迭代法求两点边值问题专业课程设计分解.docVIP

迭代法求两点边值问题（一）

摘要

当今环境下，数值计算越来越依靠于计算机。大规模科学计算和工程技术中很多问题处理，最终究结为大型稀疏线性方程组求解，其求解时间在整个问题求解时间中占有很大比重，有甚至达成80%。因为现今科学研究和大型项目中多种复杂能够对计算精度和计算速度要求越来越高。所以，作为大规模科学计算基础线性代数方程组高效数值求解引发了大家普遍关注。这种方程组求解通常采取迭代法。这次我做迭代法求两点边值问题就是经过MATLAB来实现。

相关迭代法，是有很多个处理公式：Jacobi，G-S和超松弛迭代法。这三种方法原理大致相同，jacobi需要给定初向量，G-S则需要给定初值，超松弛法是对Guass-Seidel迭代法加权平均改造。而本文则是对大型稀疏线性方程组迭代求解和三种迭代法（Jacobi，Gauss-Seidel和超松弛迭代法）收敛速度和正确解误差比较做出研究。

关键词：数值计算迭代法三种公式

ITERATIONMETHODFORTWO-POINTBOUNDARYVALUEPROBLEMS

ABSTRACT

Todaysenvironment,numericalcomputationismoreandmoredependentonthecomputer.Manyproblemsinthelarge-scalescientificcomputingandengineeringsolution,ultimatelycomesdowntosolvinglargesparsesystemoflinearequations,thesolutiontimeoccupiesalargeproportioninthewholeproblemsolvingtime,someevenreached80%.Duetothecurrentscientificresearchandlargeprojectsinvariouscomplexcanclaimtothecomputingprecisionandcomputingspeedishigherandhigher.Therefore,thelinearalgebraicequations,whichisthebasisforlarge-scalescientificcomputingefficientnumericalsolutionhasattractedwidespreadattention.Tosolvethegeneraliterativemethodisusedtothiskindofequations.ThistimeIdotheiterationmethodoftwo-pointboundaryvalueproblemisaccomplishedbyMATLAB.

Abouttheiterationmethod,therearemanykindsofsolutionformulais:Jacobi,G-Sandoverrelaxationiterationmethod.Theprinciplesofthesethreemethodsareroughlythesame,Jacobineedatthebeginningofagivenvector,G-Srequiresthegiveninitialvalue,asuperrelaxationmethodisweightedaverageofthetransformationofGauss’-Seideliterativemethod.Andthisarticleisforiterationsolvinglargesparselinearequationswiththreekindsofiterativemethod(Jacobi,Gauss-Seidelandoverrelaxationiterationmethod)theerrorbetweentheconvergencespeedandtheexactsolutionofcomparativeresearch.

Keywords:numericalcalculationiterativemethod