Iterative Methods Iterative Methods: Prof. Hae Prof. Hae - Jin Choi Jin Choi
Iterative Methods Iterative Methods: Prof. Hae Prof. Hae - Jin Choi Jin Choi
Chapter 12
Iterative Methods
Prof. Hae-
Hae-Jin Choi
ê 21 a11
êë a31 a23 a33 úû ïî x3 ïþ ïîb3 ïþ j j-1
b - a x - a x
x2j = 2 21 1 23 3
xij - xij-1
e a,i = j
´100%
xi
1st iteration
2.990557 - 2.616667
e a ,1 = ´ 100% = 12.5%
2.990557
ea,2 = 11.8%; ea,3 = 0.076%;
{x} = {d } - [C ]{x}
x12 + x1 x2 = 10 10 - x12
x1 = x2 = 57 - 3x1 x22
x2 + 3 x1 x22 = 57 x2
First iteration
10 - (1.5) 2 x2 = 57 - 3(2.21429)(3.5) 2 = -24.37516
x1 = = 2.21429
3.5
Second iteration
10 - (2.21429) 2
x1 = = -0.20910 x2 = 57 - 3(-0.20910)(-24.37516) 2 = 429.709
- 24.37516
Seems to be diverging
School of Mechanical Engineering
Chung-Ang University
Numerical Methods 2010-2 14
Use the same equation but with a different format
57 - x2
x1 = 10 - x1 x2 x2 =
3 x1
First iteration
57 - 3.5
x1 = 10 - 1.5(3.5) = 2.17945 x2 = = 2.86051
3(2.17945)
Second iteration
ê ¶f n ,i ¶f n ,i ¶f n ,i ú
L
¶xn úû { f } = éë f1,i f 2,i L f n ,i ùû
ê ¶x T
ë 1 ¶x2
x12 + x1 x2 = 10
x2 + 3 x1 x22 = 57
¶f1, 0 ¶f1, 0
= 2 x1 + x2 = 2(1.5) + 3.5 = 6.5 = x1 = 1.5
¶x1 ¶x2
¶f 2, 0 2 2 ¶f 2, 0
= 3x = 3(3.5) = 36.75
2 = 1 + 6 x1 x2 = 1 + 6(1.5)(3.5) = 32.5
¶x1 ¶x2
Jacobian = 6.5(32.5) - 1.5(36.75) = 156.125
School of Mechanical Engineering
Chung-Ang University
Numerical Methods 2010-2 19
Example 12.3 (2/2)
The values of the functions can be evaluated at the initial
guesses as
f1, 0 = (1.5) 2 + 1.5(3.5) - 10 = -2.5