gaussseidel.m

来自「Numerical Methods In_Finance And Economi」· M 代码 · 共 13 行

function [x,k] = SORGaussSeidel(A,b,x0,eps,MaxIter)
oldx = x0;
x = x0;
N = length(x0);
for k=1:MaxIter
    for i=1:N
        x(i) = (b(i) - sum(A(i,(1:i-1))*x(1:(i-1))) ...
          - sum(A(i,(i+1):N)*x((i+1):N))) / A(i,i);
    end
    if norm(x-oldx) < eps*norm(oldx) break; end
    oldx = x;       
end