迭代法求与解线性方程组 .ppt

第六章 线性方程组的迭代解法 /* iteration methods for the solution of linear systems */ Linear systems： A x = b Matrix form Ax=b A x*=b x(k+1)=f(x( k )) x(k), k=0,1,2,… hopefully, limx(k)=x* x(0) Iterative method: given a linear system Ax=b, design an iteration formula x(k+1)=f(x(k)) and choose an initial approximate solution x(0). iteration results in a series approximate solutions {x(k)|k?Z} which approaches to the real solution x* hopefully. 怎样设计迭代格式? B 并不是唯一的, 因此迭代格式也不是唯一的! Ax=b x=Bx+f x(k+1)=B x(k) +f 等价变换 迭代矩阵 迭代法思想：第一步 第二步 B 与k无关，称为一阶定常迭代法 收敛？发散？ 判断收敛的方法： 计算中判断迭代终止条件的方法： L U D 6.2基本迭代法 Jacobi iteration 取M为D Matrix form Jacobi迭代法简单，迭代一次只需作 一次矩阵与向量的乘法即可。 计算公式 Convenient in programming Gauss-Seidel iteration 取M为D+L Gauss-Seidel iteration Component form Jacobi分量形式 comparison Jacobi iteration Gauss-Seidel iteration 计算x(k+1)时需要x(k)的所有分量，因此需开两组存储单元分别存放x(k)和x(k+1) 计算xi(k+1)时只需要x(k)的i+1~n个分量，因此x(k+1)的前i个分量可存贮在x(k)的前i个分量所占的存储单元，无需开两组存储单元 Convergence of iteration Convergence of matrix Error vector of iteration example Jacobi iteration G-S iteration In this example, G-S iteration converges faster than Jacobi iteration. It’s not always true. Sometimes the later converges faster. For some linear systems, G-S converges while J diverges, and vice versa. How to check if a certain iteration system converges or not? Conditions of convergence Not flexible to use actually Posterior error –estimated in the process of iteration Prior error—estimated before the iteration Both error estimation can be used to control when to halt the iteration G-S iteration diverges example Jacobi iteration matrix B=-D-1(L+U) G-S iteration matrix G= - (D+L)-1U Jacobi iteration diverges Convergency for two special matrix 1.A is symmetric and positive definite ?G-S converges. 2. A is strictly diagonally dominant or weakly diagonally dominant and not reducible ?J and G-S both converge. Strictly diagonally dominant weakly diagonally dominant order r order n-r ?A reducible, else A not reducible.