12/27/14 6:05 PM

C:\Users\ANA\Desktop\sor.m

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function x = sor ( A, b, xold, omega, TOL, Nmax )

%SOR
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approximate the solution of the linear system Ax = b by applying

the SOR method (successive over-relaxation)
calling sequences:
x = sor ( A, b, xold, omega, TOL, Nmax )
sor ( A, b, xold, omega, TOL, Nmax )
inputs:
A

NMax

coefficient matrix for linear system - must be a

square matrix
right-hand side vector for linear system
vector containing initial guess for solution of
linear system
relaxation parameter
convergence tolerance - applied to maximum norm of
difference between successive approximations
maximum number of iterations to be performed

approximate solution of linear system

b
xold
omega
TOL

output:

NOTE:
if SOR is called with no output arguments, the
iteration number and the current approximation to the
solution are displayed
if the maximum number of iterations is exceeded, a meesage
to this effect will be displayed and the current approximation
will be returned in the output value

n = length ( b
[r c] = size (
if ( c ~= n )
disp ( 'sor
return
end;
xnew = zeros (

);
A );
error: matrix dimensions and vector dimension not compatible' )

1, n );

if ( nargout == 0 )
s = sprintf ( '%3d \t %10f ', 0, xold(1) );
for j = 2 : n
s = sprintf ( '%s%10f ', s, xold(j) );
end;
disp ( s );
end;
for its = 1 : Nmax
xnew(1) = ( 1 - omega ) * xold(1) + omega * ( b(1) - sum ( A(1,2:n) .* xold(2:n)
) ) / A(1,1);
for i = 2 : n-1
xnew(i) = ( 1 - omega ) * xold(i) + omega * ( b(i) - sum ( A(i,1:i-1) .* xnew
(1:i-1) ) - sum ( A(i,i+1:n) .* xold(i+1:n) ) ) / A(i,i);

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C:\Users\ANA\Desktop\sor.m

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end;
xnew(n) = ( 1 - omega ) * xold(n) + omega * ( b(n) - sum ( A(n,1:n-1) .* xnew(1:
n-1) ) ) / A(n,n);
if ( nargout == 0 )
s = sprintf ( '%3d \t %10f ', its, xnew(1) );
for j = 2 : n
s = sprintf ( '%s%10f ', s, xnew(j) );
end;
disp ( s );
end;
conv = max ( abs ( xnew - xold ) );
if ( conv < TOL )
x = xnew;
return
else
xold = xnew;
end;
end;
disp ( 'sor error: maximum number of iterations exceeded' );
if ( nargout == 1 ) x = xnew; end;