function [x, error, iter, flag] = jacobi(A, x, b, max_it, tol) % -- Iterative template routine -- % Univ. of Tennessee and Oak Ridge National Laboratory % October 1, 1993 % Details of this algorithm are described in "Templates for the % Solution of Linear Systems: Building Blocks for Iterative % Methods", Barrett, Berry, Chan, Demmel, Donato, Dongarra, % Eijkhout, Pozo, Romine, and van der Vorst, SIAM Publications, % 1993. (ftp netlib2.cs.utk.edu; cd linalg; get templates.ps). % % [x, error, iter, flag] = jacobi(A, x, b, max_it, tol) % % jacobi.m solves the linear system Ax=b using the Jacobi Method. % % input A REAL matrix % x REAL initial guess vector % b REAL right hand side vector % max_it INTEGER maximum number of iterations % tol REAL error tolerance % % output x REAL solution vector % error REAL error norm % iter INTEGER number of iterations performed % flag INTEGER: 0 = solution found to tolerance % 1 = no convergence given max_it iter = 0; % initialization flag = 0; bnrm2 = norm( b ); if ( bnrm2 == 0.0 ), bnrm2 = 1.0; end r = b - A*x; error = norm( r ) / bnrm2; if ( error < tol ) return, end [m,n]=size(A); [ M, N ] = split( A , b, 1.0, 1 ); % matrix splitting for iter = 1:max_it, % begin iteration x_1 = x; x = M \ (N*x + b); % update approximation error = norm( x - x_1 ) / norm( x ); % compute error if ( error <= tol ), break, end % check convergence end if ( error > tol ) flag = 1; end % no convergence % END jacobi.m
scrapek.crw