Gauss Jacobi Method

Solve the system of equations

4x1 + x2 + x3 = 2;
x1 + 5x2 + 2x3 = -6
x1 + 2x2 + 3x3 = -4
using the Gauss Jacobi Method. Use the initial approximation x1 = 0.5, x2 = -0.5, x3 = -0.5.

In[ ]:=

mat = {{4, 1, 1}, {1, 5, 2}, {1, 2, 3}};

mat // MatrixForm
b = {2, - 6, - 4};
b // MatrixForm
Out[ ]//MatrixForm=
4 1 1
1 5 2
1 2 3
Out[ ]//MatrixForm=
2
-6
-4

In[ ]:= list = {{"Iteration", "x1", "x2", "x3"}};

x1[0] = 0.5;
x2[0] = - 0.5;
x3[0] = - 0.5;
Fori = 1, i <= 10, i ++,
-1
x1[i] = mat[[1, 2]] x2[i - 1] + mat[[1, 3]] x3[i - 1] - b[[1]];
mat[[1, 1]]

-1
x2[i] = mat[[2, 1]] x1[i - 1] + mat[[2, 3]] x3[i - 1] - b[[2]];
mat[[2, 2]]
-1
x3[i] = mat[[3, 1]] x1[i - 1] + mat[[3, 2]] x2[i - 1] - b[[3]];
mat[[3, 3]]
val = {i, x1[i], x2[i], x3[i]};
AppendTo[list, val]
Grid[list, Dividers → ALL]
Iteration x1 x2 x3
1 0.75 - 1.1 - 1.16667
2 1.06667 - 0.883333 - 0.85
3 0.933333 - 1.07333 - 1.1
4 1.04333 - 0.946667 - 0.928889
Out[ ]= 5 0.968889 - 1.03711 - 1.05
6 1.02178 - 0.973778 - 0.964889
7 0.984667 - 1.0184 - 1.02474
8 1.01079 - 0.987037 - 0.982622
9 0.992415 - 1.00911 - 1.01224
10 1.00534 - 0.993588 - 0.9914
2 GaussJacobiMethod.nb

Residual Vector
In[ ]:= A = {{4, 1, 1}, {1, 5, 2}, {1, 2, 3}};
b = {{2}, {- 6}, {- 4}};
list = {{"Iteration", "x1", "x2", "x3", "Residual Vector"}};
x1[0] = 0.5;
x2[0] = - 0.5;
x3[0] = - 0.5;
Fori = 1, i <= 3, i ++,
-1
x1[i] = mat[[1, 2]] x2[i - 1] + mat[[1, 3]] x3[i - 1] - b[[1]];
mat[[1, 1]]

-1
x2[i] = mat[[2, 1]] x1[i - 1] + mat[[2, 3]] x3[i - 1] - b[[2]];
mat[[2, 2]]
-1
x3[i] = mat[[3, 1]] x1[i - 1] + mat[[3, 2]] x2[i - 1] - b[[3]];
mat[[3, 3]]
r[i - 1] = b - A.{{x1[i - 1]}, {x2[i - 1]}, {x3[i - 1]}};
val = {i, x1[i], x2[i], x3[i], r[i - 1] // MatrixForm};
AppendTo[list, val]
Grid[list, Dividers → ALL]
Iteration x1 x2 x3Residual Vector
1.
1 {0.75} {- 1.1} {- 1.16667} - 3.
- 2.
( 1.26667 )
Out[ ]=
2 {1.06667} {- 0.883333} {- 0.85} ( 1.08333 )
( 0.95 )
( - 0.533333 )
3 {0.933333} {- 1.07333} {- 1.1} ( - 0.95 )
( - 0.75 )
 GaussJacobiMethod.nb 3

Error
In[ ]:= A = {{4, 1, 1}, {1, 5, 2}, {1, 2, 3}};
b = {{2}, {- 6}, {- 4}};
list = {{"Iteration", "x1", "x2", "x3", "Residual Vector", "Error"}};
x1[0] = 0.5;
x2[0] = - 0.5;
x3[0] = - 0.5;
Fori = 1, i <= 3, i ++,
-1
x1[i] = mat[[1, 2]] x2[i - 1] + mat[[1, 3]] x3[i - 1] - b[[1]];
mat[[1, 1]]

-1
x2[i] = mat[[2, 1]] x1[i - 1] + mat[[2, 3]] x3[i - 1] - b[[2]];
mat[[2, 2]]
-1
x3[i] = mat[[3, 1]] x1[i - 1] + mat[[3, 2]] x2[i - 1] - b[[3]];
mat[[3, 3]]
r[i - 1] = b - A.{{x1[i - 1]}, {x2[i - 1]}, {x3[i - 1]}};
error[i - 1] = {{x1[i] - x1[i - 1]}, {x2[i] - x2[i - 1]}, {x3[i] - x3[i - 1]}};
val = {i, x1[i], x2[i], x3[i], r[i - 1] // MatrixForm, error[i - 1] // MatrixForm};
AppendTo[list, val]
Grid[list, Dividers → ALL]
Iteration x1 x2 x3Residual Vector Error
1. ( 0.25 )
1 {0.75} {- 1.1} {- 1.16667} - 3. ( - 0.6 )
- 2. ( - 0.666667 )
( 1.26667 ) ( 0.316667 )
Out[ ]=
2 {1.06667} {- 0.883333} {- 0.85} ( 1.08333 ) ( 0.216667 )
( 0.95 ) ( 0.316667 )
( - 0.533333 ) ( - 0.133333 )
3 {0.933333} {- 1.07333} {- 1.1} ( - 0.95 ) ( - 0.19 )
( - 0.75 ) ( - 0.25 )
4 GaussJacobiMethod.nb

Error Format Formula :

In[ ]:= A = {{4, 1, 1}, {1, 5, 2}, {1, 2, 3}};
b = {{2}, {- 6}, {- 4}};
d = DiagonalMatrix[Diagonal[A]];
list = {{"Iteration", "x1", "x2", "x3", "Residual Vector", "Error"}};
x1[0] = 0.5;
x2[0] = - 0.5;
x3[0] = - 0.5;
Fori = 1, i <= 3, i ++,
-1
x1[i] = mat[[1, 2]] x2[i - 1] + mat[[1, 3]] x3[i - 1] - b[[1]];
mat[[1, 1]]

-1
x2[i] = mat[[2, 1]] x1[i - 1] + mat[[2, 3]] x3[i - 1] - b[[2]];
mat[[2, 2]]
-1
x3[i] = mat[[3, 1]] x1[i - 1] + mat[[3, 2]] x2[i - 1] - b[[3]];
mat[[3, 3]]
r[i - 1] = b - A.{{x1[i - 1]}, {x2[i - 1]}, {x3[i - 1]}};
error[i - 1] = Inverse[d].r[i - 1];
val = {i, x1[i], x2[i], x3[i], r[i - 1] // MatrixForm, error[i - 1] // MatrixForm};
AppendTo[list, val]
Grid[list, Dividers → ALL]
Iteration x1 x2 x3Residual Vector Error
1. 0.25
1 {0.75} {- 1.1} {- 1.16667} - 3. - 0.6
- 2. - 0.666667
( 1.26667 ) ( 0.316667 )
Out[ ]=
2 {1.06667} {- 0.883333} {- 0.85} ( 1.08333 ) ( 0.216667 )
( 0.95 ) ( 0.316667 )
( - 0.533333 ) ( - 0.133333 )
3 {0.933333} {- 1.07333} {- 1.1} ( - 0.95 ) ( - 0.19 )
( - 0.75 ) ( - 0.25 )