2,B3);
b=(B4)';
x0=[0 0 0 0 0 0 0 0 0 0]';
D=diag(diag(A));
U=-triu(A,1);
L=-tril(A,-1);
w=1.7;
C=inv(D-w*L);
J=(1-w)*D+w*U;
r=C*J*x0+w*C*b;
n=1;
while norm(r-x0)>=1.0e-5
    x0=r;
    r=C*J*x0+w*C*b;
    n=n+1;
end
n