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Gauss Seidel Iteration Method, Convergence Analysis

The Gauss-Seidel method is an iterative method for solving systems of linear equations. It works by using the most recently updated value of each variable to update the next variable, as opposed to updating all variables simultaneously like in Jacobi iteration. The method proceeds by computing the next approximation of each variable by using the most recent values of other variables. This is repeated until the approximations converge to the solution. An example applying Gauss-Seidel to a system of 4 equations is provided, showing the iterative updates and convergence of the approximations over 5 iterations.

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Varnika Singh
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148 views20 pages

Gauss Seidel Iteration Method, Convergence Analysis

The Gauss-Seidel method is an iterative method for solving systems of linear equations. It works by using the most recently updated value of each variable to update the next variable, as opposed to updating all variables simultaneously like in Jacobi iteration. The method proceeds by computing the next approximation of each variable by using the most recent values of other variables. This is repeated until the approximations converge to the solution. An example applying Gauss-Seidel to a system of 4 equations is provided, showing the iterative updates and convergence of the approximations over 5 iterations.

Uploaded by

Varnika Singh
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Gauss–Seidel

Iteration
Method
It is a well-known iterative
method for solving a system of
linear equations of the form
a11 x1  a12 x2   a1n xn  b1 
a21 x1  a22 x2  
 a2 n xn  b2 


an1 x1  an 2 x2   ann xn  bn 
( r 1) b1 a12 ( r ) a1n ( r ) 
x
1   x2   xn 
a11 a11 a11

( r 1) b2 a21 ( r ) a2 n ( r ) 
x
2   x1   xn 
a22 a22 a22 


( r 1) bn an1 ( r ) an ( n 1) ( r ) 
x
n   x1   xn 1 
ann ann ann 
Here we can observe( r 1)
that no element of xi
replaces xi( r ) entirely
for the next cycle of
computation.
In Gauss-Seidel method,
the corresponding
( r 1)
xi
elements of (r )
xi
replaces those of as
soon as they become
available.
Hence, it is called the method
of successive displacements. For
illustration consider
a11 x1  a12 x2   a1n xn  b1 
a21 x1  a22 x2  
 a2 n xn  b2 


an1 x1  an 2 x2   ann xn  bn 
In Gauss-Seidel iteration,
the (r + 1)th approximation
or iteration is computed
from:
( r 1) b1 a12 ( r ) a1n ( r ) 
x
1   x2   xn 
a11 a11 a11

( r 1) b2 a21 ( r 1) a2 n ( r ) 
x
2   x1   xn 
a22 a22 a22 


( r 1) bn an1 ( r 1) an ( n 1) ( r 1) 
x
n   x1   xn 1 
ann ann ann 
Thus, the general procedure
can be written in the following
compact form
i 1 aij n aij ( r )
bi
x( r 1)
i    xj   xj
( r 1)

aii j 1 aii j i 1 aii

for all i  1, 2,..., n and r  1, 2,...


To describe system in the first
equation, we substitute the r-th
approximation into the right-hand
side and denote the result by x1( r 1) .

In the second equation, we substitute


( r 1) and denote the result by
x2
( r 1) (r ) (r )
(x1 , x ,..., x )
3 n
In the third equation, we
( r 1) ( r 1)
substitute ( x1 , x2 , x4 ,..., xn )and
(r ) (r )

denote the result by x3( r 1) ,


and so on. This process is
continued till we arrive at the
desired result. For illustration,
we consider the following
example :
Example
Find the solution of the
following system of
equations using Gauss-
Seidel method and perform
the first five iterations:
4 x1  x2  x3  2
 x1  4 x2  x4  2
 x1  4 x3  x4  1
 x2  x3  4 x4  1
Solution
The given system of equations
can be rewritten as
x1  0.5  0.25 x2  0.25 x3 
x2  0.5  0.25 x1  0.25 x4 

x3  0.25  0.25 x1  0.25 x4 
x4  0.25  0.25 x2  0.25 x3 
Taking x2  x3  x4  0 on the
right-hand side of the first
equation of the system ,
we get x1  0.5. Taking x3  x4  0
(1)

and the current value of x1 ,we


get from the 2nd equation of the
system
x(1)
2  0.5  (0.25)(0.5)  0  0.625
Further, we take x4 = 0
and the current value of x1
we obtain from the third
equation of the system

x(1)
3  0.25  (0.25)(0.5)  0
 0.375
Now, using the current values
of x2 and x3 the fourth equation
of system gives
x  0.25  (0.25)(0.625)
(1)
4

(0.25)(0.375)  0.5
The Gauss-Seidel iterations for
the given set of equations can
be written as
( r 1)
x1  0.5  0.25 x2  0.25 x3
(r ) (r )

( r 1) ( r 1)
x2  0.5  0.25 x
1  0.25 x (r )
4
( r 1) ( r 1)
x3  0.25  0.25 x 1  0.25 x(r)
4
( r 1) ( r 1) ( r 1)
x4  0.25  0.25 x 2  0.25 x3
Now, by Gauss-Seidel
procedure, the 2nd and
subsequent approximations
can be obtained and the
sequence of the first five
approximations are
tabulated as below:
Variables

Iteration x1 x2 x3 x4
number r
1 0.5 0.625 0.375 0.5

2 0.75 0.8125 0.5625 0.59375

3 0.84375 0.85938 0.60938 0.61719

4 0.86719 0.87110 0.62110 0.62305

5 0.87305 0.87402 0.62402 0.62451

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