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j = i 1 and i = 2, 3, 4, 6, 7, 8, 10, 11, 12, 14, 15, 16,

when

j = i + 4 and i = 1, 2, ..., 12,

j = i 4 and i = 5, 6, ..., 16,

otherwise

and
b

= (1.90, 1.05, 1.17, 3.48, 0.81, 0.26, 0.41, 1.17, 0.91, 0.15,
0.26, 1.05, 1.96, 0.91, 0.81, 1.90).

%%%%%%%%%%%%%%%%%%%%%%%%%%%% SOR.m %%%%%%%%%%%%%%%%%%%%%%%%%%%

clc;clear;
k=0;max_N=1000;stop=0;tol=1.0e-4;n=16;
for i=1:n
for j=1:n
if (j==i)
A(i,j) = 4;
else if ((j==i+1) && (mod(i,4)~=0)) || ...
((j==i-1) && (mod(i,4)~=1)) || ...
((j==i+4) && (i<=12)) || ((j==i-4) &&
(i>=5))
A(i,j) = -1;
else
A(i,j) = 0;
end
end
end

end
b = [1.90; 1.05; 1.17; 3.48; 0.81; -0.26; -0.41; 1.17;
0.91; -0.15; -0.26; 1.05; 1.96; 0.91; 0.81; 1.90];
D=diag(A);
I=ones(n,n);
S=zeros(n,n);
xo=zeros(n,1);
x =zeros(n,1);
for i=1:n
S(i,i)=I(i,i)*D(i);
end
T=A-S;
ST=inv(S)*T;
mu=eig(ST);
max_mu=max(abs(mu));
w_op=(2*(1-sqrt(1-max_mu^2)))/(max_mu^2);
while ((k<max_N)&&(stop==0))
err2=0;
for i=1:n
sum_a1=0;sum_a2=0;
inv_a=1.0/A(i,i);
for j=1:i-1
sum_a1=sum_a1+A(i,j)*x(j);
end
for j=i+1:n
sum_a2=sum_a2+A(i,j)*x(j);
end
x(i)=(1-w_op)*xo(i)+w_op*(-sum_a1-sum_a2+b(i))*inv_a;
end
for i=1:n
err2=err2+abs(xo(i)-x(i));
end
if (err2<tol)

stop=1;
end
k=k+1;
for i=1:n
xo(i)=x(i);
end
end
for i=1:n
fprintf(x(%d)=%f\n,i,x(i));
end
fprintf(iterations %d \n,k);

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6




.
%%%%%%%%%%%%%%%%%%%%%%%%%%% steep2.m %%%%%%%%%%%%%%%%%%%%%%%%%%%%
clc; clear;
f1=inline(3*x(1)-x(2)-4,x);
f2=inline(x(1)+x(2)-2, x);
x=[0 0]; tol=1.0e-7; N=100; k=1; alpha = 1;
fprintf(---------------------------------------------------\n);
fprintf(count

resid

alpha

y \n);

fprintf(---------------------------------------------------\n);
while (k<=N)
g1=f1(x)^2+f2(x)^2;
J = [3 -1; 1 1];
z=2*J*[f1(x);f2(x)];
z0=sqrt(z(1)^2+z(2)^2);
if(z0==0)
break;

end
z=z/z0;
alpha1=0;
alpha2=1;
g2=f1(x-alpha2*z)^2+f2(x-alpha2*z)^2;
while (g2>=g1)
alpha2=alpha2/2;
g2=f1(x-alpha2*z)^2+f2(x-alpha2*z)^2;
if (alpha2<tol/2)
break;
end
end
g=min(g1, g2);
if(g==g1)
alpha=alpha1;
else
alpha=alpha2;
end
x=x-alpha*z;
gg = max(abs(g1),abs(g2));
resid=abs(g-gg);
fprintf(

%2d

%f

%f

%f

%f \n,k, resid,alpha,

x(1),x(2));
if (resid<tol)
break;
end
k=k+1;
end
fprintf(---------------------------------------------------\n);
s
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--------------------------------------------------count

resid

alpha

--------------------------------------------------8

17.884271

1.000000

0.989949

-0.141421

1.404620

0.500000

1.488770

-0.107091

0.331470

0.250000

1.319048

0.076469

0.115706

0.250000

1.542289

0.189000

0.046569

0.250000

1.335194

0.329043

0.030499

0.250000

1.585183

0.331397

0.008219

0.250000

1.355256

0.429548

0.010794

0.250000

1.603655

0.401299

0.162039

0.125000

1.484880

0.440255

10

0.005454

0.062500

1.505803

0.499149

11

0.000317

0.007813

1.498178

0.500848

12

0.000001

0.003906

1.501951

0.499836

13

0.000039

0.001953

1.500041

0.500243

14

0.000000

0.000244

1.500088

0.500004

--------------------------------------------------
6

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3x cos(y) + sin(z) = 0,
x2 + y 2 + z 2 = 0.95.

0
A
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 MATLAB

H steep3.m


6




.
%%%%%%%%%%%%%%%%%%%%%%%%%%% steep3.m %%%%%%%%%%%%%%%%%%%%%%%%%%%%
clc; clear;
f1=inline(x(1)^2-sin(x(2))+0.5*cos(x(3))-0.5,x);
f2=inline(3*x(1)-cos(x(2))+sin(x(3)), x);
f3=inline(x(1)^2+x(2)^2+x(3)^2-0.95,x);

x=[0.5 0.5 0.5]; tol=1.0e-10; N=100; k=1;

fprintf(---------------------------------------------\n);
fprintf(count

resid

\n);

fprintf(---------------------------------------------\n);
while (k<=N)
g1=g_func(x);
z=2*j_func(x)*f_func(x);
z0=sqrt(z(1)^2+z(2)^2+z(3)^2);
if(z0==0)
break;
end
z=z/z0;
alpha1=0;
alpha3=1;
g3=g_func(x-alpha3*z);
while (g3>=g1)
alpha3=alpha3/2;
g3=g_func(x-alpha3*z);
if (alpha3<tol/2)
break;
end
end
alpha2=alpha3/2;
g2=g_func(x-alpha2*z);
g=min(g2, g3);
if(g==g2)
alpha=alpha2;
else
alpha=alpha3;
end
x=x-alpha*z;
gg = max(abs(g1),abs(g2));
resid=abs(g-gg);

10

fprintf( %2d

%f

%f

%f

%f \n,k, resid,

x(1),x(2),x(3));
if(resid<tol)
break;
end
k=k+1;
end
fprintf(---------------------------------------------\n);

function F=f_func(x)
f1=inline(x(1)^2-sin(x(2))+0.5*cos(x(3))-0.5,x);
f2=inline(3*x(1)-cos(x(2))+sin(x(3)), x);
f3=inline(x(1)^2+x(2)^2+x(3)^2-0.95,x);
F=[f1(x);f2(x);f3(x)];

function g=g_func(x)
f1=inline(x(1)^2-sin(x(2))+0.5*cos(x(3))-0.5,x);
f2=inline(3*x(1)-cos(x(2))+sin(x(3)), x);
f3=inline(x(1)^2+x(2)^2+x(3)^2-0.95,x);
g=f1(x)^2+f2(x)^2+f3(x)^2;

function J=j_func(x)
J = [2*x(1) -cos(x(2)) -0.5*sin(x(3));
3 sin(x(2)) cos(x(3));
2*x(1) 2*x(2) 2*x(3)];
s
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--------------------------------------------count

resid

--------------------------------------------11

0.830694

0.264953

0.451293

0.430141

0.030622

0.203444

0.442816

0.437284

0.045506

0.202415

0.449717

0.562089

0.032611

0.147967

0.423752

0.578446

0.088482

0.168043

0.333255

0.810626

0.079948

0.064246

0.265928

0.792788

0.048462

0.135602

0.199164

0.870737

0.045364

0.085886

0.161410

0.867693

0.110783

0.073254

-0.062756

0.977648

10

0.009241

0.055402

-0.082549

0.961336

11

0.009425

0.076436

-0.140974

0.954241

12

0.003298

0.062153

-0.146564

0.951258

13

0.002691

0.051084

-0.175626

0.954333

14

0.000556

0.057300

-0.180294

0.955109

15

0.000498

0.052380

-0.194185

0.949914

16

0.000191

0.055618

-0.195888

0.951282

17

0.000109

0.056389

-0.203582

0.952397

18

0.000029

0.054730

-0.203957

0.951436

19

0.000007

0.055273

-0.204752

0.951273

20

0.000004

0.054752

-0.205480

0.950884

21

0.000002

0.055083

-0.205832

0.950956

22

0.000003

0.054779

-0.206733

0.950735

23

0.000001

0.054963

-0.206883

0.950789

24

0.000001

0.054846

-0.207845

0.950666

25

0.000000

0.054904

-0.207860

0.950680

26

0.000000

0.054891

-0.207863

0.950673

27

0.000000

0.054886

-0.207891

0.950661

28

0.000000

0.054891

-0.207895

0.950664

29

0.000000

0.054888

-0.207897

0.950664

30

0.000000

0.054889

-0.207900

0.950665

--------------------------------------------s


<
\
"
f_
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Discrete steepest descent~
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Analytic solution
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0.9
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0.6
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Initial noise for D1

Solution for D2
Solution for D1
Solution for D2

1.4
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1
0.8
0.6
0.4
0.2
0
0.2
0

0.2

0.4

0.6

0.8

> 3: 2

"
steepest descent

(D1n , D2n ) = argmin kg(x, D1n , D2n )k

| {z }
D1 ,D2 R

14

#include <stdio.h>
#include <math.h>
#include <stdlib.h>
#include <time.h>
double *dvector (long nl, long nh);
void print_vec2(double *a,int v1, int v2, double *b,int w1,
int w2, int num);
void zero_vector(double *a, int nl, int nh);
double calculation(double *ue,double *uo,double *un,double
v1,double v2,
double *ve,double *vo,double *vn,double
w1,double w2,
double D1,double D2,double r,int nt,double *x);
int main()
{
double *un,*uo,*vo,*vn,*x,*ue,*ve,D1,D2,dt,dx,r,pi,xa,xb,dx2;
int n,nt,i,t;
D1=3;D2=7;n=50;nt=1000;
pi = 4.0*atan(1.0);
uo=dvector(1,n);un=dvector(1,n);
vo=dvector(1,n);vn=dvector(1,n);
ue=dvector(1,n);ve=dvector(1,n);
x =dvector(1,n);
xa=0;xb=1;
dx=(xb-xa)/(n-1);
for (i=1;i<=n;i++){
x[i]=xa+(i-1)*(xb-xa)/(n-1);
}
dt=0.00001;
dx2=dx*dx;
r=dt/dx2;
for (i=1;i<=n;i++){
uo[i]=0.7*sin(pi*x[i]);

15

}
for (i=1;i<=n;i++){
vo[i]=sin(pi*x[i]);
}
for (t=1;t<=nt;t++){
for (i=2;i<=n-1;i++){
vn[i]=vo[i]+D2*r*(vo[i-1]-2*vo[i]+vo[i+1]);
}
vn[1]=vo[1];
vn[n]=vo[n];
for (i=2;i<=n-1;i++){
un[i]=uo[i]+D1*r*(uo[i-1]-2*uo[i]+uo[i+1])+0.001*uo[i]*vn[i];
}
for (i=1;i<=n;i++){
uo[i]=un[i];
vo[i]=vn[i];
}
}/* t end */
for (i=1;i<=n;i++){
ue[i]=un[i]+0.2*(0.5-rand()/((double)RAND_MAX));
ve[i]=vn[i]+0.2*(0.5-rand()/((double)RAND_MAX));
}
ue[1]=ue[n]=ve[1]=ve[n]=0;
print_vec2(ue,1,n,ve,1,n,3);
print_vec2(un,1,n,vn,1,n,2);
int kkk,stop=0,stop1=0;
double dd1,dd2,dds1,dds2,er,*z,var1,var2,z0,tol =
1.0e-7,al0,al1,al2,al3,g,g0,g1,g2,g3,h1,h2,h3,alpha;
dd1=0.1;dd2=0.1;
kkk=1;
z=dvector(1,2);

16

er=calculation(ue,uo,un, 1, n, ve,vo,vn,1,n,
dd1,dd2,r,nt,x);
printf("er %f \n",er);
while ( (kkk<5000) && (stop==0) ){ /*step2*/
/* step 3 */
dds1=dd1;dds2=dd2;
g1=calculation(ue,uo,un, 1, n, ve,vo,vn,1,n,
dd1,dd2,r,nt,x);
printf("g1 %f kkk %d \n",g1,kkk);
var1=calculation(ue,uo,un, 1, n, ve,vo,vn,1,n,
dd1+0.0001,dd2,r,nt,x);
var2=calculation(ue,uo,un, 1, n, ve,vo,vn,1,n,
dd1,dd2+0.0001,r,nt,x);
z[1]=(var1-g1)/0.1;
z[2]=(var2-g1)/0.1;
printf("z[1] %f ,z[2] %f\n",z[1],z[2]);
printf("var1 %f ,var2 %f\n",var1,var2);
z0=sqrt(z[1]*z[1]+z[2]*z[2]);
printf("z0 %f\n",z0);
if (fabs(z0)<tol)/*step 4 */
{
printf("z0 is less then tol, z0 %f\n",z0);
stop=1;
printf(" \n");
break;
}/*step 4 end */
/*step 5*/
z[1]=z[1]/z0;
z[2]=z[2]/z0;
printf("z1 %f, z2 %f \n",z[1],z[2]);
al1=0;
al3=1;

17

dd1=dds1-al3*z[1];
dd2=dds2-al3*z[2];
g3=calculation(ue,uo,un, 1, n, ve,vo,vn,1,n,
dd1,dd2,r,nt,x);
printf("g3 %f\n",g3);
/*step 5 end */
/*step 6 end */
while ((g3 >= g1)&&(stop1==0)){
al3=al3/2;
dd1=dds1-al3*z[1];
dd2=dds2-al3*z[2];
g3=calculation(ue,uo,un, 1, n, ve,vo,vn,1,n,
dd1,dd2,r,nt,x);
/*step 7 end */
if (al3<tol/2){
stop1=1;
printf("stop al3 %f\n",al3);
}
/*step 8 end */
}
stop1=0;
/*step 6 end */
al2=al3/2;
dd1=dds1-al2*z[1];
dd2=dds2-al2*z[2];
g2=calculation(ue,uo,un, 1, n, ve,vo,vn,1,n,
dd1,dd2,r,nt,x);
h1=(g2-g1)/al2;
h2=(g3-g2)/(al3-al2);
h3=(h2-h1)/al3;
/*step 10 end */
al0=0.5*(al2-h1/h3);

18

dd1=dds1-al0*z[1];
dd2=dds2-al0*z[2];
g0=calculation(ue,uo,un, 1, n, ve,vo,vn,1,n,
dd1,dd2,r,nt,x);
/*step 11 end */
alpha= (g0<g3) ? al0:al3;
g= (g0<g3) ? g0:g3;
/*step 12 end */
dd1=dds1-alpha*z[1];
dd2=dds2-alpha*z[2];
/*step 13 end */
if (fabs(g3-g1)<tol){
stop=1;
} /*step 14 end */
kkk=kkk+1;/* step 15 */
printf("kkk %d and g %f D1 %f and D2 %f\n
",kkk,g,dd1,dd2);
}/*step3 step15*/
print_vec2(un,1,n,vn,1,n,4);
return 0;
}
double *dvector (long nl, long nh)
{ double *v;
v=(double *) malloc((nh-nl+1+1)*sizeof(double));
return v-nl+1;
}
void print_vec2(double *a,int v1, int v2, double *b,int w1,
int w2, int num)
{
char filename[256];
char buffer[10];
FILE *fp;
int i;

19

strcpy(filename, "print");
sprintf(buffer, "%d", num);
strcat(filename, buffer);
strcat(filename, ".m");
fp=fopen(filename, "w");
fprintf(fp,"aa%d=[ ",num);
for (i=v1; i<=v2; i++) {
fprintf(fp,"%f \n",a[i]);
}
fprintf(fp,"];\n\n\n",num,num);
fprintf(fp,"bb%d=[ ",num);
for (i=w1; i<=w2; i++) {
fprintf(fp,"%f \n",b[i]);
}
fprintf(fp,"];x=linspace(0,1,40);figure(%d),plot(x,aa%d,x,bb%d);",
num,num,num);
fclose(fp);
}
void zero_vector(double *a, int nl, int nh)
{
int i;
for (i=nl; i<=nh; i++)
a[i] = 0.0;
return;
}
double calculation(double *ue,double *uo,double *un,double
v1,double v2,
double *ve,double *vo,double *vn,double
w1,double w2,
double D1,double D2,double r,int nt,double *x)
{
int t,i,n;
double pi,e=0.0,es=0.0;

20

n=v2-v1+1;
pi = 4.0*atan(1.0);
for (i=1;i<=n;i++){
uo[i]=0.7*sin(pi*x[i]);
}
for (i=1;i<=n;i++){
vo[i]=sin(pi*x[i]);
}
for (t=1;t<=nt;t++){
for (i=2;i<=n-1;i++){
vn[i]=vo[i]+D2*r*(vo[i-1]-2*vo[i]+vo[i+1]);
}
vn[1]=vo[1];
vn[n]=vo[n];
for (i=2;i<=n-1;i++){
un[i]=uo[i]+D1*r*(uo[i-1]-2*uo[i]+uo[i+1])+0.001*uo[i]*vn[i];
}
for (i=1;i<=n;i++){
uo[i]=un[i];
vo[i]=vn[i];
}
}/* t end */
for (i=1;i<=n;i++){
e=fabs(un[i]-ue[i]);
es=es+e;
}
for (i=1;i<=n;i++){
e=fabs(vn[i]-ve[i]);
es=es+e;
}
return es;
}

21

V
2

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CG ~
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hAx(0) b, v(k) i + t1 hv(1) , Av(k) i + ... + tn hv(n) , Av(k) i

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= hv(k) , b Ax(0) i + hv(k) , Ax(0) Ax(1) i + ... + hv(k) , Ax(k2) Ax(k1) i
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CG cycle

Define the maximum number of iteration IT ER and the error tolerance T OL

Set r0 = b Ax0 , v0 = r0
Set k = 0
While (k IT ER
tk =

&

krk k2 > T OL)

kT k

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vk Avk

xk+1 = xk + tk vk
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k =k+1
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0,

when j = i and i = 1, 2, ..., 16,

j = i + 1 and i = 1, 2, 3, 5, 6, 7, 9, 10, 11, 13, 14, 15,

j = i 1 and i = 2, 3, 4, 6, 7, 8, 10, 11, 12, 14, 15, 16,

when

j = i + 4 and i = 1, 2, ..., 12,

j = i 4 and i = 5, 6, ..., 16,

otherwise

and
b

= (1.90, 1.05, 1.17, 3.48, 0.81, 0.26, 0.41, 1.17, 0.91, 0.15,
0.26, 1.05, 1.96, 0.91, 0.81, 1.90)

preconditional matrix
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M 1 = D1/2

%%%%%%%%%%%%%%%%%%%%%%%%%%%% CGcode.m %%%%%%%%%%%%%%%%%%%%%%%%%%%

clear; clc;
for i=1:16
for j=1:16
if (j==i)
A(i,j) = 4;
else if ((j==i+1) && (mod(i,4)~=0)) || ...
((j==i-1) && (mod(i,4)~=1)) || ...
((j==i+4) && (i<=12)) || ((j==i-4) &&
(i>=5))
A(i,j) = -1;
else
A(i,j) = 0;

27

end
end
end
end
b = [1.90; 1.05; 1.17; 3.48; 0.81; -0.26; -0.41; 1.17;
0.91; -0.15; -0.26; 1.05; 1.96; 0.91; 0.81; 1.90];
x = zeros(16,1);
r = b-A*x;
v = r;
tol = 1.0; i = 1;
while (tol > 10^(-4))
alpha = (r*r)/(v*(A*v));
x = x + alpha*v;
rnew = r - alpha*A*v;
beta = (rnew*rnew)/(r*r);
v = rnew + beta*v;
r = rnew;
tol = max(abs(b-A*x));
res(i) = tol;
i = i+1;
end
CGcode.m`
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>> CGcode
res
0.9607

1.0393

0.4626

0.0024

0.0006

0.0000

0.1188

28

0.0551

0.0346