The generalized differential-matrix equations of transverse vibration of the beams were set up and they were solved by means of Cauchy sequence iterative method. Then according to the boundary conditions at two ends of the beams the natural frequencies of the transverse vibration of the different beams including the complex beams of non-uniform section and composite beams under different boundary conditions were figured out. The form of the differential-matrix is simple. The calculation of the sequence iterations can be accomplished by simple computer program. Using the method in this paper, the amount of work of calculation is reduced greatly and the results are accurate compared with the approximate method in which a beam of non-uniform section is replaced by many small segments of equal cross-section.