 Gauss – Jacobi Iteration Method

 Gauss - Seidal Iteration Method

1
 Iterative Method

Introduction:

 Simultaneous linear algebraic equation occur in various fields of Science

and Engineering.
 We know that a given system of linear equation can be solved by
applying Gauss Elimination Method and Gauss – Jordon Method.
 But these method is sensitive to round off error.
 In certain cases iterative method is used.
 Iterative methods are those in which the solution is got by successive
approximation.
 Thus in an indirect method or iterative method, the amount of
computation depends on the degree of accuracy required.

2
 Iterative Method

Introduction (continued..)

 Iterative methods such as the Gauss – Seidal method give the user
control of the round off.
 But this method of iteration is not applicable to all systems of equation.
 In order that the iteration may succeed, each equation of the system
must contain one large co-efficient.
 The large co-efficient must be attached to a different unknown in that
equation.
 This requirement will be got when the large coefficients are along the
leading diagonal of the coefficient matrix.
 When the equation are in this form, they are solvable by the method of
successive approximation.
 Two iterative method - i) Gauss - Jacobi iteration method
ii) Gauss - Seidal iteration method

3
 Gauss – Jacobi Iteration Method:

The first iterative technique is called the Jacobi method named after
Carl Gustav Jacob Jacobi(1804- 1851).
Two assumption made on Jacobi method:
1)The system given by
a11 x1  a12 x2    a1n xn  b1 - - - - - - - - (1)
a21 x1  a22 x2    a2 n xn  b2 - - - - - - - - (2)


an1 x1  an 2 x2    ann xn  bn - - - - - - - - (3)

has a unique solution.

4
 Gauss – Jacobi Iteration Method

Second assumption:

3x1  7 x2  13 x3  76 12 x1  3x2  0 x3  1
x1  5 x2  3 x3  28 x1  5 x2  3 x3  28
12 x1  3x2  0 x3  1 3x1  7 x2  13 x3  76
5
Gauss– Jacobi Iteration Method

n
a ii   a ij
j1
j i

6
 Gauss– Jacobi Iteration Method
To begin the Jacobi method ,solve


a11 x1  a12 x2    a1n xn  b1
a21 x1  a22 x2    a2 n xn  b2

an1 x1  an 2 x2    ann xn  bn

7
 Gauss– Jacobi Iteration Method

(7)

8
 Gauss– Jacobi Iteration Method

9
 Gauss– Jacobi Iteration Method

10
Gauss– Jacobi Iteration Method

11
 Gauss– Jacobi Iteration Method

a11 x1  a12 x2    a1n xn  b1 - - - -(1)

a21 x1  a22 x2    a2 n xn  b2 - - - -(2)

an1 x1  an 2 x2    ann xn  bn - - - -(3)

12
Gauss– Jacobi Iteration Method

13
Gauss– Jacobi Iteration Method

14
Gauss– Jacobi Iteration Method

15
 Gauss– Jacobi Iteration Method

Solution:
In the given equation , the largest co-efficient is attached to a
different unknown.

Checking the system is diagonally dominant .

Here
a11  27  27  a12  a13  6  1  7

Then system of equation is diagonally dominant .so iteration method

can be applied.

16
 Gauss– Jacobi Iteration Method

From the given equation we have

85  6 x2  x3
x1 
27

72  6 x1  2 x3
x2 
15 (1)

110  x1  x2
x3 
54

17
 Gauss– Jacobi Iteration Method

85  6(0)  (0)
(1)
x  =3.14815
1 27
(1) 72  6(0)  2(0) First approximation
x  =4.8
2 15

(1) 110  (0)  (0)

x  =2.03704
3 54

18
Gauss– Jacobi Iteration Method

19
 Gauss– Jacobi Iteration Method

The results are tabulated

S.No Approximation
(or) iteration

1 0 0 0 0
2 1 3.14815 4.8 2.03704
3 2 2.15693 3.26913 1.88985
4 3 2.49167 3.68525 1.93655
5 4 2.40093 3.54513 1.92265
6 5 2.43155 3.58327 1.92692
7 6 2.42323 3.57046 1.92565
8 7 2.42603 3.57395 1.92604
9 8 2.42527 3.57278 1.92593
10 9 2.42552 3.57310 1.92596
11 10 2.42546 3.57300 1.92595 20
Gauss– Jacobi Iteration Method

21
 Gauss –Seidal Iteration Method

 Modification of Gauss- Jacobi method,

named after Carl Friedrich Gauss and Philipp Ludwig Von Seidal.

 This method requires fewer iteration to produce the same degree

of accuracy.

 This method is almost identical with Gauss –Jacobi method except

in considering the iteration equations.

 The sufficient condition for convergence in the Gauss –Seidal

method is that the system of equation must be strictly diagonally
dominant

22
 Gauss –Seidal Iteration Method

Consider a system of strictly diagonally dominant equation as

a11 x1  a12 x2    a1n xn  b1 - - - - -(1)

a21 x1  a22 x2    a2 n xn  b2 - - - - - (2)


an1 x1  an 2 x2    ann xn  bn
- - - - - (3)

23
Gauss –Seidal Iteration Method

24
 Gauss –Seidal Iteration Method

25
 Gauss –Seidal Iteration Method

The successive iteration are generated by the scheme called

iteration formulae of Gauss –Seidal method are as

The number of iterations k required depends upon the desired

degree of accuracy

26
 Gauss –Seidal Iteration Method

Soln: From the given equation ,we have

85  6 x2  x3
x1  - - - - - - - (1)
27

72  6 x1  2 x3
x2  - - - - - - -(2)
15

110  x1  x2
x3  - - - - - - - (3)
54

27
 Gauss –Seidal Iteration Method

(2) 85  6(0)  (0)

x   3.14815
1 27

(1) 72  6(3.14815)  2(0)

x   3.54074
2 15

(1) 110  (3.14815)  (5.54074)

x   1.91317
3 54
28
 Gauss –Seidal Iteration Method

1st Iteration:

(1)
x  3.14815
1
(1)
x  3.54074
2
(1)
x  1.91317
3

29
 Gauss –Seidal Iteration Method

For the second iteration, (1)

x  3.14815
1
(1)
x  3.54074
85  6 x (1)
2
x (1)
3
2
(1)
x ( 2)
1
  2.43218 x  1.91317
27 3

72  6 x ( 12)  2 x (13)
x ( 22)   3.57204
15
110  x ( 12 )  x ( 22 )
x ( 23 )   1.92585
54

30
 Gauss –Seidal Iteration Method

Thus the iteration is continued .The results are tabulated.

S.No Iteration or
approximation x 1,i (i  i , , 2,3..) x 2i (i  i , , 2,3..) x 3i (i  i , , 2,3..)

1 0 0 0 0
2 1 3.14815 3.54074 1.91317
3 2 2.43218 3.57204 1.92585
4 3 2.42569 3.57294 1.92595
5 4 2.42549 3.57301 1.92595
6 5 2.42548 3.57301 1.92595
4th and 5th iteration are practically the same to four places.
So we stop iteration process.
Ans: x  2.4255 ; x  3.57301 ; x  1.9260
1 2 3
31
 Gauss –Seidal Iteration Method

Comparison of Gauss elimination and Gauss- Seidal Iteration methods:

 Gauss- Seidal iteration method converges only for special systems of

equations. For some systems, elimination is the only course
available.

 The round off error is smaller in iteration methods.

 Iteration is a self correcting method

32