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Gauss Seidel Method

The Gauss-Seidel method is an iterative technique for solving systems of linear equations. It decomposes the coefficient matrix A into lower and upper triangular matrices and iteratively solves for each unknown using the most recent values. Unlike the Jacobi method, Gauss-Seidel requires only one storage vector since elements can be overwritten as they are computed sequentially. It converges if the matrix is symmetric positive-definite or strictly diagonally dominant.

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393 views2 pages

Gauss Seidel Method

The Gauss-Seidel method is an iterative technique for solving systems of linear equations. It decomposes the coefficient matrix A into lower and upper triangular matrices and iteratively solves for each unknown using the most recent values. Unlike the Jacobi method, Gauss-Seidel requires only one storage vector since elements can be overwritten as they are computed sequentially. It converges if the matrix is symmetric positive-definite or strictly diagonally dominant.

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GaussSeidel method

In numerical linear algebra, the GaussSeidel method, also known as the Liebmann
method or the method of successive displacement, is an iterative method used to solve
a linear system of equations. It is named after the German mathematicians Carl Friedrich
Gauss and Philipp Ludwig von Seidel, and is similar to the Jacobi method. Though it can be
applied to any matrix with non-zero elements on the diagonals, convergence is only
guaranteed if the matrix is either diagonally dominant, or symmetric and positive definite. It was
only mentioned in a private letter from Gauss to his student Gerling in 1823.[1] A publication was
not delivered before 1874 by Seidel.

Description
The GaussSeidel method is an iterative technique for solving a square system of n linear
equations with unknown x:
.
It is defined by the iteration

where
is the kth approximation or iteration of
is the next or k + 1
iteration of , and the matrix A is decomposed into a lower triangular component
,
[2]
and a strictly upper triangular component U:
.
In more detail, write out A, x and b in their components:

Then the decomposition of A into its lower triangular component and its strictly
upper triangular component is given by:

The system of linear equations may be rewritten as:


The GaussSeidel method now solves the left hand side of this
expression for x, using previous value for x on the right hand side.
Analytically, this may be written as:

However, by taking advantage of the triangular form of


, the
elements of x(k+1) can be computed sequentially using forward
substitution:

[3]

The procedure is generally continued until the changes made by


an iteration are below some tolerance, such as a sufficiently
small residual.

Discussion
The element-wise formula for the GaussSeidel method is
extremely similar to that of the Jacobi method.
The computation of xi(k+1) uses only the elements of x(k+1) that have
already been computed, and only the elements of x(k) that have
not yet to be advanced to iteration k+1. This means that, unlike
the Jacobi method, only one storage vector is required as
elements can be overwritten as they are computed, which can be
advantageous for very large problems.
However, unlike the Jacobi method, the computations for each
element cannot be done in parallel. Furthermore, the values at
each iteration are dependent on the order of the original
equations.
Gauss-Seidel is
relaxation) with

the
.

same

as SOR

(successive

over-

Convergence
The convergence properties of the GaussSeidel method are
dependent on the matrix A. Namely, the procedure is known to
converge if either:

A is symmetric positive-definite,[4] or
A is strictly or irreducibly diagonally dominant.

The GaussSeidel method sometimes converges even if these


conditions are not satisfied.

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