收敛性分析初步.pptVIP

* * 向量序列的收敛性 迭代法的收敛性分析 迭代误差估计定理 平面温度场计算 收敛性分析初步 平面点列: X (k)∈Rn : X(1), X (2), ···, X (k) , ······· 利用向量范数等价性, 对任意范数 || · || ······ ······ A X = b ? (M–N )X = b ? M X = N X + b 记 ?(k) = X(k) – X* ( k = 0, 1, 2, 3, ······ ) 则有 ?(k+1) = B ?(k) ?(k) = B ?(k-1) ( k = 1, 2, 3, ······ ) 计算格式: X(k+1) = B X(k) + f ( B = M-1N ) X(k+1) – X*= B(X(k) – X*) 设方程组的精确解为 X*,则有 X* = B X* + f ? (1) ?(k) = B ?(k-1)=B2 ?(k-2)=···=Bk ?(0) 迭代格式 X(k+1) = B X(k) + f 收敛 ? (2) 证: 由?(k) = B ?(k-1),得 || ?(k)|| ≤ || B|| || ?(k-1)|| ( k = 1, 2, 3, ···