gaussSeidel: Gauss-Seidel based Optimization & estimation

In optR: Optimization Toolbox for Solving Linear Systems

Description

Function utilizes the Gauss-Seidel optimization to solve equation Ax=b

Usage

gaussSeidel(A, b, x = NULL, iter = 500, tol = 1e-07, w = 1,
  witr = NULL)

Arguments

A	: Input matrix
b	: Response
x	: Initial solutions
iter	: Number of Iterations
tol	: Convergence tolerance
w	: Relaxation paramter used to compute weighted avg. of previous solution. w=1 represent no relaxation
witr	: Iteration after which relaxation parameter become active

Value

optimal : Optimal solutions

initial : initial solution

relaxationFactor : relaxation factor

Examples

A<-matrix(c(4,-1,1, -1,4,-2,1,-2,4), nrow=3,ncol=3, byrow = TRUE)
b<-matrix(c(12,-1, 5), nrow=3,ncol=1,byrow=TRUE)
Z<-optR(A, b, method="gaussseidel", iter=500, tol=1e-7)

Example output

Loaded optR Version:            1.2.5

optR documentation built on May 1, 2019, 10:32 p.m.