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SOR Method

version 1.0.0.0 (322 Bytes) by Huy Ho
Input a square matrix. Decomposing the matrix into diagonal, lower and upper triangle matrix.

452 Downloads

Updated 21 Mar 2018

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function [x] = SOR_HW(A,b,x_0,omega)% Input a square matrix A, b, initial x and value of omega
format long;
N = 1000; %number of iteration
n = length(A);
tol = 0.0001;
x =zeros(n,1);
%Decomposing the Square matrix A into three matrices: diagonal matrix (D); strictly lower triangular matrix (L); strictly upper triangular matrix(U)
D = diag(diag(A));
L =-tril(A,-1);
U = -triu(A,1);
a = (D-omega*L);
for i=1:N
x = a\(((1-omega)*D + omega*U)*x_0) + omega*(a\b);
if norm(x-x_0)<tol
break;
end
x_0=x;
end
end

Cite As

Huy Ho (2021). SOR Method (https://www.mathworks.com/matlabcentral/fileexchange/66570-sor-method), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2017a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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