第六章求与解线性方程组的迭代法.pptVIP

§1 引言;大型稀疏非带状的线性方程组(n很大,且零元素很多.如偏微方程数值解产生的线性方程组,n≥104)的求解问题？ ;记为Ax=b,即 ;任取初值,如x(0)=(0,0,0)T,代入(1.3)得到x(1)= (2.5,3,3)T.;Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd.;Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd.;§2 基本迭代法;Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd.;一、雅可比迭代法;Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd.;二、高斯—塞德尔迭代法;Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd.;例2 求解线性方程组(1.2);高斯—塞德尔迭代法又等价于：对k=0,1,…,;SOR迭代法的计算公式:对k=0,1,…,;说明:1)ω=1,GS; 2)运算量; 3)ω1超松驰,ω1低松驰;;§3 迭代法的收敛性分析;Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd.;Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd.;1) Jacobi: BJ=D-1(L+U)，fJ=D-1b; 2) Gauss-Seidel: BG=(D-L)-1U，fG= =(D-L)-1b; 3) SOR: BSOR=(D-wL)-1{(1-w)D+wU}，fSOR= w(D-wL)-1b.;例5 考察用雅可比迭代法求解线性方程组;Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd.;定义3 （1）按行严格对角占优：;Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd.;*定义 每行每列只有一个元素是1,其余元素是零的方阵称为置换阵(或排列阵).;定理6(对角占优定理)若矩阵A按行(或列)严格对角占优，或按行(或列)弱对角占优且不可约；则矩阵A非奇异。;证明 若矩阵A按行严格对角占优，或按行(或列)弱对角占优不可约，则GS迭代收敛。假若不然，ρ(BG)≥1，即迭代矩阵BG的某一特征值λ使得|λ|≥1，并且;类似地，若矩阵A按行严格对角占优，或按行(或列)弱对角占优不可约，则Jacobi迭代收敛。假若不然，ρ(BJ)≥1，即迭代矩阵BJ的某一特征值λ使得|λ|≥1，并且;Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd.;定理9 对于线性方程组Ax=b，若A为对称正定矩阵，则当0ω2时，SOR迭代收敛. ;定理10 对于线性代数方程组Ax=b， 若A按行(或列)严格对角占优，或按行(或列)弱对角占优不可约；则当0w≤1时，SOR迭代收敛。;作业: P260, 7,8.