sor.m

various matlab programs to slove various problems

function [x, iter]= sor ( a, b, x0, nmax, toll, omega)
[n,n]=size(a);
iter = 0; r = b - a * x0; r0 = norm (r); err = norm (r); xold = x0;
while err > toll & iter < nmax
 iter = iter + 1;
 for i=1:n
   s = 0;
   for j = 1:i-1
      s = s + a (i,j) * x (j);
   end
   for j = i+1:n
     s = s + a (i,j) * xold (j);
   end
   x (i) = omega * ( b(i) - s) / a(i,i) + (1 - omega) * xold (i);
 end
 x = x(:); xold = x;
 r = b - a * x;     
 err = norm (r) / r0;
end
return