数值分析Lec4.pptVIP

Chapter 4Solving Systems of Linear Equations Lecturer: GUO Tongtong Time: 15th November, 2008 4th Lecture INDEX - Chapter 4 4.0 Introduction 4.1Matrix Algebra 4.2 LU and Cholesky Factorizations 4.3 Pivoting and Constructing an Algorithm 4.4 Norms and the Analysis of Error 4.6 Solution of Equation by Iterative Methods 4.7 Steepest Descent 4.8 Analysis of Roundoff Error in the Gussian Algorithm INDEX - Chapter 4 4.0 Introduction 4.1Matrix Algebra 4.2 LU and Cholesky Factorizations 4.3 Pivoting and Constructing an Algorithm 4.4 Norms and the Analysis of Error 4.6 Solution of Equation by Iterative Methods 4.7 Steepest Descent 4.8 Analysis of Roundoff Error in the Gussian Algorithm Topics for today 4.4 Norms 4.6 Solution of Equation by Iterative Methods 4.6.1 Basic concepts 4.6.2 Richardson Method 4.6.3 Jacobi Method 4.6.4 Analysis 4.6.5 Gauss-Seidel Method 4.6.6 SOR Method 4.6.7 Iteration Matrices 4.6.1 Basic concepts (1) The Gaussian algorithm and its variants are methods for solving the matrix problem Ax=b. They proceed through a finite number of steps and produce a solution x that would be completely accurate If there is not roundoff errors. 4.6.1 Basic concepts (2) The indirect method, by contrast : Produces a sequence of vectors that ideally converges to the solution. The computation is halted when an approximate solution is obtained having some specified accuracy or after a certain number of iterations. Indirect methods are almost always iterative in nature: A simple process is applied repeatedly to generate the sequence referred to previously. 4.6.1 Basic concepts (3) To convey the general idea, we describe two fundamental iterative methods. Example 1: Consider the linear system How can it be solved by an iterative process? Solution: A straightforward procedure would be to solve the ith equation for the ith unknown as follows: This is known as the Jacobi method or iteration. 4.6.1 Basic concepts (4) Initially, we select for x1(0) andx