Scribd
Upload
431 views

Iterative Method: Jacobi Gauss-Seidel

The document discusses iterative methods for solving systems of linear equations. It describes the Jacobi and Gauss-Seidel iterative methods. The Jacobi method works by making an initial approximation of the solution and then repeatedly substituting the approximations into the equations to generate a sequence of better approximations that often converges to the actual solution. The Gauss-Seidel method is similar but uses the most recent approximations in each new iteration, allowing it to typically converge faster than the Jacobi method.

Uploaded by

Kristin Brienne Leander-Renomeron
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
431 views

Iterative Method: Jacobi Gauss-Seidel

The document discusses iterative methods for solving systems of linear equations. It describes the Jacobi and Gauss-Seidel iterative methods. The Jacobi method works by making an initial approximation of the solution and then repeatedly substituting the approximations into the equations to generate a sequence of better approximations that often converges to the actual solution. The Gauss-Seidel method is similar but uses the most recent approximations in each new iteration, allowing it to typically converge faster than the Jacobi method.

Uploaded by

Kristin Brienne Leander-Renomeron
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 9

ITERATIVE METHOD

Solving systems of linear equations may be evaluated using solutions of linear systems. But
when the number of variable become large enough so that Gaussian Elimination becomes a
tiresome process, then it is better to use iterative methods. The method may also be applied
to matrices having large main diagonal entries.
The principle behind these iteration methods is that given an initial approximation to the
solution, an algorithm is formed and when computed simultaneously gives a better
approximation.
In this section we describe the elementary Jacobi and Gauss-Seidel iterative methods. These
are classic methods that date to the late eighteenth century, but they find current
application in problems where the matrix is large and has mostly zero entries in predictable
locations.
A condition must first be satisfied before the application of either method
The Jacobi Method
The Jacobi Method

Then make an initial approximation of the solution,


(𝑥 , 𝑥 , 𝑥 , … , 𝑥 ),
And substitute these values to 𝑥 , into the right-hand side of the rewritten equations to obtain the first
approximation. After this procedure has been completed, one iteration has been performed. In the
same way, the second approximation is formed by substituting the first approximation's x-values into
the right hand side of the rewritten equations. By repeated iterations, you will form a sequence of
approximations that often converges to the actual solution.
The Jacobi Method
Example No.1:

Solution:
The Jacobi Method
(cont.)

Continuing this procedure, you obtain the


sequence of approximations shown in the table.
The Jacobi Method

Since the last columns are said to converge, you can conclude that the solutions is
Gauss-Seidel Method
The modification of the Jacobi Method is the Gauss-Seidel Method,
Gauss-Seidel Method
Example No.2:
Use the Gauss-Seidel iteration method to approximate the solution to the system of
equations given in Example 1.

Solution:
Gauss-Seidel Method

Note that only five iterations of the Gauss-Seidel method,


you can achieve the same accuracy as was obtained with
Seven iterations of the Jacobi method in example no.1.

You might also like