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◆ sor()
| void sor |
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int |
n, |
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void(*)(int, const double[], double[]) |
matvec, |
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void(*)(int, const double[], double[]) |
matsol, |
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void(*)(int, const double[], double, int, int *) |
chkconv, |
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const double |
b[], |
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double |
x[], |
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int |
maxiter, |
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int * |
iter, |
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double * |
res, |
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int |
lwork, |
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double |
work[], |
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int * |
info |
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Solution of linear system Ax = b using successive over-relaxation (SOR) method
- Purpose
- This routine solves the linear system Ax = b using successive over-relaxation (SOR) iterative method.
- Parameters
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| [in] | n | Dimension of the matrix. (n >= 0) (If n = 0, returns without computation) |
| [in] | matvec | User supplied subroutine which calculates the matrix and vector product as follows.
void matvec(int n, const double x[], double y[])
{
Compute A*x, and return result in y[].
}
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| [in] | matsol | This routine computes (D/ω + L)^(-1)*b using diagonal and lower tridiagonal parts of matrix A as follows.
void matsol(int n, const double b[], double x[])
{
Compute x = (D/ω + L)^(-1)*b (or solve (D/ω + L)*x = b) and return solution in x.
}
where ω(0 < ω < 2) is the relaxation parameter of SOR method. L and D are the lower triangular part and the diagonal part of the matrix A, respectively. |
| [in] | chkconv | User supplied subroutine which is called on every iteration for the convergence test as follows, where x[] is the current approximate solution, res is the current residual norm norm(b - A*x), and iter is the current number of iterations. This routine can also be used to output the intermediate results.
void chkconv(int n, const double x[], double res, int iter, int *ichk)
{
Set *ichk = 1 if converged. Otherwise, set *ichk = 0.
}
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| [in] | b[] | Array b[lb] (lb >= n)
Right hand side vector b. |
| [in,out] | x[] | Array x[lx] (lx >= n)
[in] Initial guess of solution.
[out] Obtained approximate solution. |
| [in] | maxiter | Maximum number of iterations. (maxiter > 0) |
| [out] | iter | Final number of iterations. |
| [out] | res | Final residual norm norm(b - A*x). |
| [in] | lwork | Size of array work[]. (lwork >= 3*n) |
| [out] | work[] | Array work[lwork]
Work array. |
| [out] | info | = 0: Successful exit.
< 0: The (-info)-th argument is invalid.
= 11: Maximum number of iterations exceeded. |
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