📄 sor.m
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%SOR Successive Over-Relaxation method
%
% [X,RESIDS,ITS]=SOR(A,B,X0,RTOL,PRTOL,MAX_IT,MAX_TIME,MAX_MFLOP)
% solves the system AX = B using the successive over-relaxation
% method with the given tolerances and limits. Calls get_SOR_omega
% which reads omega from globals.
%
% James Bordner and Faisal Saied
% Department of Computer Science
% University of Illinois at Urbana-Champaign
% 20 June 1995
% Modified for Matlab Version 6 Compatability
% Ryan McKenzie
% University of Kentucky Center for Computational Sciences
% April 2004
%
% For some reason, locally generated variables cannot be seen outside the scope of a
% particular function in version 6 unless they have a global reference. This seems to
% only occur when the newly generated variable is passed as a parameter. I have taken
% locally generated variables throughout MGLab and "bridged" them to their destination
% routines using global references. It's an ugly fix, so maybe someone should come up
% with a more centralized solution.
%
% Removed stopping criteria and other solver information from the parameter list since
% they are all stored in global constants anyway.
function [x,resids,its] = sor(A,b,x0)
include_globals
include_bridge_globals
% gobally referencing variables from the solve routine "bridge"
b = b_in_sol_method;
A = A_in_sol_method;
x0 = x_in_sol_method;
omega = get_SOR_omega;
[N,N2]=size(A);
D = spdiags(spdiags(A,[0]),[0],N,N);
L = tril(A,-1);
M = (1/omega) * D + L;
clear D, L;
x = x0;
r = b - A * x;
rn = norm(r);
iter = 0;
results=update_results([],'SOR',iter,rn);
bn=norm(b);
pbn = bn;
prn = rn;
% We stop on the true resid, but the test is actually performed
% on the precond residual.
while (~converged(bn,pbn,rn,prn,iter,rtol,prtol,max_it,max_time))
update = M \ r;
x = x + update;
r = r - A * update;
iter = iter + 1;
rn = norm(r);
prn = rn;
results=update_results(results,'SOR',iter,prn);
end
its=results(:,1);
resids=results(:,4);
rho=10^(log10(resids(iter+1)/resids(2))/((iter+1)-2));
fprintf('rho = %g.\n', rho)
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