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Assignment2 Open Book examPDF

This document outlines an assignment on iterative methods for solving linear systems. It contains 8 questions related to Gauss-Jacobi and Gauss-Seidel iterations. Students are asked to show the iterative form of a general iteration, write the Gauss-Jacobi and Gauss-Seidel iterations in this form, prove a property of the general iteration, apply the methods to example systems, compare convergence rates, and analyze the iteration matrices. Solutions are to be submitted by March 21, 2021.

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Abdul Hanan Sheikh
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35 views2 pages

Assignment2 Open Book examPDF

This document outlines an assignment on iterative methods for solving linear systems. It contains 8 questions related to Gauss-Jacobi and Gauss-Seidel iterations. Students are asked to show the iterative form of a general iteration, write the Gauss-Jacobi and Gauss-Seidel iterations in this form, prove a property of the general iteration, apply the methods to example systems, compare convergence rates, and analyze the iteration matrices. Solutions are to be submitted by March 21, 2021.

Uploaded by

Abdul Hanan Sheikh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Assignment 2( Open Book Examination)

Submit solution before 12:00 Noon, March 21, 2021.


All questions are in context of linear system 𝐴𝑢 = 𝑏. Iterative methods means
basic iterative methods for linear systems, which are Gauss Jacobi, Gauss Seidel
and Successive Over Relaxation methods.

1. Show that the iteration given by


𝑢𝑘+1 = 𝑢𝑘 + 𝑒 𝑘 , for 𝑘 = 0,1,2, … Eq. (1)
can be written in the form
𝑢𝑘+1 = 𝑇𝑢𝑘 + 𝑐, Eq. (2)
−1 𝑘 −1 𝑘 𝑘 𝑘
where 𝑇 = 𝐼 − 𝑃 𝐴, 𝑒 = 𝑃 𝑟 and 𝑟 = 𝑏 − 𝐴𝑢 .
2. Write Gauss Jacobi and Gauss Seidel iterations in form given in Eq. (2).
Identify 𝑃 in each method.
3. Consider the iterative method given in Eq. (2) for solving any linear system
𝐴𝑢 = 𝑏. Choosing initial guess 𝑢0 = 𝟎, prove that solution after 𝑘 𝑡ℎ
iterations will be 𝑢𝑘 = (𝐼 − 𝑇 𝑘 )𝐴−1 𝑏.
4. Use four iterations of Gauss Jacobi and Gauss Seidel on problem
10𝑥 + 𝑦 = 1
𝑥 + 10𝑦 = 10,
while choosing (0,0) as initial guess. Write results in format given under
Table (1). Exact answer is (0,1).
5. Repeat Q. 4 for problem
𝑥+𝑦 =2
4𝑥 + 5𝑦 = 9.
Write results in a separate table of same format. Exact answer is (1,1).
6. Compare convergence speed of Gauss Jacobi for two problem given in Q. 4
and Q. 5.
7. Compare convergence speed of Gauss Seidel for two problem given in Q. 4
and Q. 5.
8. Identify 𝑇 of Eq. (2) from Q. 4 and Q. 5 for each Gauss Jacobi and Gauss
Seidel method. Then find eigenvalues of such matrices 𝑇.
Jacobi Sol Jacobi Seidel Sol Seidel
𝒖𝒌 Convergence 𝒖𝒌 Convergence
Q. 4
Rate Rate
𝒆 /𝒆𝒌−𝟏
𝒌
𝒆 /𝒆𝒌−𝟏
𝒌

k=0 (0,0) N.A (0,0) N.A


k=1
k=2
k=3
k=4

Jacobi Sol Jacobi Seidel Sol Seidel


𝒖𝒌 Convergence 𝒖𝒌 Convergence
Q. 5
Rate Rate
𝒆 /𝒆𝒌−𝟏
𝒌
𝒆 /𝒆𝒌−𝟏
𝒌

k=0 (0,0) N.A (0,0) N.A


k=1
k=2
k=3
k=4

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