Gaussian Elimination

1
Naïve Gauss Elimination

2
 Naïve Gaussian Elimination

A method to solve simultaneous linear

equations of the form [A][X]=[C]

Two steps
1. Forward Elimination
2. Back Substitution

3
 Forward Elimination
The goal of forward elimination is to transform the
coefficient matrix into an upper triangular matrix

 25 5 1  x1  106.8 
 64 8 1  x   177.2 
   2  
144 12 1  x3  279.2

25 5 1   x1   106.8 
 0  4.8  1.56  x    96.21
   2  
 0 0 0.7   x3   0.735 
4
 Forward Elimination
A set of n equations and n unknowns
a11x1  a12x2  a13x3  ...  a1n xn  b1
a21x1  a22x2  a23x3  ...  a2n xn  b2
. .
. .
. .

an1x1  an 2 x2  an3 x3  ...  ann xn  bn

(n-1) steps of forward elimination

5
 Forward Elimination
Step 1 :
For Equation 2, divide Equation 1 by a11 and
multiply by a21.

 a21 
 a (a11x1  a12 x2  a13x3  ...  a1n xn  b1 )
 11 

a21 a21 a21

a21x1  a12 x2  ...  a1n xn  b1
a11 a11 a11
6
 Forward Elimination
Subtract the result from Equation 2.
a21x1  a22x2  a23x3  ...  a2n xn  b2
a21 a21 a21
− a21x1  a12 x2  ...  a1n xn  b1
a11 a11 a11
_________________________________________________

 a21   a21  a21

 a22   
a12  x2  ...   a2 n  
a1n  xn  b2  b1
 a11   a11  a11

or a x  ...  a x  b
'
22 2
'
2n n
'
2
7
 Forward Elimination
Repeat this procedure for the remaining equations
to reduce the set of equations as

a11x1  a12x2  a13x3  ...  a1n xn  b1

a x  a x  ...  a x  b
'
22 2
'
23 3
'
2n n
'
2

a x  a x  ...  a x  b
'.
.
32
. 2
.
.
.
' .

33 3..
'
3n n
'
3

a x  a x  ...  a x  b
'
n2 2
'
n3 3
'
nn n
'
n

End of Step 1 8
 Forward Elimination
Step 2
Repeat the same procedure for the 3rd term of
Equation 3.

a11x1  a12x2  a13x3  ...  a1n xn  b1

a x  a x  ...  a x  b
'
22 2
'
23 3
'
2n n
'
2

a x  ...  a x  b
"
33 3 . .
"
3n n
"
3
. .
. .

a x  ...  a x  b
"
n3 3
"
nn n
"
n

End of Step 2
9
 Forward Elimination
At the end of (n-1) Forward Elimination steps, the
system of equations will look like
a11x1  a12 x2  a13 x3  ...  a1n xn  b1
'
a22 x2  a23
'
x3  ...  a2' n xn  b2'
a x  ...  a x  b
"
33 3
"
3n n
"
3
. .
. .
. .

n 1 n 1 
ann xn  bn

End of Step (n-1)

10
Matrix Form at End of Forward Elimination

a11 a12 a13 L a1n   x1   b1 

 0 a' '
a23 L '
a2 n   x   b' 
 22  2   2 
0 0 "
a33 L "
a3n   x3    b3" 
    
M M M L M  M   M 
 0 0 0 (n 1 )   
0 ann   xn  bn   (n-1 ) 

11
 Back Substitution
Solve each equation starting from the last equation

25 5 1   x1   106.8 
 0  4.8  1.56  x    96.21
   2  
 0 0 0.7   x3   0.735 

Example of a system of 3 equations

12
Back Substitution Starting Eqns
a11x1  a12 x2  a13 x3  ...  a1n xn  b1
'
a22 x2  a23
'
x3  ...  a2' n xn  b2'
"
a33 x3  ...  an" xn  b3"
. .
. .
. .

n 1 n 1 
ann xn  bn

13
 Back Substitution

Start with the last equation because it has only one unknown

( n 1)
b
xn  n
( n 1)
a nn

14
 Back Substitution
( n 1)
b
xn  n
( n 1)
a nn

bii 1  ai,ii11 xi 1  ai,ii12 xi  2  ...  ai,in1 xn

xi  i 1 for i  n  1,...,1
aii

i 1
  aiji 1 x j
n
bi
j i 1
xi  i 1 for i  n  1,...,1
a ii
15
Naïve Gauss Elimination
Example

16
 Example 1
The upward velocity of a rocket is given at three different times

Table 1 Velocity vs. time data.

Time, t s  Velocity, v m/s 

5 106.8
8 177.2
12 279.2

The velocity data is approximated by a polynomial as:

vt   a1t 2  a2 t  a3 , 5  t  12.

Find the velocity at t=6 seconds .

 Example 1 Cont.
Assume
vt   a1t 2  a2t  a3 , 5  t  12.
Results in a matrix template of the form:

 t12 t1 1  a 1   v1 
 2  a    v 
t 2 t2 1  2  2
 t 32 t3 1 
a 3  
 v3 

 
Using data from Table 1, the matrix becomes:

 25 5 1  a1  106.8 
 64 8 1 a   177.2 
   2  
144 12 1  a3  279.2
18
 Example 1 Cont.

 25 5 1  a1  106.8   25 5 1  106.8 
 64 8 1 a 2   177.2    64 8 1  177.2 
       
144 12 1  a3  279.2 144 12 1  279.2

1. Forward Elimination
2. Back Substitution

19
Forward Elimination

20
 Number of Steps of Forward
Elimination

Number of steps of forward elimination is

(n1)(31)2

21
 Forward Elimination: Step 1
 25 5 1  106.8  Divide Equation 1 by 25 and
 64 8 1  177.2 
  64
multiply it by 64,  2.56 .
144 12 1  279.2 25
25 5 1  106.8 2.56  64 12.8 2.56  273.408

. 64 8 1  177.2
Subtract the result from  64 12.8 2.56  273.408
Equation 2
0  4.8  1.56   96.208

 25 5 1  106.8 
Substitute new equation for  0  4.8  1.56   96.208
Equation 2  
144 12 1  279.2 
22
 Forward Elimination: Step 1 (cont.)
 25 5 1  106.8 
Divide Equation 1 by 25 and
 0  4.8  1.56   96.208
  144
144 12 1  279.2  multiply it by 144,  5.76 .
25

25 5 1  106.8 5.76  144 28.8 5.76  615.168

Subtract the result from 144 279.2

.
12 1 
Equation 3  144 28.8 5.76  615.168
0  16.8  4.76   335.968
25 5 1  106.8 
Substitute new equation for  
Equation 3  0  4.8  1.56   96.208 
 0  16.8  4.76   335.968
23
 Forward Elimination: Step 2
25 5 1  106.8  Divide Equation 2 by −4.8
 0  4.8  1.56   96.208 
  and multiply it by −16.8,
 0  16.8  4.76   335.968  16.8
 3.5 .
 4.8
0  4.8 1.56   96.208 3.5  0 16.8  5.46   336.728
0  16.8  4.76  335.968
Subtract the result from
Equation 3  0  16.8  5.46   336.728
0 0 0.7  0.76

25 5 1  106.8 
Substitute new equation for  0  4.8  1.56   96.208
Equation 3  
 0 0 0.7  0.76 
24
Back Substitution

25
 Back Substitution
25 5 1  106.8  25 5 1   a1   106.8 
 0  4.8  1.56   96.2   0  4.8  1.56 a    96.208
     2  
 0 0 0.7  0.7   0 0 0.7   a3   0.76 

Solving for a3
0.7 a3  0.76
0.76
a3 
0.7
a3  1.08571
26
 Back Substitution (cont.)
25 5 1   a1   106.8 
 0  4.8  1.56 a    96.208
   2  
 0 0 0.7   a3   0.76 

Solving for a2
 4.8a2  1.56a3  96.208
 96.208  1.56a3
a2 
 4.8
 96.208  1.56 1.08571
a2 
 4.8
a2  19.6905
27
 Back Substitution (cont.)
25 5 1   a1   106.8 
 0  4.8  1.56 a    96.2
   2  
 0 0 0.7   a3   0.76 

Solving for a1
25a1  5a2  a3  106.8
106.8  5a2  a3
a1 
25
106.8  5 19.6905  1.08571

25
 0.290472
28
Naïve Gaussian Elimination Solution
 25 5 1  a1  106.8 
 64 8 1 a2   177.2 
     
144 12 1  a3  279.2

 a1  0.290472
a    19.6905 
 2  
 a3   1.08571 

29
 Example 1 Cont.

Solution  a1  0.290472
a    19.6905 
The solution vector is
 2  
 a3   1.08571 

The polynomial that passes through the three data points is then:

vt   a1t 2  a2t  a3

 0.290472t 2  19.6905t  1.08571, 5  t  12

v6  0.2904726  19.69056  1.08571

2

 129.686 m/s.
30
Naïve Gauss Elimination
Pitfalls

31
Pitfall#1. Division by zero
10 x2  7 x3  3
6 x1  2 x2  3x3  11
5 x1  x2  5 x3  9

0 10  7  x1   3 
6 2 3   x2   11
    
5  1 5   x3   9 

32
Is division by zero an issue here?
12 x1  10 x2  7 x3  15
6 x1  5 x2  3x3  14
5 x1  x2  5 x3  9

12 10  7  x1  15
6 5 3   x2   14
    
 5  1 5   x3   9 

33
 Is division by zero an issue here? YES
12 x1  10 x2  7 x3  15
6 x1  5 x2  3x3  14
24 x1  x2  5 x3  28

12 10  7  x1  15 12 10  7  x1   15 

6 5 3   x2   14  0
     0 6.5  x2   6.5
    
24  1 5   x3  28 12  21 19   x3   2

Division by zero is a possibility at any step

of forward elimination
34
Pitfall#2. Large Round-off Errors

 20 15 10  x1   45 
 3  2.249 7   x   1.751
   2  
 5 1 3   x3   9 
Exact Solution

 x1  1
 x   1
 2  
 x3  1 35
Pitfall#2. Large Round-off Errors
 20 15 10  x1   45 
 3  2.249 7   x   1.751
   2  
 5 1 3   x3   9 

Solve it on a computer using 6 significant digits with chopping

 x1   0.9625 
 x    1.05 
 2  
 x3  0.999995
36
Pitfall#2. Large Round-off Errors
 20 15 10  x1   45 
 3  2.249 7   x   1.751
   2  
 5 1 3   x3   9 

Solve it on a computer using 5 significant digits with chopping

 x1   0.625 
 x    1.5 
 2  
 x3  0.99995

Is there a way to reduce the round off error?

37
 Avoiding Pitfalls
Increase the number of significant digits
• Decreases round-off error
• Does not avoid division by zero

38
 Avoiding Pitfalls

Gaussian Elimination with Partial Pivoting

• Avoids division by zero
• Reduces round off error

39
Jacobi Method

40
 Jacobi Method
An iterative method.

Basic Procedure:
-Algebraically solve each linear equation for xi
-Assume an initial guess solution array
-Solve for each xi and repeat
-Use absolute relative approximate error after each iteration to
check if error is within a pre-specified tolerance.

41
 Jacobi Method

Why?
The Jacobi Method allows the user to control round-off error.

Elimination methods such as Gaussian Elimination and LU

Decomposition are prone to prone to round-off error.

Also: If the physics of the problem are understood, a close initial

guess can be made, decreasing the number of iterations needed.

42
 Jacobi Method
Algorithm
A set of n equations and n unknowns:
If: the diagonal elements are
a11x1  a12x2  a13x3  ...  a1n xn  b1 non-zero
a21x1  a22 x2  a23x3  ...  a2n xn  b2 Rewrite each equation solving
. .
. . for the corresponding unknown
. .
ex:
an1x1  an 2 x2  an3 x3  ...  ann xn  bn
First equation, solve for x1
Second equation, solve for x2

43
 Jacobi Method
Algorithm
Rewriting each equation
c1  a12 x2  a13 x3   a1n xn
x1  From Equation 1
a11

c2  a21x1  a23 x3   a2 n xn
x2  From equation 2
a22
  
cn 1  an 1,1 x1  an 1, 2 x2   an 1,n  2 xn  2  an 1,n xn From equation n-1
xn 1 
an 1,n 1
cn  an1 x1  an 2 x2    an ,n 1 xn 1
xn  From equation n
ann

44
 Jacobi Method
Algorithm
General Form of each equation
n

a
n
c1   a1 j x j cn 1  n 1, j xj
j 1 j 1
j  n 1
x1 
j 1 xn 1 
a11 an 1,n 1
n
c n   a nj x j
n
c2   a2 j x j
j 1 j 1
j n
x2 
j2
xn 
a 22 a nn

45
 Jacobi Method

Algorithm
General Form for any row ‘i’
n
ci   aij x j
j 1
j i
xi  , i  1,2,, n.
aii

How or where can this equation be used?

46
 Jacobi Method

Solve for the unknowns

Assume an initial guess for [X]

 x1 
x  Use rewritten equations to solve for
 2 each value of xi.
  
 
 xn -1 
 xn 

47
48
49
50
51
Jacobi Method examples
• Consider the two-by-two system x
1
y3
2x  y  6 2
x  2y  6 1
• Start with x (1)
y (1)
 1/ 2 y   x3
2

• Simultaneous updating
– New values of the variables are
not used until a new iteration step
is begun

y ( 2)
1 (1) 1 11
x ( 2)   y 3   3 
2 4 4
y (1)
1 (1) 1 11
y ( 2)   x 3   3 
2 4 4 x (1) x ( 2)
 Jacobi Method
• Con’t

1 ( 2) 11 13
x (3)
  y 3  3
2 8 8
1 ( 2) 11 13
y (3)   x 3  3
2 8 8
 Jacobi Method
• Consider the three-by-three system
2 x1  x2  x3  1
x1  2 x2  x3  6
x1  x2  2 x3  3
x1  0.5 x2  0.5 x3  0.5
x2  0.5 x1  0.5 x3  3.0
x3  0.5 x1  0.5 x2  1.5

 x1( k )   0.0 0.5  0.5  x1( k 1)   0.5

 (k )     x ( k 1)    3.0 
 2  
x   0.5 0.0 0.5   2   
 x ( k )   0.5 0.5 0.0   x ( k 1)    1.5 
 3     3   

• Start with x (0)  (0,0,0)

 Use the Jacobi method to approximate the solution of
the following system of linear equations

Continue the iterations until two successive

approximations are identical when rounded to three
significant digits.

Solution : To begin, write the system in the form

Continuing this procedure, you obtain the sequence of
approximations shown in Table below

Because the last two columns in the above Table are

identical, you can conclude that to three significant
digits the solution is

X1=0.186 , X2 = 0.331 ; X3 = -0.423

Gauss-Seidel Method

58
 Gauss-Seidel Method
An iterative method.

Basic Procedure:
-Algebraically solve each linear equation for xi
-Assume an initial guess solution array
-Solve for each xi and repeat
-Use absolute relative approximate error after each iteration to
check if error is within a pre-specified tolerance.

59
 Gauss-Seidel Method

Why?
The Gauss-Seidel Method allows the user to control round-off error.

Elimination methods such as Gaussian Elimination and LU

Decomposition are prone to prone to round-off error.

Also: If the physics of the problem are understood, a close initial

guess can be made, decreasing the number of iterations needed.

60
 Gauss-Seidel Method
Algorithm
A set of n equations and n unknowns:
If: the diagonal elements are
a11x1  a12x2  a13x3  ...  a1n xn  b1 non-zero
a21x1  a22 x2  a23x3  ...  a2n xn  b2 Rewrite each equation solving
. .
. . for the corresponding unknown
. .
ex:
an1x1  an 2 x2  an3 x3  ...  ann xn  bn
First equation, solve for x1
Second equation, solve for x2

61
 Gauss-Seidel Method
Algorithm
Rewriting each equation
c1  a12 x2  a13 x3   a1n xn
x1  From Equation 1
a11

c2  a21x1  a23 x3   a2 n xn
x2  From equation 2
a22
  
cn 1  an 1,1 x1  an 1, 2 x2   an 1,n  2 xn  2  an 1,n xn From equation n-1
xn 1 
an 1,n 1
cn  an1 x1  an 2 x2    an ,n 1 xn 1
xn  From equation n
ann

62
 Gauss-Seidel Method
Algorithm
General Form of each equation
n

a
n
c1   a1 j x j cn 1  n 1, j xj
j 1 j 1
j  n 1
x1 
j 1 xn 1 
a11 an 1,n 1
n
c n   a nj x j
n
c2   a2 j x j
j 1 j 1
j n
x2 
j2
xn 
a 22 a nn

63
 Gauss-Seidel Method

Algorithm
General Form for any row ‘i’
n
ci   aij x j
j 1
j i
xi  , i  1,2,, n.
aii

How or where can this equation be used?

64
 Gauss-Seidel Method

Solve for the unknowns

Assume an initial guess for [X] Use rewritten equations to solve for
each value of xi.
Important: Remember to use the
 x1  most recent value of xi. Which
x  means to apply values calculated to
 2 the calculations remaining in the
current iteration.
  
 
 xn -1 
 xn 

65
 Gauss-Seidel Method

Calculate the Absolute Relative Approximate Error

x new
x old
a i  i
new
i
100
x i

So when has the answer been found?

The iterations are stopped when the absolute relative

approximate error is less than a prespecified tolerance for all
unknowns.

66
 Gauss-Seidel Method: Example 1
The upward velocity of a rocket is given at three different times

Table 1 Velocity vs. Time data.

Time, t s  Velocity v m/s 

5 106.8

8 177.2

12 279.2

The velocity data is approximated by a polynomial as:

vt   a1t 2  a2t  a3 , 5  t  12.

67
 Gauss-Seidel Method: Example 1

Using a Matrix template of the form t12 t1 1  a1   v1 

2 
t 2 t 2 1 a2   v2 
t32 t3 1 a3  v3 

 25 5 1  a1  106.8 
The system of equations becomes  64 8 1 a   177.2 
   2  
144 12 1 a3  279.2

 a1  1 
 a    2
Initial Guess: Assume an initial guess of
 2  
 a3  5
68
 Gauss-Seidel Method: Example 1

Rewriting each equation

106.8  5a 2  a3
a1 
25
 25 5 1  a1  106.8 
 64 8 1 a   177.2  177.2  64a1  a3
   2   a2 
144 12 1 a3  279.2 8

279.2  144a1  12a 2

a3 
1

69
 Gauss-Seidel Method: Example 1

Applying the initial guess and solving for ai

 a1  1  106.8  5(2)  (5)
a1   3.6720
 a    2 25
 2  
 a3  5 177.2  643.6720  5
a2   7.8510
Initial Guess 8
279.2  1443.6720  12 7.8510
a3   155.36
1

When solving for a2, how many of the initial guess values were used?

70
 Gauss-Seidel Method: Example 1

Finding the absolute relative approximate error

xinew  xiold At the end of the first iteration
a i  new
100
xi
 a1   3.6720 
a    7.8510
3.6720  1.0000  2  
a 1  x100  72.76%
3.6720  a3    155.36 

 7.8510  2.0000 The maximum absolute

a  x100  125.47% relative approximate error is
2
 7.8510
125.47%

 155.36  5.0000
a 3  x100  103.22%
 155.36
71
 Gauss-Seidel Method: Example 1

Iteration #2
Using
 a1   3.6720  the values of ai are found:
a    7.8510 106.8  5 7.8510  155.36
 2   a1   12.056
 a3    155.36  25

from iteration #1
177.2  6412.056  155.36
a2   54.882
8

279.2  14412.056  12 54.882

a3   798.34
1

72
 Gauss-Seidel Method: Example 1

Finding the absolute relative approximate error

12.056  3.6720 At the end of the second iteration
a 1  x100  69.543%
12.056  a   12.056 
1
a    54.882
 2  
 54.882   7.8510  a3   798.54
a 2  x100  85.695%
 54.882
The maximum absolute
 798.34   155.36 relative approximate error is
a 3  x100  80.540% 85.695%
 798.34

73
 Gauss-Seidel Method: Example 1
Repeating more iterations, the following values are obtained

Iteration a1 a 1 % a2 a 2 % a3 a 3 %
1 3.6720 72.767 −7.8510 125.47 −155.36 103.22
2 12.056 69.543 −54.882 85.695 −798.34 80.540
3 47.182 74.447 −255.51 78.521 −3448.9 76.852
4 193.33 75.595 −1093.4 76.632 −14440 76.116
5 800.53 75.850 −4577.2 76.112 −60072 75.963
6 3322.6 75.906 −19049 75.972 −249580 75.931
Notice – The relative errors are not decreasing at any significant rate

Also, the solution is not converging to the true solution of

 a1  0.29048
a    19.690 
 2  
a 3   1.0857 
74
 Gauss-Seidel Method: Pitfall

What went wrong?

Even though done correctly, the answer is not converging to the
correct answer
This example illustrates a pitfall of the Gauss-Siedel method: not all
systems of equations will converge.

Is there a fix?
One class of system of equations always converges: One with a diagonally
dominant coefficient matrix.

Diagonally dominant: [A] in [A] [X] = [C] is diagonally dominant if:

n n
aii   aij for all ‘i’ and aii   aij for at least one ‘i’
j 1 j 1
j i j i 75
 Gauss-Seidel Method: Pitfall
Diagonally dominant: The coefficient on the diagonal must be at least
equal to the sum of the other coefficients in that row and at least one row
with a diagonal coefficient greater than the sum of the other coefficients
in that row.
Which coefficient matrix is diagonally dominant?

 2 5.81 34 124 34 56 

A   45 43 1  [B]   23 53 5 
123 16 1   96 34 129

Most physical systems do result in simultaneous linear equations that

have diagonally dominant coefficient matrices.

76
 Gauss-Seidel Method: Example 2

Given the system of equations The coefficient matrix is:

12 x1  3x2- 5x3  1 12 3  5
x1  5x2  3x3  28 A   1 5 3 
3x1  7 x2  13x3  76  3 7 13 

With an initial guess of Will the solution converge using the

Gauss-Siedel method?
 x1  1
 x   0 
 2  
 x3  1

77
 Gauss-Seidel Method: Example 2

Checking if the coefficient matrix is diagonally dominant

a11  12  12  a12  a13  3   5  8
12 3  5
A   1 5 3  a22  5  5  a21  a23  1  3  4
 3 7 13 
a33  13  13  a31  a32  3  7  10

The inequalities are all true and at least one row is strictly greater than:
Therefore: The solution should converge using the Gauss-Siedel Method

78
 Gauss-Seidel Method: Example 2

Rewriting each equation With an initial guess of

12 3  5  a1   1   x1  1
 1 5 3  a   28  x   0 
   2    2  
 3 7 13  a3  76  x3  1

1  3 x 2  5 x3 1  30  51
x1  x1   0.50000
12 12

28  x1  3x3 28  0.5  31

x2  x2   4.9000
5 5

76  3x1  7 x2 76  30.50000  74.9000

x3  x3   3.0923
13 13
79
 Gauss-Seidel Method: Example 2
The absolute relative approximate error
0.50000  1.0000
a 1  100  100.00%
0.50000

4.9000  0
a 2
 100  100.00%
4.9000

3.0923  1.0000
a 3
 100  67.662%
3.0923

The maximum absolute relative error after the first iteration is 100%

80
 Gauss-Seidel Method: Example 2

After Iteration #1
 x1  0.5000
 x   4.9000
 2  
 x3  3.0923

Substituting x the
1 x values
0.14679  into the After Iteration #2
 x    3.7153 
equations  x   3.8118 
2

 3  
1  34.9000  53.0923
x1   0.14679
12
28  0.14679  33.0923
x2   3.7153
5

76  30.14679  74.900
x3   3.8118
13
81
 Gauss-Seidel Method: Example 2

Iteration #2 absolute relative approximate error

0.14679  0.50000
a 1  100  240.61%
0.14679
3.7153  4.9000
a 2
 100  31.889%
3.7153
3.8118  3.0923
a 3
 100  18.874%
3.8118
The maximum absolute relative error after the first iteration is 240.61%

This is much larger than the maximum absolute relative error obtained in
iteration #1. Is this a problem?
82
 Gauss-Seidel Method: Example 2
Repeating more iterations, the following values are obtained
Iteration a1 a 1 % a2 a 2 % a3 a 3 %

1 0.50000 100.00 4.9000 100.00 3.0923 67.662

2 0.14679 240.61 3.7153 31.889 3.8118 18.876
3 0.74275 80.236 3.1644 17.408 3.9708 4.0042
4 0.94675 21.546 3.0281 4.4996 3.9971 0.65772
5 0.99177 4.5391 3.0034 0.82499 4.0001 0.074383
6 0.99919 0.74307 3.0001 0.10856 4.0001 0.00101

 x1  0.99919  x1  1 
The solution obtained  x    3.0001  is close to the exact solution of  x    3 .
 2    2  
 x3   4.0001   x3  4

83
Example : Jacobi Method
3x1 – x2 = 2 ; X1 + 4x2 = 5
Step : 1

x 0 = 2/3- (-1 x 0)/3 = 0.667

x 1 = 5/4- (1 x 0)/4 = 1.25

Step : 2

x 0 = 2/3- (-1 x 1.25)/3 = 1.083

x 1 = 5/4- (1 x 0.667)/4 = 1.083

Step : 3

x 0 = 2/3- (-1 x 1.083)/3 = 1.028

x 1 = 5/4- (1 x 1.083)/4 = 0.979

Step : 4

x 0 = 2/3- (-1 x 0.979)/3 = 0.993

x 1 = 5/4- (1 x 1.028)/4 = 0.993 84
 Step : 5

x 0 = 2/3- (-1 x 0.993)/3 = 0.998

x 1 = 5/4- (1 x 0.993)/4 = 1.002

Step : 6

x 0 = 2/3- (-1 x 1.002)/3 = 1.001

x 1 = 5/4- (1 x 0.998)/4 = 1.001

Step : 7

x 0 = 2/3- (-1 x 1.001)/3 = 1

x 1 = 5/4- (1 x 1.001)/4 = 1

Step : 8

x 0 = 2/3- (-1 x 1)/3 = 1

x 1 = 5/4- (1 x 1)/4 = 1
Solve following system of equations using Jacobi and Gauss-
Seidel Methods