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4
(ii) Solve the above system by chang
by (22.1, 22.9, 32.9 and 31.1)
(Ans: (i) 41.0, xg 1.0, xy l0,
(ii) x= 6.0, xym 27.2, 29029, Xy-0.1)
ing the right hand side
x42 1.0
Indicators of ill-conditioned systems.
suspected of being ill-condi-
ations can be
Se a e following indicators are
tioned when one of more of th
present. . .
1. Small changes in the co-efficient of the m:
a large change in the solution.
2 The normalized determinant of A is small as compared
to one, i.e, det (A) <<1.0.
3. The condition number. K= TA WATE is much less
than one.
atrix, results
ZI om
3
In example 5, |] All ey Ti G45) G5)
Recall the direct methods.which you have studied in the
previous section, they usually. take: me arithmetic operations
when the system is large i.e. m is large say n=1C000; the direct
methods would take.years to solve such problems. evea on the
fastest computer, therefore, in order to overcome. this’ difficulty,
there is an alternative approach of using iterative methods to
solve such problems when n is large and the matrix is sparse
(most of ths entries are zero.) We shall discuss the following
Iterative methods.
(i) Jacobi iterative method.
(ii) Gauss Seidel iterative method.
Jacobi iterative method or method of simultaneous displacements
Procedare ; Given a system of Linear equations ——S
Azab
Where the diagonal elements of A are non-zero. This
system can be written in the iterative form as
atte Brith5
Where the elements of B are hyja =a inj
bus0
Tnitial Guess is x9—(0,0,0,0,0,..)” continue the process of
iteration for different values of kK, unless we get the required
accuracy, \ :
The following example will illustrate the Jacobi’s
Proced: m
xample 1.) Solve the following system of equations by
Jocobi’s method, i
Sx+y—z58 )
Qety+9z=12
I
x—Ty+2z=—4 J
Solution :
xa (A)
Step I. The given system can be written as
ae Fy ta]
y=12—2x—92
zal 4-x47)}
Let the initial solution be x=0, y=0, z=0
putting values on the R. H. S.
x=10 y=120 z=—2.0 -
"If we proceed further the values will diverge because the
diagonal elements “are not dominant and solution will not
converge to the True solution. ; He
x10 y=10 z=10
Step I. Re-writing the system (A) in the diagonally
dominant form, by inter-charging second and third eqnations,
xe 4 8-y+ 2 |
yah bet24] pk alba @)
|
1
z= p[l2-2x-y] J .ie Ee a
Suppose the initial solution is x=0, y=0, z=0,
First Iteration x= 1.0, y=0.571, 21.333 putting the
values on the R. H. S. of (B).
Second Iteration: x=1.095 y=1.095 z= 1.048
Third Iteration : x=20.995 y=1.026 z=0.969
Fourth iteration; x=0.993 y=0.990 z=1.000
Fifth iteration: = x=1.002 y=0.998 2=1,004
Sixth iteration: x=1.001 y=1.001 2=81.001
Seventh iteration : *=1.000 y=1.000 z= 1,000
Example ? Solve the ‘system of equations by
Method : “ aa
Mt6xt2x5=15 .
a oe to Gay
6x1 tx +x5=9 | :
Solution ; ‘
Step I. Setting up the Jacobi method by” solving the
ith equation for *t, We obtain.
= 15—6x,—2y5
%2=—3—x, 46x,
3=9 6x
- If we put *1=0, %3=0 and-xy=0
IS: } F150);
sales ' v= | 36 | etc,
lag (=78J
The method is clear]
ly diverging, because ¢
the order are not diago;
nally dominant,
Step Il. Now if-we switch equations 1 and 3 of the set
(A) and then switch quations 2 and 3 of the result we get
he equations in
6x1 +x2+%3=9, }
14 6x2+2x5=315
| —— @)7
System (B) is clearly diagonally dominant, (B) can be
re-written as
3 L 1 \xs
ae 3-(t)a-(4
5 1 1 \xs
wo $-(H(H)
1 1
xu at (=)a- (
Choosing x9=0 ie. x,9=0 x,9=0 and x;°=0 and setting
up iteration, ~~
(3
w=} 5 |
a]
[2]
24)
fry
we] 2s |
“TR |
te)
Which is clearly converging to the solution x= (1.0, 2.0,
1.0)7. 7
Remark 1: The Jacobi method is an example of a method
of simultaneous displacements. That is at the end of cach
iteration, we replace all of the elements of x! simultaneously
with the elements of x**t,
Remark 2; It is often desirable to modify the original
Set of equations to produce a matrix, which is, if not diagonally
dominant, should be as close to diagonally dothinant as
Possible.
Remark 3; A sufficient condition for convergence is that
na
haul >S | ay | P=, yee > (1)
j=l
JAi
when ,f4) is true x*+1 will convege to the solution no matter
what initial vector js used,
. -18
Gauss Seidel Method or Mcthod of Successive displacements
procedure,
Given a system of Linear equations Ax=b. If the system
is not diagonally dominant, make it so by inter-changing
rows etc.
Then the system can be written in the iterative form as
i=l a ;
Seas el Ss Yitte rH yates ky kaa, Qyevees
au aus ai
: j=l jaith
erative procedure will continue
cy. The following example
of this method.
he solution of the
For different values of k, the it
until we obtain the desired accura
will Illustrate the procedural steps
Find to 3 decimal places t
system of equations.
Ixy +2x2+23=15
x1 +10x2+2x39=16
2x,+3x2.—8a3=1
Solution :
Step I.
The Given system of equations is already in the
diagonal dominant form, re-writing the equations
m= ay (5-2 %)
mat (6-1-2)
aye —E (2x13)
we set up the iteration
1
ayhtlea Tp (1522 x34) > ()
1
xb les jo 16a —2354) ——— (2
1
xyes (1 + 2x,ht14 3xnk th) —— Q)
We must set up initial estimate for x, x;, x3 in order to get719
the iterative process started. A particularly simple approach
is to take
x°=0, x,9=0 and x;9=0
putting these values in eq. (1) when kK=0
We get x,!=1.364, then putting x,!=1.364 and x;°=0.0
in equation (2) we get x2!=1.453, then putting x,!=1.364 and
X2!= 1.463 in eq. (3) we get x;1=0.765 continuing in this way
and using the previous values in the next equation we get
fork=t = x2=1.028 -x2=1.344 —-x32=0.636
fork=2 = xp=1.061 —-x,°= 1.367 -x33=0.653
fork=3 x=1.056 -x,4=1.364 x34 0.650
fork=4 = xj5=1.0565 x25=1.3643 x35=0-6507
fork=5 — x,5=31.0564 x,=1.3642 -x36=0.6507
Hence x, =1.056 x2 = 1.364 and x;=0.651
pee 2 Solve the system of equations
4x,—- 2xgtx3212
2x1 + 3x,.—x3=7
2x,-2x, + 2x38
By Gauss seidel method.
Solution.
Step 1. The given system of equations 1s diagonally domin-
ant but not strictly diagonally dominant. The equatiors can be
Tewritten as
1 =4 (12+ 2x23] ar
w=} (7-25, +231 ce
x34 [8—2x) +21] pns—eet |G)
starting values x,=0, x2.=0 and x3=0
ky 2.
putting in (1) m= = 3.0
Z
putting x;=3.0 and x3=0.0 in equation (2) we get
y=).
Now putting xj=3.0 and x2=1/3=0.3332 in equation (3)
x3=4 (8-64 2/3] =8/€= 1.333380
Second iteration ;
Put x9@0,333 and xy=1,333 in equation (1) we get
xed [124+0,666— 1.533] 2.8333
Now put x)e2.8333 and x) = 1.3333 in equation (2)
a2 4 [75.6666 + 1.3333] = 0.8889 i
Now put x; 2.8333 and x,=0.8889 in Equation (3)
8 $,6666 + 1.77778]==2.0556
xe
‘Third iteration.
put x)-0,8889 and 32,0556 in (1)
xped [1241.7778—2,0556]=2.9305
put x1=2.9305 and x3=2.0566 in (2) we get
aed [7 $.8610+ 2.0556] = 1.0648
Now put x, = 2.9205 and x7 = 1.6648 in (3)
xy=4 [8—5.8610-+2.1296]= 2.1343
Fourth iteration,
put xger1.0648 and x;=+2,1343 in (1) .
ye 4 (1242,1296 — 2.1343] = 2,998
put x1—=2.998 and x3— 2.1343 in (2) we get
24 [7- 5.996 42,1343, — 1,046
Now put x,= 2.998 and x» 1.046 in (3)
X5= 4 (85.996 + 2,092) 2,048
After 4 iterations the solution of the system of equations is
12.998, x)= 1.017 and x5 = 2.048,
If the process is continued for few more iterations the
solution will converge to the true solution.
%3.0, x2=51.0 and <3= 2,0
Remarks ;
“ W1, Jacobi method is very slowly convergent, if it does
converge, it will converge Linearly.
Vv 2 If the matrix of the co-efficients is diagonally dominant,
it guarantees the fast convergence of the method.81
iB} Ve Gauss Seidel method is fastly convergent than Jacobi
method and on the whole we ca:
Seidel method convergs twiee
method.
Comparison of Methods i
In this chapter we have studied two t:
(@®) Direct methods
(ii) Iterative methods
In the category of direct methods, Eli:
are advantageous because they can be,
is large.
in say that Guass
as fast as Jacobi
'yPes of methods,
mination methods
applied when the system
In the iterative methods,
(@) rounding errors have less effect,
(6) on the computer, the storage is economical when the
matrix is sparse.
(c) these are sgif correcting methods.
(@) easier to program and can be impleniented on the
computer,
Diagonal Dominance theorem
Stetement: Given a system of equations Ax=6 prove
that in an iterative method the rapid convergence is guaranteed
a
if Law| a > Lay | FST, 2yrocsneeett
Jal
ini
Proof :
StepT. If the matrix of the co-efficients is diagonally
dominant then there is no loss of generality in the co-efficient
matrix,
Lot X be the exact solution of the system Ax=d
foes BC Hiy Raynes Fy) T
=.