sor.m

数值分析

function [x,k,index]=SOR(A,b,ep,w,it_max)
if nargin<5 it_max=100;end
if nargin<4 w=1;end
if nargin<3 ep=1e-5;end
n = length(A);k=0;
x = zeros(n,1);y=zeros(n,1);index=1;
while 1
    y=x;
    for i=1:n
        z=b(i);
        for j=1:n
            if j~=i
                z=z-A(i,j)*x(j);
            end
        end
        if abs(A(i,i))<1e-10|k==it_max
            index=0;return;
        end
        z=z/A(i,i);x(i)=(1-w)*x(i)+w*z;
    end
    if norm(y-x,inf)<ep
        break;
    end
    k=k+1;
end