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Math Iterative Methods Assignment

This document contains 7 questions regarding the convergence of Gauss-Jacobi and Gauss-Seidel iterative methods for solving systems of linear equations. The questions involve determining conditions for convergence, applying the methods to specific systems, and finding eigenvectors and eigenvalues related to the iterative matrices.

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0% found this document useful (0 votes)
158 views1 page

Math Iterative Methods Assignment

This document contains 7 questions regarding the convergence of Gauss-Jacobi and Gauss-Seidel iterative methods for solving systems of linear equations. The questions involve determining conditions for convergence, applying the methods to specific systems, and finding eigenvectors and eigenvalues related to the iterative matrices.

Uploaded by

DarshanPande
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Assignment-3

Visvesvaraya National Institute of Technology, Nagpur


Department of Mathematics
Subject: MAL-205

1. Let Ax = b (for arbitrary b) (i) if A =

1 k
k 1

, k R, then determine k such that Gauss





1 k
Jacobi and Gauss Seidel method converges, (ii) if A =
, k R and k 6= 22 , find
2k 1
the value of k for which the Gauss Jacobi method converges.

2. Find the necessary and sufficient condition on k, so that the (i) Gauss-Jacobi iterative method,
(ii) Gauss-Seidel
iterative method converges for solving the system of equations Ax = b, where

1 0 k
A = 2 1 3 and b is arbitrary.
k 0 1
3. Discuss the convergence of the methods (i) Gauss-Jacobi iterative method, (ii) Gauss-Seidel
iterative method
for solving
of equations Ax = b, and hence solve the system,

the system

1 2 2
1
where A = 1 1 1 and b = 2 .
2 2 1
3
3x1 + x2 + x3
=2
4. Write Gauss-Jacobi iteration method in matrix form for the system of equations x1 + 4x2 + 2x3 = 5
x1 + 2x2 + 5x3 = 2
and find the largest eigen value of the iterative matrix (use Newton Raphson method to solve
the characteristic equation). Hence find the rate of convergence of the iterative method.
2x y
=1
x +2y z
=0
using Gauss Jacobi and Gauss
5. Solve the system of equations
y +2z w = 0
z +2w = 1
Seidel iterative methods taking initial guesses x(0) = ( 12 , 21 , 21 , 21 )T and x(0) = (0, 0, 0, 0)T respectively (perform three iterations in each case).
4x +y
= 2
x +4y +z
= 2
6. Solve
using Gauss Jacobi iterative method with zero vector as
y +4z +w = 2
z
+4w = 2
an initial guess.
7. Using
eigen values
eigen vectors of the matrices
andthe corresponding
Jacobi method

find all

2
2
4
3 2 2
3 2 1

(i) 2 5 2 (ii) 2 6
2 (iii) 2 3 2 . (In (i) for first rotation use a13 as
2 2 3
1 2 3
2 2
4
a largest off diagonal element, for (iii) Iterate till the off-diagonal elements in magnitude are
less than 0.005).

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