Gauss-Seidel迭代法解线性方程组

Gauss-Seidel迭代法解线性方程组

迭代公式为：
$$x_i^{(k+1)}=\frac{1}{a_{ii}}(b_i-\sum _{j=1}^{i-1}{a}_{ij}{x}_j^{(k+1)}-\sum _{j=i+1}^n{a}_{ij}{x}_j^{(k)}),i=1,2,...,n$$

function[x,err] = GaussSeidel(A,b,x0,tol,kmax)
%Input -A is n*n matrix
%      -b is n*1 vector
%      -x0 is initial solution row vector
%      -tol is the tolerance
%      -kmax is the maximum number of iteration
%Output -x is the solution
%       -err is the error estimate

n = length(b);
err = 10;  % 误差
k = 0;    % 迭代次数
while(k < kmax)&(err>tol)  % 小于最大迭代次数且误差大于容忍值时
    for i = 1:n
        t = b(i);
        if i > 1
            t = t - A(i,1:i-1)*x(1:i-1)';
        end
        if i < n
            t = t - A(i,i+1:n)*x0(i+1:n)';
        end
        x(i) = t/A(i,i);
    end
    k = k+1;   
    err = max(abs(x-x0));  % 更新误差
    x0 = x;
end

Tips:
与Jacobi迭代法的区别在于，使用了本次迭代已经求出的新的值来更新解，Jacobi迭代法的公式为：
$$x_i^{(k+1)}=\frac{1}{a_{ii}}(b_i-\sum _{j=1,j\ne i}^n{a}_{ij}{x}_j^{(k)}),i=1,2,...,n$$