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Assignment I

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39 views2 pages

Assignment I

this this

Uploaded by

singhayush8842
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© © All Rights Reserved
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Assignment-I: Applied Mathematics-III (MA 122), B.Tech.

IInd Year, 2024

1. Consider the system of equations


    
1 −a x1 b1
=
−a 1 x2 b2

where, a is a real constant. For which value of a, the Jacobi and Gauss-Seidel
methods converge?

2. Given the matrix A = D + L + U


 
1 2 −2
A= 1 1 1 
2 2 1

where D is the diagonal matrix, and L and U are strictly lower and upper
triangular matrices, respectively. Decide whether: (i) Jacobi; (ii) Gauss-Seidel
methods converge to the solution of AX = b

3. Jacobi iteration scheme is used to solve the system of equations:


2x − y = 1
−x + 2y − z = 0
−y + 2z − w = 0
−z + 2w = 1

(i) Find the rate of convergence of the method.


(ii) Starting with X 0 = [0.5, 0.5, 0.5, 0.5]T , iterate three times.

4. For the following system of equations


    
−3 1 0 x1 −2
 2 −3 1   x2  =  0 
0 2 3 x3 −1

(i). Show that Gauss-Seidel iteration scheme is convergent, and find the rate of
convergence.
(ii). Take X 0 = [0, 0, 0]T , iterate three times.

5. For the following system (AX = b) of equations


    
1 2 x1 3
=
2 3 x2 5

Consider the following iterative method

X (k+1) = H(θ)X (k) + c(θ), k ≥ 0 with X (0) given,


where θ is a real parameter and
1
2θ2 + 2θ + 1 −2θ2 + 2θ + 1
   
1 2 −θ
H(θ) = 4 , c(θ) = 1
−2θ2 + 2θ + 1 2θ2 + 2θ + 1 2 −θ

1
Is the method is consistent for all theta (θ ∈ R)? Determine the values of θ
for which the method is convergent and find the optimal value of θ (for which
convergence rate is the highest).

6. Let x = ξ be a simple root of the equation f (x) = 0. We try to find the root
by means of the iteration formula
 2
f (xk )
xk+1 = xk −  

f (xk ) − f xk − f (xk )

Find the order of convergence and compare the convergence properties with
those of Newton-Raphson’s method.

7. A sequence {xn }∞
1 is defined by

x0 = 5
1 4 1 3
xk+1 = x − x + 8xk − 12
16 k 2 k
Show that it gives cubic convergence to ξ = 4. Also calculate the smallest
integer n for which the inequality |xk − ξ| < 10−6 is valid.

8. The equation x3 − 5x2 + 4x − 3 = 0, has one root near x = 4, which is to be


computed by the iteration

x0 = 4
3 + (k − 4)xk + 5x2k − x3k
xk+1 = , k integer
k
(i). Determine which value of k will give the fastest convergence.
(ii). Using this value of k, iterate three times and estimate the error in x3 .

***End of the Assignment***

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