Iterations
Iterations
By Iterative Method
-starting out with initial approximation to the solution, which is successively tried to
improve.
-if the successive approximation tend to approach the solution, the method converges,
otherwise the method diverges.
Convergence
• Jacobi
Example:
𝑥1 − 3𝑥2 = −7
2𝑥1 + 𝑥2 = 7
3rd Iteration
𝑥1 = 3.5 − 0.5(3.498) = 1.751
𝑥2 = 2.333 + 0.333(2.334) = 3.110
4th Iteration
𝑥1 = 3.5 − 0.5(3.110) = 1.945
𝑥2 = 2.333 + 0.333(1.751) = 2.916
5th Iteration
𝑥1 = 3.5 − 0.5(2.916) = 2.042
𝑥2 = 2.333 + 0.333(1.945) = 2.281
6th Iteration
𝑥1 = 3.5 − 0.5(2.281) = 2.01
𝑥2 = 2.333 + 0.333(2.042) = 3.013
7th Iteration
𝑥1 = 3.5 − 0.5(3.013) = 1.994
𝑥2 = 2.333 + 0.333(2.01) = 3.002
8th Iteration
𝑥1 = 3.5 − 0.5(3.002) = 1.999
𝑥2 = 2.333 + 0.333(1.994) = 2.997
𝑥1 = 2
𝑥2 = 3
• Gauss-Seidel
Example
𝑥1 − 3𝑥2 = −7
2𝑥1 + 𝑥2 = 7
3rd Iteration
𝑥1 = 3.5 − 0.5(2.916) = 2.042
𝑥2 = 2.333 + 0.333(2.042) = 3.013
4th Iteration
𝑥1 = 3.5 − 0.5(3.013) = 1.994
𝑥2 = 2.333 + 0.333(1.994) = 2.997
5th Iteration
𝑥1 = 3.5 − 0.5(2.997) = 2.002
𝑥2 = 2.333 + 0.333(2.002) = 3
6th Iteration
𝑥1 = 3.5 − 0.5(3) = 2
𝑥2 = 2.333 + 0.333(2) = 2.999
𝑥1 = 2
𝑥2 = 3