sor.m

数值分析, 同济大学教材<<现代数值数学和计算>>数值分析课程所有算法的matlab代码,所有例程均经过测试,私家珍藏

function x = SOR(A, b, x0, tol, omiga) 
[n, m] = size(A);
if (n ~= length(b)) & (n ~= length(x0))
  error('Invalid Matrix.')
end
x = x0;
x0 = x0 + tol + tol;
it = 0;
while norm(x - x0) > tol
  x0 = x;
  it = it + 1;
  if it > 1000
    disp('Iteration Failed.');
    return;
  end
  for i = 1 : n
    xp = x;
    x(i) = x(i) + omiga / A(i, i) * (b(i) - A(i, :) * xp);
  end
end
it
disp('Iteration Success.');