Jacobi迭代 Gauss_Seidel迭代 SOR (迭代法解线性方程)
A x = b Ax = b Ax=b, A = D − L − U A = D - L - U A=D−L−U, D x = L x + U x + b Dx = Lx + Ux + b Dx=Lx+Ux+b.
一阶定常迭代法: x ′ = B x + f x' = Bx + f x′=Bx+f, ϵ = x − x ∗ \epsilon=x-x^* ϵ=x−x∗, ϵ ′ = B ϵ \epsilon' = B \epsilon ϵ′=Bϵ， x x x收敛到 x ∗ x^* x∗当且仅当 ϵ \epsilon ϵ收敛到 0 0 0.
Jacobi迭代: D x ′ = L x + U x + b Dx' = Lx + Ux + b Dx′=Lx+Ux+b, a i i ≠ 0 a_{ii} \neq 0 aii=0, B = D − 1 ( L + U ) B = D^{-1}(L+U) B=D−1(L+U), f = D − 1 b f = D^{-1}b f=D−1b.
Gauss_Seidel迭代: D x ′ = L x ′ + U x + b Dx' = Lx' + Ux + b Dx′=Lx′+Ux+b, ∣ D − L ∣ ≠ 0 |D-L| \neq 0 ∣D−L∣=0, B = ( D − L ) − 1 U B = (D-L)^{-1}U B=(D−L)−1U, f = ( D − L ) − 1 b f = (D-L)^{-1}b f=(D−L)−1b.
SOR: D x ′ = ω ( L x ′ + U x + b ) + ( 1 − ω ) D x Dx' = \omega(Lx' + Ux + b) + (1-\omega)Dx Dx′=ω(Lx′+Ux+
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