《数值分析英文chapter3》-精选课件(公开).pptVIP

Chapter 3 The Iterative Solving Method for Linear System of Equations §1 Introduction Assume the matrix A is nonsingular in the system Ax=b we know that there exists a unique solution of the system. Construct system We shall get the iterative formula: * * For any initial value x(0) ，the iterative formula creates a series {x(k)} . If We have Thus, x* is the solution of system Ax=b. Definition 3.1If for any initial vector x（0）, any series {x（k）} created by the iterative formula x(k+1)=Bx(k)+f converge. We say that the iterative formula is convergent. Otherwise, it is divergent. * * Note.Because We think the iterative series is convergent if Note. When the matrix A of linear system is sparse, we often use iterative methods to solve the linear system. Because you only need compute those nonzero entries on this case, the computation complexity can be reduced largely. On the contrary, using direct method, for example, GEM, the sparse matrix may be become a dense matrix and the computation will be increased largely. * * Eg. 3.1 Using the iterative method, Solve the system §2 Several Iterative Methods Solution. The system can be rewritten equivalently as * * Let x(0)=(0,0,0)T，we obtain the series {x(k)} k 0 1 2 3 4 5 6 7 8 9 x1 0 2.5000 2.8750 3.1364 3.0240 3.0003 2.9938 2.9990 3.0002 3.0001 x2 0 3.0000 2.3636 2.0455 1.9478 1.9840 2.0000 2.0026 2.0006 1.9999 x3 0 3.0000 1.0000 0.97160 0.92040 1.0010 1.0039 1.0031 0.99985 0.99988 In fact, the exact solution of the system x = (3,2,1)T, and we can find the iterative series {x（k）} converge the exact solution. * * And we get the iterative formula Consider the system 2.1 Jacobi’s Method Suppose , by a simple transformation, and we have * * Further we obtain the iterative formula We call the iterative formula as Jacobi’s methods. Denote * * We can write Jacobi’formula in matrix form as here * * 2.2 Gauss-Seidel’s Formula In the Eg