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Function: 'Sor Error: Matrix Dimensions and Vector Dimension Not Compatible'

This MATLAB function implements the successive over-relaxation (SOR) method to approximate the solution of a linear system Ax=b. It takes as input the coefficient matrix A, right hand side vector b, an initial guess xold, relaxation parameter omega, tolerance TOL, and maximum iterations Nmax. It performs the SOR iterations, tracking the approximation at each step, and returns the final approximate solution x or displays output if called without output arguments. It will terminate early if the approximation converges within tolerance before reaching the maximum iterations.

Uploaded by

ozbak
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
30 views

Function: 'Sor Error: Matrix Dimensions and Vector Dimension Not Compatible'

This MATLAB function implements the successive over-relaxation (SOR) method to approximate the solution of a linear system Ax=b. It takes as input the coefficient matrix A, right hand side vector b, an initial guess xold, relaxation parameter omega, tolerance TOL, and maximum iterations Nmax. It performs the SOR iterations, tracking the approximation at each step, and returns the final approximate solution x or displays output if called without output arguments. It will terminate early if the approximation converges within tolerance before reaching the maximum iterations.

Uploaded by

ozbak
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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12/27/14 6:05 PM

C:\Users\ANA\Desktop\sor.m

1 of 2

function x = sor ( A, b, xold, omega, TOL, Nmax )


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approximate the solution of the linear system Ax = b by applying


the SOR method (successive over-relaxation)
calling sequences:
x = sor ( A, b, xold, omega, TOL, Nmax )
sor ( A, b, xold, omega, TOL, Nmax )
inputs:
A

NMax

coefficient matrix for linear system - must be a


square matrix
right-hand side vector for linear system
vector containing initial guess for solution of
linear system
relaxation parameter
convergence tolerance - applied to maximum norm of
difference between successive approximations
maximum number of iterations to be performed

approximate solution of linear system

b
xold
omega
TOL

output:

NOTE:
if SOR is called with no output arguments, the
iteration number and the current approximation to the
solution are displayed
if the maximum number of iterations is exceeded, a meesage
to this effect will be displayed and the current approximation
will be returned in the output value

n = length ( b
[r c] = size (
if ( c ~= n )
disp ( 'sor
return
end;
xnew = zeros (

);
A );
error: matrix dimensions and vector dimension not compatible' )

1, n );

if ( nargout == 0 )
s = sprintf ( '%3d \t %10f ', 0, xold(1) );
for j = 2 : n
s = sprintf ( '%s%10f ', s, xold(j) );
end;
disp ( s );
end;
for its = 1 : Nmax
xnew(1) = ( 1 - omega ) * xold(1) + omega * ( b(1) - sum ( A(1,2:n) .* xold(2:n)
) ) / A(1,1);
for i = 2 : n-1
xnew(i) = ( 1 - omega ) * xold(i) + omega * ( b(i) - sum ( A(i,1:i-1) .* xnew
(1:i-1) ) - sum ( A(i,i+1:n) .* xold(i+1:n) ) ) / A(i,i);

12/27/14 6:05 PM

C:\Users\ANA\Desktop\sor.m

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end;
xnew(n) = ( 1 - omega ) * xold(n) + omega * ( b(n) - sum ( A(n,1:n-1) .* xnew(1:
n-1) ) ) / A(n,n);
if ( nargout == 0 )
s = sprintf ( '%3d \t %10f ', its, xnew(1) );
for j = 2 : n
s = sprintf ( '%s%10f ', s, xnew(j) );
end;
disp ( s );
end;
conv = max ( abs ( xnew - xold ) );
if ( conv < TOL )
x = xnew;
return
else
xold = xnew;
end;
end;
disp ( 'sor error: maximum number of iterations exceeded' );
if ( nargout == 1 ) x = xnew; end;

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