WUT_Computer_Science/ENUME/references/numerical-methods/matlab/iterative-methods/GaussSeidel.m
2021-11-10 13:12:25 +01:00

41 lines
1.2 KiB
Matlab

function [x step] = GaussSeidel(A, b, x0, tol, max_iter)
% use this algorithm only if it converges
N = tril(A);
P = N - A;
Ggs = inv(N) * P;
% calculate the spectral radius of Ggs
sr = max(abs(eig(Ggs)));
% check if the algorithm converges
if (sr - 1) >= eps
x = NaN;
step = -1;
disp('Matrix does not converge');
return;
endif
n = length(b);
x = x0;
% iterate to the maximum number of iterations
for step = 1 : max_iter
% iterate through every x(i)
for i = 1 : n
% compute the sum using the updated values from the current step
new_values_sum = A(i, 1 : i - 1) * x(1 : i - 1);
% compute the sum using the previous step values
old_values_sum = A(i, i + 1 : n) * x0(i + 1 : n);
x(i) = b(i) - (old_values_sum + new_values_sum);
x(i) = x(i) / A(i, i);
endfor
% when the new values get close enough to the last values
% regarding the imposed tolerance "tol", we reached the solution
if norm(x - x0) < tol
break;
endif
% update the last computed values with the new values
x0 = x;
endfor
endfunction