Scribd
Upload
2 views2 pages

Problem Set 3

The document outlines a problem set focused on iterative methods for solving systems of equations, including the Jacobi, Gauss-Seidel, and SOR methods. It includes specific systems of equations to be solved, convergence analysis, and conditions for convergence. The document is intended for students in the Department of Mathematical Sciences at Rajiv Gandhi Institute of Petroleum Technology.

Uploaded by

nishannt049
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
2 views2 pages

Problem Set 3

The document outlines a problem set focused on iterative methods for solving systems of equations, including the Jacobi, Gauss-Seidel, and SOR methods. It includes specific systems of equations to be solved, convergence analysis, and conditions for convergence. The document is intended for students in the Department of Mathematical Sciences at Rajiv Gandhi Institute of Petroleum Technology.

Uploaded by

nishannt049
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
You are on page 1/ 2

Problem set 3:Iterative method for system 30/01/25

Course Instructor: SK+GR+PD


Department of Mathematical Sciences
Rajiv Gandhi Institute of Petroleum Technology Jais Amethi

1. Solve the following systems using Jacobi method upto three iterations with initial guess zero:-
5x − 2y + 3z = −1
(a) −3x + 9y + z = 2
2x − y − 7z = 3.
2x − y = 7
(b) −x + 2y − z = 1
−y − 2z = 1.
7x − 2y + z = 17
x − 9y + 3z − w = 13
(c)
2x + 10z + w = 15
x − y + z + 6w = 10
2. Solve the following system using Gauss-Seidel method upto three iterations with initial guess zero-
7x − 2y + z = 17
x − 9y + 3z − w = 13
(a)
2x + 10z + w = 15
x − y + z + 6w = 10
4x + y + z = 2
(b) x + 5y + 2z = −6
x + 2y + 3z = −4.
3. Solve the above system in question 2 by SOR method with ω = 1.12. upto three iterations with initial guess zero.
4. Determine the rate of convergence of the Jacobi method and Gauss-Seidel method for the system: -
4x + 0y + 2z = 4
(a) 0x + 5y + 2z = −3
5x + 4y + 10z = 2.

3x + y + z = 4
(b) −2x + 4y + 0z = 1
−x + 2y − 6z = 2.
 
1 2 −2
5. Given the matrix A = I +L+U where A = 1 1 1 , L and U are strictly lower and upper triangular matrix respectively,
2 2 1
decide whether Jacobi and Gauss Seidel method converge to Ax = b.
 
3 1 1
6. Given the matrix A = D + L + U where A = −2 4 0, L and U are strictly lower and upper triangular matrix
−1 2 6
respectively, decide whether Jacobi and Gauss Seidel method converge to Ax = b.

7. The system of equations Ax = b is to be solved iteratively by

xn+1 = Hxn + b
√
 
1 k 2
suppose A = ,k ̸= 2 , k real
2k 1
Find a necessary and sufficient condition on k for convergence of Jacobi method.
3x + y + z = 4
8. Given the system −2x + 4y + 0z = 1 this system can be solved by the relaxation method. Write down the iteration
−x + 2y − 6z = 2.
formula exactly.
9. Solve the system of equations
4x + y + z = 2
x + 5y + 2z = −6
x + 2y + 3z = −4.
using Jacobi iteration method and find it in error format. Take initial guess as x0 = [0.5, −0.5 − 0.5]T and perform three
iterations in each case. Same as do for Gauss Seidel method.

You might also like