5.0 Iterative - Methods
5.0 Iterative - Methods
ITERATIVE METHODS
• Introduction
Contents
• Gauss – Seidel Method
• Jacobi Method
• In solving sets of linear algebraic equations by
elimination, iterative methods are preferred over
direct methods especially when the coefficient
INTRODUCTION
X1 = C1/a11
2. Go to the 2nd equation, solve for the largest coefficient.
X1 = C1/a11; X3 = 0; X2 = ?
C2−a21(C1/a11 )
X2 =
a22
C C −a (C /a )
X3 = {C3 – [a31 ( 1 ) + a32 [ 2 21 1 11 ]}/a3𝟑
a11 a22
4. Solve for the new Xi
5. Continue iteration until the value of each unknown
determined in a particular iteration differs from its respective
value obtained in the preceding iteration by an amount less
than some arbitrary selected approximate error / σ𝑎/.
GAUSS - SEIDEL
𝑃𝑟𝑒𝑠𝑒𝑛𝑡 −𝑃𝑟𝑒𝑣𝑖𝑜𝑢𝑠
Where: / σ𝑎/ = / / x 100
𝑃𝑟𝑒𝑠𝑒𝑛𝑡
/ σ𝑎/≤ / σ𝑠/
➢ Jacobi Method is also known as the
Method of Simultaneous Displacement.
JACOBI METHOD
(𝒏+𝟏) 𝑪𝟏−𝒂𝟏𝟐𝒙𝟐𝒏−𝒂𝟏𝟑𝒙𝟑𝒏
𝑿𝟏 =
𝒂𝟏𝟏
(𝒏+𝟏)
𝑪𝟐 − 𝒂𝟐𝟏𝒙𝟏𝒏 − 𝒂𝟐𝟑𝒙𝟑𝒏
𝑿𝟐 =
𝒂𝟐𝟐
(𝒏+𝟏)
𝑪𝟑 − 𝒂𝟑𝟏𝒙𝟏𝒏 − 𝒂𝟑𝟐𝒙𝟐𝒏
𝑿𝟑 =
𝒂𝟑𝟑
Systems of Linear Equations
2. 1.
/ σ𝑎/≤ / σ𝑠/