Matlab Database > Linear Algebra > Iterative Solvers > Successive Over-relaxation Solver

Matlab File(s)

Title: Successive Over-relaxation Solver
Author: Alain kapitho
Institution: University of Pretoria
Description: SOR(A, b, N) solve iteratively a system of linear equations whereby A is the coefficient matrix, and b is the right-hand side column vector. N is the maximum number of iterations. The method implemented is that of Successive Over Relaxation. The starting vector is the null vector, but can be adjusted to one's needs. The iterative form is based on the S.O.R. transition/iteration matrix Tw = inv(D-w*L)*((1-w)*D+w*U) and the constant vector cw = w*inv(D-w*L*b. The optimal parameter w is calculated using the spectral raduis of the Jacobi transition matrix Tj = inv(D)*(L+U). The output is the solution vector x.
Keywords: ---
File Name: sor.m
File Size: 3 KB
File Version: 1.0
Matlab Version: 7.0 (R14)
Date: 2007-08-14
Downloads: 10591
Download File

Upload your own files today! Click here for more information.