迭代矩阵谱半径.pptVIP

* 《数值分析》10 迭代法的收敛性 Convergence of iterative method 迭代矩阵谱半径 Spectral radius 对角占优矩阵 diagonally dominant matrix 原始方程: A 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, ······ ) 迭代格式: x(k+1) = B x(k) + f x(k+1) – x*= B(x(k) – x*) 设方程组的精确解为 x*,则有 x* = B x* + f 2/15 (1) ?(k) = B ?(k-1)=B2 ?(k-2)=···=Bk ?(0) (2) 迭代格式 x(k+1) = B x(k) + f 收敛 ！！ 3/15 证: 由?(k) = B ?(k-1),得 || ?(k)|| ≤ || B|| || ?(k-1)|| ( k = 1, 2, 3, ······ ) 所以 命题 若||B||1,则迭代法 x(k+1) =B x(k) +f 收敛 || ?(k)|| ≤ ||