数学系Universityof Science and Technology of ChinaJacobi选代算法1、输入系数矩阵A和向量b,和误差控制eps2、x1=[0,0......,0] ,x2=[1,1......,1] /赋初值3、while(//x1-x2|/>eps)x1=x2;//x1是第k步,x2是第k+1步for(i=0;i<n;i++) [x2[]=0;for(j=0;j<i;j++){x2[] += A[i]i]*×1[D]for(i=i+1;j<n;j++)x2[] += A[i]j]*x1[D]x2[]=-(x2[]-b[]/A[][]4、输出解x2
数 学 系 University of Science and Technology of China Jacobi迭代算法 1、输入系数矩阵A和向量b,和误差控制eps 2、x1={0,0,.,0} , x2={1,1,.,1} //赋初值 3、while( ||x1-x2||>eps) { x1=x2; // x1 是第k步,x2是第k+1步 for(i=0;i<n;i++) { x2[i]=0; for(j=0;j<i;j++) { x2[i] += A[i][j]*x1[j] } for(j=i+1;j<n;j++) { x2[i] += A[i][j]*x1[j] } x2[i]=-(x2[i]-b[i])/A[i][i] } } 4、输出解x2
数学系University of Science and Technology of China迭代矩阵aina12a130ajlailal(k+ 1)(k)XX+1a2na21a230如a22a22a22(k)t+1)a3na31a32X30口口2a33a33Ca33口(k+1)(k)口口口口口Xnnan1an2an30口aaannnnnn
数 学 系 University of Science and Technology of China 迭代矩阵
数学系University of Science and Technology of Chinaaina12ai30口aiailallall0口a2na12a13aina2la230口0口a21a23a2na22a22a22a2201asiasna32asnasla320口a33口口口口口a33a33a33口0口口口an2an3口口口lan11an1an2an3口0annannannannD=(D- A)x+bX= D- (D- A)x+ D"b
数 学 系 University of Science and Technology of China
数学系University of Science and Technology of China易知,Jacobi迭代有GDD-AFI-D'A,gD'bla,laisllal>lal
数 学 系 University of Science and Technology of China 易知,Jacobi迭代有
数学系Universityof Scienceand Technology of China收敛条件迭代格式收敛的充要条件是G的谱半径<1。对于Jacobi选代,我们有一些保证收敛的充分条件定理:若A满足下列条件之一,则Jacobi迭代收敛。A为行对角占优阵G=D (L+U)1A为列对角占优阵a=m214121a/4承#街A满足3IGI,=max
数 学 系 University of Science and Technology of China 收敛条件 迭代格式收敛的充要条件是G的谱半径<1。对于 Jacobi迭代,我们有一些保证收敛的充分条件 定理:若A满足下列条件之一,则Jacobi迭代收敛。 ① A为行对角占优阵 ② A为列对角占优阵 ③ A满足