function [x, error, iter, flag] = sor(A, x, b, w, max_it, tol) % -- Iterative template routine -- % Univ. of Tennessee and Oak Ridge National Laboratory % October 1, 1993 % Details of this algorithm are described in "Templates for the % Solution of Linear Systems: Building Blocks for Iterative % Methods", Barrett, Berry, Chan, Demmel, Donato, Dongarra, % Eijkhout, Pozo, Romine, and van der Vorst, SIAM Publications, % 1993. (ftp netlib2.cs.utk.edu; cd linalg; get templates.ps). % % [x, error, iter, flag] = sor(A, x, b, w, max_it, tol) % % sor.m solves the linear system Ax=b using the % Successive Over-Relaxation Method (Gauss-Seidel method when omega = 1 ). % % input A REAL matrix % x REAL initial guess vector % b REAL right hand side vector % w REAL relaxation scalar % max_it INTEGER maximum number of iterations % tol REAL error tolerance % % output x REAL solution vector % error REAL error norm % iter INTEGER number of iterations performed % flag INTEGER: 0 = solution found to tolerance % 1 = no convergence given max_it flag = 0; % initialization iter = 0; bnrm2 = norm( b ); if ( bnrm2 == 0.0 ), bnrm2 = 1.0; end r = b - A*x; error = norm( r ) / bnrm2; if ( error < tol ) return, end [ M, N, b ] = split( A, b, w, 2 ); % matrix splitting for iter = 1:max_it % begin iteration x_1 = x; x = M \ ( N*x + b ); % update approximation error = norm( x - x_1 ) / norm( x ); % compute error if ( error <= tol ), break, end % check convergence end b = b / w; % restore rhs if ( error > tol ) flag = 1; end; % no convergence % END sor.m .