MAT 202 E

NUMERICAL METHODS

Linear Algebraic Equations

“These notes are only to be used in class presentations”

Textbook: Numerical Methods for Engineers, S.C. Chapra, R.P. Canale,

7th edition, 2015
 Linear Algebraic Equations

• An equation of the form ax+by+c=0 is called a linear equation in

x and y variables.
• ax+by+cz+d=0 is a linear equation in three variables, x, y, and z.
• Thus, a linear equation in n variables is
a1x1+a2x2+ … +anxn = b

• If you need to work more than one linear equations, a system of

linear equations must be solved simultaneously.
•A linear algebraic system is a system of equations where
all the functions are linear
In matrix form;
[ A]{ X }  {B}
where A is a n x n matrix, and X and B are n x 1 vectors.
Requirements for a Solution of a Systems of Equations

Ax = b  matrix equation

A is m x n and describes a system

of m equations in n unknown
 We need to solve for X

A1 AX  A1B
X  A1B

How do we get A-1?

– It is non-trivial
– Not very efficient

• Usually use other methods to solve for X

– Elimination Methods
– Iterative Methods
Solutions for second and third order systems
– Graphical methods
– Determinants, Cramer’s Rule
– Elimination of unknowns

•Nowadays, easy access to computers makes the solution

of very large sets of linear algebraic equations possible
Graphical solutions

– Plot the functions and the solution is the intersection point

of the functions
– For second order linear systems, each equation is a line
– For third order linear systems each equation is a plane
Example: Graphical method is used to solve a set of two simultaneous
linear algebraic equations.

3x1 + 2x2 = 18
- x1 + 2x2 = 2

x2 = -3/2x1 + 9
x2 = 1/2x1 + 1

The solution is the intersection

of the two lines at
x1 = 4 and x2 = 3
 Graphical method is used to visualize properties of the solutions

Singular systems:
• a) The two equations represent parallel lines. There is no solution.
• b) The two lines are coincident. There is an infinite number of
solutions .
ill-conditioned system
• c) It is difficult the exact point at which lines intersect.
 Determinants, Cramer’s Rule
Given a second-order matrix A, the determinant D is defined as
follows:

Given a third-order matrix A, the determinant D is defined as

follows:

For more than three equations, Cramer’s rule becomes impractical.

The determinants are time consuming to evaluate by hand or by computer.
Using determinants to solve a linear system
• Cramer’s rule
– Replace a column of coefficients in matrix A with the B
vector and find determinant
• Example: Cramer’s Rule
 Example: Cramer’s Rule

0.3x1 + 0.52x2 + x3 = -0.01 | 0.3 0.52 1 |

0.5x1 + x2 + 1.9x3 = 0.67 D= | 0.5 1 1.9|
0.1x1 + 0.3x2 + 0.5x3 = -0.44 | 0.1 0.3 0.5|

The minors are

| 1 1.9|
A1 = | 0.3 0.5| = 1(0.5) – 1.9(0.3) = -0.07

| 0.5 1.9|
A2 = | 0.1 0.5| = 0.5(0.5) – 1.9(0.1) = 0.06

| 0.5 1 |
A2 = | 0.1 0.3| = 0.5(03) – 1(0.1) = 0.05
 Example: Cramer’s Rule
a11 a12 a13
a a 23 a a 23 a a 22
D  a 21 a 22 a 23 , D  a11 22  a12 21  a13 21
a32 a33 a31 a33 a31 a32
a31 a32 a33
a 22 a 23 a a 23 a a 22
D  a11  a12 21  a13 21
a32 a33 a31 a33 a31 a32

D  a11 A1  a12 A2  a13 A3

0.3 0.52 1
D  0.5 1 1. 9
0.1 0.3 0.5

The miors are

1 1.9
A1   (1)(0.5)  (0.3)(1.9)  0.07
0.3 0.5

0.5 1.9
A2   0.5(0.5)  0.1(1.9)  0.06
0.1 0.5

0.5 1
A1   0.5(0.3)  0.1(1)  0.05
0.1 0.3
 Example: Cramer’s Rule (cont.)

D = 0.3 (-0.07) – 0.52(0.06) + 1(0.05) = - 0.0022

Vector b  |-0.01 0.52 1 |

| 0.67 1 1.9|
|-0.44 0.3 0.5| 0.03278
X1 = ---------------------------- = -------------------- = -14.9
-0.0022 -0.0022

| 0.3 -0.01 1 |
| 0.5 0.67 1.9|
| 0.1 -0.44 0.5| 0.0649
X2 = ---------------------------- = -------------------- = -29.5
-0.0022 -0.0022

| 0.3 0.52 -0.01 |

| 0.5 1 0.67 |
| 0.1 0.3 -0.44 | -0.04356
X3 = ---------------------------- = -------------------- = 19.8
-0.0022 -0.0022
 Elimination Methods

• The basic strategy is to successively solve one of the equations

of the set for one of the unknowns and to eliminate that
variable from the remaining equations by substitution.

• The elimination of unknowns can be extended to systems with

more than two or three equations;
 Gauss Elimination

• This method can be applied to large sets

of equations.

• The method has two steps:

1. forward elimination of unknown,
2. back substitution.
 Gauss Elimination

1. Forward elimination reduces the set of

equations to an upper triangular system.

 Upper triangle matrix

 Gauss Elimination

• Back substitution: The result of xn can back-

substituted into (n-1)th equation to solve for
xn-1.

• The process is repeated to evaluate the

remaining x’s.
 Gauss Elimination

• The system will have been transformed to an upper triangle system

 Naive Gauss Elimination

• Formula to evaluate xn and the remaining x’s.

 Example: Gauss Elimination

3x1 - 0.1x2 – 0.2 x3 = 7.85 (1)

0.1x1 + 7x2 – 0.3x3 = -19.3 (2)
0.3x1 - 0.2x2 + 10x3 = 71.4 (3)

Carry six significant figures during the

computation.
 Example: Gauss Elimination

3x1 - 0.1x2 – 0.2 x3 = 7.85 (1)

0.1x1 + 7x2 – 0.3x3 = -19.3 (2)

0.3x1 - 0.2x2 + 10x3 = 71.4 (3)

Forward elimination.
Multiply the equation (1) by (0.1)/3 and subtract
the result from (2) to give

7.00333x2 – 0.293333x3 = -19.5617

 Example: Gauss Elimination

3x1 - 0.1x2 – 0.2 x3 = 7.85 (1)

0.1x1 + 7x2 – 0.3x3 = -19.3 (2)

0.3x1 - 0.2x2 + 10x3 = 71.4 (3)

Multiply the equation (1) by (0.3)/3 and subtract it

from (3) to eliminate x1.

-0.190000x2 + 10.0200x3 = 70.6150

 Example: Gauss Elimination

After the first eliminations:

 Example: Gauss Elimination

• Remove - 0.190000 from (6),

• multiply (5) by –0.190000 / 7.00333,

• subtract the result from (6).

 Example: Gauss Elimination

The result will be the system to an upper

triangular form:
 Example: Gauss Elimination

Back substitution:
Obtain the value of x3 from (9)
x3 = 70.0843 / 10.0200
x3 = 7.00003 (10)
 Example: Gauss Elimination

Substitute the value of x3 into (8)

7.00333x2 – 0.293333(7.00003) = -19.5617

x2 = (-19.5617 + 0.293333(7.00003) ) / 7.00003
x2 = -2.5 (11)
 Example: Gauss Elimination

Substitute (10) and (11) into (7)

3x1 - 0.1(-2.5) - 0.2 (7.00003) = 7.85

x1 = (7.85 - 0.1(2.5) + 0.2 (7.00003) ) /3

x1 = 3.0 (12)
 Example: Gauss Elimination

Although there is a slight round-off error, the results

are very close to the exact solution of
x1 = 3, x2 = -2.5, and x3 = 7

Verify the results:

3(3) - 0.1(-2.5) - 0.2 (7.00003) = 7.84999  7.85

0.1(3) + 7(-2.5) – 0.3(7.00003) = -19.3000 = -19.3

0.3(3) - 0.2(-2.5)+ 10 (7.00003) = 71.4003  71.4

 Pitfalls of Gauss Elimination Method

• Division by zero: This can appear during the

elimination and the back-substitution phases.

• Round-off error: It is consequence of the

number of significant figures. It is relevant when
large numbers of equations are to be solved.
 Pitfalls of Elimination Methods

• ill- conditioned systems: Those where small

changes in coefficients result in large changes
in the solution (a wide range of answers can
approximately satisfy the system.

• Use of more significant figures is the simplest

remedy for ill-conditioning systems.

• it requires more memory and processing time

in a computer.
 Techniques for Improving Solutions

• The first equation of the system is called the

pivot equation and the first coefficient (a11 ) is
called the pivot coefficient or element.

• When a pivot element is zero, or it is close to

zero the division by zero can occur. In the
second case because of round-off errors.
 Pivoting

1. Before each row is normalized, it is

recommended to apply the partial pivoting.

2. Partial pivoting:

• Determine the largest available coefficient in

the column below the pivot element.
• The rows can be switched so that the largest
element is the pivot
 Partial Pivoting

• Use Gauss elimination to solve

0.0003x1 + 3.0000x2 = 2.0001

1.0000x1 + 1.0000x2 = 1.0000
 Partial Pivoting

• Pivoting

1. The first pivot element a11 = 0.0003 is very

close to zero.

2. The equations are solved in reverse order.

1.0000x1 + 1.0000x2 = 1.0000

0.0003x1 + 3.0000x2 = 2.0001
 Partial Pivoting

3. Elimination and substitution yield x2 = 2/3.

4. For different numbers of significant figures x1

can be computed from the first equation as in
x1 = (1 – (2/3)) / 1

This case is much less sensitive to the number

of significant figures in the computation.
 Scaling

• It is used to minimize round-off errors for those

cases where some of the equations in a system
have a larger coefficients than others.

• Solve the following set of equations using

Gauss elimination with scaling transformation.

2x1 + 100,000x2 = 100,000

x1 + x2 = 2
 Scaling
• Scaling transforms the original equations to
0.00002x1 + x2 = 1
x1 + x2 = 2

• Pivot the rows to put the greatest value on

the diagonal.
x1 + x 2 = 2
0.00002x1 + x2 = 1.00

Solution: x1 = x2 = 1
 Gauss-Jordan Method

• It is a variation of Gauss elimination. The major differences are:

– When an unknown is eliminated, it is eliminated from all other

equations rather than just the subsequent ones.

– All rows are normalized by dividing them by their pivot

elements.

– The elimination step result in an identity matrix rather than a

triangular matrix.

– The back substitution is not necessary.

 Gauss- Jordan Method with Matrix Inversion

Obtain an identity matrix

 Gauss- Jordan Method

• This method involves approximately 50

percent more operations than Gauss
elimination.

• However, it is still used in engineering as

well as in some numerical algorithms.
 Example of Gauss- Jordan Method

• Determine the matrix inverse of the matrix [A]

by means Gauss-Jordan, and then obtain the
solution of the system
 Example of Gauss- Jordan Method

• Augment the coefficient matrix with an

identity matrix
 Example of Gauss- Jordan Method

• Using a11 as the pivot element normalize the

row 1 and use it to eliminate x1 from the first
and second rows.
 Example of Gauss- Jordan Method

• Next, a22 can be used as the pivot element and

x2 is eliminated from the first and third rows.
 Example of Gauss- Jordan Method

• Finally, a33 is used as the pivot element and x3

is eliminated from the first and second rows.
 Example of Gauss- Jordan Method

• The inverse [A]-1 can be multiplied by the

vector {b} to determine the solution.
 Example of Gauss- Jordan Method

• X1 = 7.85(0.332489) – 19.3(0.00492297) + 71.4(0.00679813)

• X1 = 3.000441181

• X2 = 7.85(-0.0051644) – 19.3(0.142293) + 71.4(0.00418346)

• X2 = -2.48809640
 Example of Gauss- Jordan Method

• X3 = 7.85(-0.0100779) – 19.3(0.00269816) +
71.4(0.0998801)
• X3 = 7.00025314

• Solution :
X1 = 3.00041181
X2 = -2.48809640
X3 = 1.43155150
 Gauss- Jordan Method

• Gauss-Jordan method allows to obtain the

solution of a system with the same matrix [A]
and different right side vectors.
 Summary

• Gauss elimination is the most fundamental

method for solving simultaneous linear algebraic
equations.

• Gauss-Jordan is a variation of Gauss elimination.

• Both methods are used in engineering.

 Use Gauss Jordan method to solve :

4 x1  2 x2  5 x3  6
2 x1  x2  x3  5
3x1  2 x2  x3  4

Check your answers by substituting them into the original

equations.

The solution is given in class.

Answer: x1=2, x2=-1, x3=01
LU Decomposition and
Matrix Inverse
Gaussian Elimination works well for solving linear
systems of the form:

AX  B
What if you have to solve the linear system several times, with
changing B vectors?
• Then, Gaussian elimination becomes inefficient
• Instead, use a method that separates out transformations on A
from transformations on B
 LU Decomposition

If Gaussian elimination can be performed on the linear system

without row interchanges, then A can be factorized into the
product of an upper triangular matrix and a lower triangular matrix
Substitute the factorization into the linear system

We have transformed the problem into two steps

– Factorize A into L and U
– Solve the two subproblems
 Solving linear equations with LU decomposition:

1. Construct L and U

• U is the coefficient matrix we obtain at the end of forward

elimination process of Gauss elimination
Eliminate xk from (k+1)th through n equations (rows)

 a (k ) 
 Ei  ik
E   Ei k  1, n  1
 (k ) k 
 a kk 
i  k  1, n
Multiplier factors
• Keep track of the multiplier factors and populate L with these
factors used during forward elimination
lii  1
aik ( k )
lik 
akk ( k )

2. Solve for D using forward substitution

b1
d1 
l11
1  i 1 
di  bi   lij d j  i  2, n
lii  j 1 
3. Solve for X using back substitution

dn
xn 
unn
1  n 
xi 
uii
d i   uij x j  i  n  1, n  21
 j i 1 

This factorization is called Doolittle’s method.

 Overview of LU Factorization or Decomposition

• LU decomposition requires pivoting to avoid

division by zero.

• Suppose a set of three simultaneous

equations that can be represented:

[A] {X} – {B} = 0

 Overview of LU Factorization or Decomposition

Represent the system of equation as an upper triangular

system:

• This representation is similar to the first step of Gauss

elimination.
 Overview of LU Factorization or Decomposition

• This representation can be represented in matrix

notation and rearranged to give

[U] {X} – {Y} = 0

 Overview of LU Factorization or Decomposition

• Assume that there is a lower diagonal matrix

with 1’s on the diagonal.
 Overview of LU Factorization or Decomposition

• This representation can be represented in matrix

notation and rearranged to give

[L] {Y} – {B} = 0

 Overview of LU Factorization or Decomposition

• If the set of system is [A] {X} – {B} = 0

• And the system [U] {X} – {Y} is multiply by

[L], the result is

[L] { [U] {X} – {Y} } = [A] {X} – {B}

Notice [L] [U] = [A] and [L] {Y} = {B}

 LU Factorization or Decomposition

1. LU factorization or decomposition step:

[A] is factored or “decomposed” into lower

[L] and upper [U] triangular matrices.

2. LU substitution step:

[L] and [U] are used to determine a solution

[X] for the right-hand-side {B}.
 LU Factorization or Decomposition

1. [L] {Y} = {B} is used to generate and

intermediate vector {Y} by forward substitution.

2. The result is substituted into [U] {X} – {Y} = 0,

and it is solved by back substitution for {X}.
LU Factorization or Decomposition
 LU Factorization or Decomposition

• Gauss Elimination can be used to

decompose [A] into [L] and [U].

• [U] is a direct product of the forward

elimination.
 LU Factorization or Decomposition

• The original matrix [A] is reduced to the form:

 [U] has the upper triangular

format.
 LU Factorization or Decomposition

• The first step in Gauss elimination is to multiply

row 1 of [A] by the factor:

• And subtract the result from the second row

to eliminate a21.
 LU Factorization or Decomposition

• Second step: Row 1 is multiplied by the factor

• And the result subtracted from the third row

to eliminate a31.
 LU Factorization or Decomposition

• The final step is to multiply the modified second

row by

• And subtract the result from the third row to

eliminate a’32.
 LU Factorization or Decomposition

• We could save the f ’s and manipulate {B} later.

• These values can be stored in the respective aij

that take zero value after the elimination step
 LU Factorization or Decomposition

• After elimination, the [A] matrix can there fore

be written as

• This matrix represents an efficient

storage of the LU decomposition of [A],
[A]  [L] [U]
 Example: LU Factorization or Decomposition

• Derive an LU decomposition based on the Gauss

elimination.
3x1 - 0.1x2 – 0.2 x3 = 7.85

0.1x1 + 7x2 – 0.3x3 = -19.3

0.3x1 - 0.2x2 + 10x3 = 71.4

 Example: LU factorization or Decomposition

• After forward elimination, the following upper

triangular matrix is
 Example: LU factorization or Decomposition

• The factors employed to obtain the upper

triangular matrix can be assembled into a lower
triangular matrix.

• The elements a21 and a31 were eliminated by

using the factors

f21 = 0.1 / 3 = 0.0333333

f31 = 0.3 / 3 = 0.1000000

 Example: LU factorization or Decomposition

• The elements a’21 was eliminated by using the

factor

f32 = - 0.19 / 7.00333 = -0.0271300

Example: LU factorization or Decomposition

The lower
triangular
matrix
 Example: LU factorization or Decomposition

• The LU factorization or decomposition is

 Example: LU factorization or Decomposition

• The result can be verified by performing the

multiplication of [L][U] , where the minor
discrepancies are due to round-off
 Example:The Substitution Steps

• Implement the forward-substitution phase by

applying [L]{Y} = {B}

• or multiplying out the left-hand side,

y1 = 7.85
0.333333y1 + y2 = -19.3
0.1y1 – 0.02713y2 + y3 = 71.4
 Example:The Substitution Steps

• The first equation is solved y1 = 7.85

• This value is substituted into the second equation

to solve for
y2 = -19.3 - 0.333333d1 = -19.3 - 0.333333(7.85)
y2 = -19.5617

• Both y1 and y2 are substituted into the third

equation

y3 = 71.4 – 0.1(7.85) + 0.02713(-19.5617)

y3 = 70.0843
 Example:The Substitution Steps

• Apply the forward-elimination phase of

conventional Gauss elimination

x1 =3 x2 = - 2.5 x3 = 7
Example:
Solve the linear system by LU decomposition method
x1  x2  3x4  4
2 x1  x2  x3  x4  1
3x1  x2  x3  2 x4  3
 x1  2 x2  3x3  x4  4

The solution is given in class

Answer: x1  1 x2  2 x3  0 x4  1
 Factorization with MATLAB

Solve Ax =b with LU factorization

• Factor A into L and U.

• Solve LY = b for y (use forward
substitution).
• Solve UX = y for x (Use backward
substitution).
 There are other decomposition methods:

• Crout’s method : U has 1’s on the diagonal

• Choleski’s method : lii  uii

det( A)  det( L) det(U )

inv( A)  inv(U )inv( L)
 Matrix inverse

If A is nonsingular,
1
AA I

LU decomposition provides an efficient means to compute

the matrix inverse

AX  B
 To find A-1
•Set b to each of the unit vectors in the identity matrix.

1 0  0 1 0  0 
0 1  0 0  1 0 
I  b (1)    b ( 2)     b ( n )   
      
       
0 0  1 nxn 0   
0 1

• Solve x(j) with LU decomposition for each b(j)

The corresponding x (j) solution represents the jth column in
the inverse matrix.
 The Matrix Inverse

• If a matrix [A] is square, there is another matrix

[A]-1 called the inverse of [A], for which
[A][A]-1 = [A]-1 [A] = [I]

Where [I] is an identity matrix.

• The matrix inverse can be calculated by means of

LU decomposition algorithm. This method permits
to evaluate multiple right-hand side vectors.
 Example: Matrix Inversion

• Employ LU factorization or decomposition to

determine the matrix inverse for the following
system
 Example: Matrix Inversion

• The decomposition resulted in the following lower

and upper triangular matrices:
 Example: Matrix Inversion

• Solution: [L] {[U]{X} – {Y}} = [A] [X] - [B]

[L] [U] = [A]
[L] {Y} = {B} ,

and {B} is a unit vector with 1 in the first row

 Example: Matrix Inversion

• The vector YT = [ 1 - 0.3333 - 0.1009] is used as

the right hand side of the following equation
 Example: Matrix Inversion

• {X}T = [0.33249 – 0.00518 – 0.01008] is obtained by

back substitution.

• This vector is the first column of the matrix [A]-1

 Example: Matrix Inversion

• To determine the second column the following

equation is formulated with the unit vector of the
second row.

• A new vector {Y} is obtained.

 Example: Matrix Inversion

• The results are used in [U] {X} = {Y} to find

{X}T = [0.004944 0.142903 0.00271], which is the

second column of the matrix [A]-1.
 Example: Matrix Inversion

• The forward- and back- substitution procedures

are implemented with {B}T = [0 0 1]
 Example: Matrix Inversion

• {X}T = [ 0.006798 0.004183 0.09988], which

is the final column of matrix, is found
 Find A-1 with LU decomposition

1 1 0

A  2 1 1 
 
 3  1 1 
The solution is given in class

Answer:  0 0 .2 0 .2 
A1  1  0.2  0.2
 
1  0.8 0.2 
Iterative Methods for Linear
Algebraic Equations
 Iterative Methods

• Iterative methods give approximate results for linear

algebraic systems
AX  B
and provide an alternative to the elimination methods
• They are efficient for large systems with a high percentage of
0 entries (A is sparse) in terms of both computer storage and
computation.
•As any other iterative methods, they may not converge or
converge slowly.
 Jacobi Iterative Method
To solve n linear equations;
1. Choose an initial approximation x (0)
A simple way to obtain initial guesses is to assume that
they are zero.
2. Convert the system AX=B into an equivalent system of the
form
X  TX  C
It consists of solving ith equation AX=B for xi to obtain

bi n aij
xi    x j i  1,2 n
aii j 1 aii
j i
3. Generate sequence of approximate solution vectors by
computing
( k 1)
X (k )
 TX C k: iteration number
n
( k 1)
 ij j )  bi
(  a x
j 1, j i
xi ( k )  i  1,2 n
aii
4. Terminate the procedure when
a   s
or max. number of iterations is reached.
 How to define εa

We have vectors so we’ll use norms to to define εa

x ( k )  x ( k 1)
a  (k )
x

A norm is a real-valued function that provides a measure of the

size or length of multi-component mathematical entities such as
vectors or matrices. Norm of the vector gives a measure for the
distance between an arbitrary vector and zero vector.
x  x1 x2  xn  T

x 
 max xi Maximum magnitude norm
1i  n

n
 n
p
1/ p
x 1   xi
x p
  xi  i 1
i 1 
1/ 2
 2
n
x 2   xi  Euclidean norm
i 1 
The distance between two vectors is defined as the norm of the
difference of the vectors.

y   y1 y2  yn  T

x y 
 max xi  yi
1i  n

1/ 2
 n
2
x y 2
  ( xi  yi ) 
i 1 
Solve the linear system with Jacobi iterative method
4 x1  x2  x3  7
4 x1  8 x2  x3  21
 2 x1  x2  5 x3  15

x ( 0)  1 2 2T
Carry out four iterations.
 Gauss-Seidel Method

The Gauss-Seidel method is a commonly used iterative

method.

It is same as Jacobi technique except that it uses the latest

values of x’s.

i 1 n
( k 1)
 ( aij x j ) 
(k )
 ( aij x j )  bi
j 1 j i 1
xi (k )
 i  1,2 n
aii
Solve the linear system with Gauss-Seidel iterative method
4 x1  x2  x3  7
4 x1  8 x2  x3  21
 2 x1  x2  5 x3  15

x ( 0)  1 2 2
Iterate until εa ≤ 0.001 . Use maximum magnitude norm to
calculate εa
 Convergence criterion

If the coefficient matrix A is Diagonally Dominant Jacobi

iteration and Gauss-Seidel is guaranteed to converge.

Diagonally Dominant 
For each equation i :
n
aii   aij
j 1
j i

Note that this is not a necessary condition, i.e. the system may
still have a chance to converge even if A is not diagonally
dominant.
(a) convergent (b) divergent
 Improvement of Convergence Using Relaxation

Relaxation represents a slight modification of the Gauss-Seidel

method and is designed to enhance convergence.
After each new value of x is computed , that value is modified
by a weighted average of the results of the previous and the
present iterations
new
xi  new
wxi  (1  w) xi
old

0 w2
•For choices of w with 0 < w < 1, the procedures are called
under-relaxation methods
•For choices of w with 1 < w, the procedures are called over-
relaxation methods
These methods are abbreviated SOR, for Successive Over-
Relaxation.
Substitute w in Gauss-Seidel iterative equation

( k 1) w  i 1 n
( k 1) 
 (1  w) xi   i  ij j 
 
(k ) (k )
xi b a x aij x j 
aii  j 1 j i 1 
i  1,2  n
Use SOR method with w=1.25 to solve the linear system
4 x1  3x2  24
3x1  4 x2  x3  30
 x2  4 x3  24

x ( 0)
 1 1 1
T

Compute three iterations.

The result is given for 7 iterations and compared with Gauss-
Seidel Method.