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Assignment 5b: PKQ G pk1q G

This document contains instructions for 6 exercises involving the Jacobi and Gauss-Seidel methods for solving linear systems. It asks the reader to: 1) Give the expression for the Gauss-Seidel method. 2) Find the first two iterations of the Jacobi method for two linear systems. 3) Repeat exercise 2 using Gauss-Seidel instead of Jacobi. 4) Compare the Jacobi and Gauss-Seidel methods on two additional linear systems. 5) Show that a matrix A is strictly diagonally dominant if kTj k ≤ 1. 6) Verify estimates involving the error at each iteration and the number of iterations needed to achieve a given tolerance.

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43 views

Assignment 5b: PKQ G pk1q G

This document contains instructions for 6 exercises involving the Jacobi and Gauss-Seidel methods for solving linear systems. It asks the reader to: 1) Give the expression for the Gauss-Seidel method. 2) Find the first two iterations of the Jacobi method for two linear systems. 3) Repeat exercise 2 using Gauss-Seidel instead of Jacobi. 4) Compare the Jacobi and Gauss-Seidel methods on two additional linear systems. 5) Show that a matrix A is strictly diagonally dominant if kTj k ≤ 1. 6) Verify estimates involving the error at each iteration and the number of iterations needed to achieve a given tolerance.

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agam9
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© © All Rights Reserved
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MA2032 Assignment 5b

07/11/2017

1. Give an expression for Gauss-Seidel method in the form

xp k q  Tg xpk1q cg

2. Find the first two iterations of the Jacobi method for the following linear systems, using
xp0q  0.

(a) (b)

4x1 x2  x3 5, 4x1 x2  x3 x4  2,


x 1 3x2 x3  4, x1 4x2  x3  x4  1,
2x1 2x2 5x3  1. x 1  x 2 5x3 x4  0,
x1  x2 x3 3x4  1.

3. Repeat Exercise 2 using the Gauss-Seidel method.

4. Let xpkq  Tj xpk1q cj and xpkq  Tg xpk1q cg represent the Jacobi and Gauss-Seidel
methods repectively. Consider the following linear systems.

(a) (b)

2x1  x2 x3 1, x1 2x2  2x3  7,


2x1 2x2 2x3  4, x1 x2 x3  2,
x 1  x 2 2x3  5. 2x1 2x2 x3  5.

What happens when you use Gauss-Seidel and Jacobi iterations to solve the above systems?
(Use your MATLAB/OCTAVE codes). Find ρpTg q and ρpTj q in both problems.

5. Show that if A is strictly diagonally dominant, then kTj k8   1.


6. Verify the estimates (i) x  xpkq ¤ kT kk xp0q  x ; (ii) x  xpkq ¤ 1kT p1q
kT k x  x
kk p0q

for Exercises 2 and 3 with k.k8 . How many iterations will ensure given T OL?

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