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Iterative Methods For Solving Systems of Linear Equations

The document discusses iterative methods for solving systems of linear equations, specifically the Jacobi Method and Gauss-Seidel Method. The Jacobi Method requires a diagonally dominant coefficient matrix and involves multiple iterations to converge on solutions, while the Gauss-Seidel Method is a faster alternative that updates variables sequentially. The document provides detailed steps and examples for both methods, highlighting the efficiency of the Gauss-Seidel Method which requires fewer iterations to reach approximate values.

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Kuroshiro Yameda
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4 views4 pages

Iterative Methods For Solving Systems of Linear Equations

The document discusses iterative methods for solving systems of linear equations, specifically the Jacobi Method and Gauss-Seidel Method. The Jacobi Method requires a diagonally dominant coefficient matrix and involves multiple iterations to converge on solutions, while the Gauss-Seidel Method is a faster alternative that updates variables sequentially. The document provides detailed steps and examples for both methods, highlighting the efficiency of the Gauss-Seidel Method which requires fewer iterations to reach approximate values.

Uploaded by

Kuroshiro Yameda
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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ITERATIVE METHODS FOR SOLVING SYSTEMS OF LINEAR EQUATIONS

Iterative methods are those that use repetition in solutions until an


acceptable answer is obtained. In systems of linear equations, there are two
iterative methods which are used which are the Jacobi Method and Gauss-
Seidel Method.

Jacobi Method
The first iterative method for solving systems of linear equations. Such
method only properly if the resulting coefficient matrix is diagonally dominant.

For example:
12x+7y+3z=20
10x+24y-6z=10
8x+17y+27z=15

To determine if the given is diagonally determinant, the said equation


must be in such a manner:
12 7 3 𝑥 20
[10 24 −6] × [𝑦] = [10]
8 17 27 𝑧 15

Then refer to this equation:

𝑎 ≥ |𝑏 + 𝑐|
𝑒 ≥ |𝑑 + 𝑓|
𝑖 ≥ |𝑔 + ℎ|
Following the arrangement, the resulting coefficient is diagonally
dominant, which means we can apply the Jacobi method without problem.

12 ≥ |7 + 3|
24 ≥ |10 − 6|
27 ≥ |8 + 17|

Steps:
1. Rearrange all equations as a function for each unknown variable
20 − 7𝑦 − 3𝑧
𝑥=
12
10 − 10𝑥 + 6𝑧
𝑦=
24
15 − 8𝑥 − 17𝑦
𝑧=
27

2. Assume an initial value per value. The safest value to assume per variable
is zero unless it is given by the problem. In case for MatLab, the assumed
value is one instead of zero.
3. Substitute the assumed value to the equation to get the next value.

20 − 7(0) − 3(0)
𝑥= = 1.6667
12
10 − 10(0) + 6(0)
𝑦= = 0.4167
24
15 − 8(0) − 17(0)
𝑧= = 0.5556
27
4. Use the resulting values for the next iteration.

By forming a table of values, you will get this tabulation


ITERATIONS VALUES
x y z
1 0 0 0
2 1.666667 0.416667 0.555556
3 1.284722 -0.13889 -0.20062
4 1.79784 -0.16879 0.262346
5 1.69954 -0.26685 0.129137
6 1.790043 -0.25919 0.220003
7 1.762861 -0.27418 0.188367
8 1.779516 -0.27077 0.205861
9 1.773149 -0.27333 0.198775
10 1.776417 -0.27245 0.202277
11 1.775028 -0.27294 0.200753
12 1.775692 -0.27274 0.201471
13 1.775397 -0.27284 0.20115
14 1.775534 -0.27279 0.201298
15 1.775472 -0.27281 0.201231
16 1.775501 -0.27281 0.201262
17 1.775488 -0.27281 0.201248

The 17th iteration is closest value to the exact values for the unknown
variables. To determine the exact answer for the variables, use a calculator
(MODE-5-3-2). The closest answer can be determined if the difference between
the exact answer and approximated answer is close to zero.

Gauss-Seidel Method
It is somewhat the same with Jacobi Method but with a slight difference
in the approach. Its approach is much faster than the other method.

Steps.
1. The same with Jacobi Method
2. The same with Jacobi Method
3. Use the initial value of y and z to get the next value of x, then use resulting
value x and initial value of z to get the next value of y. Lastly, use the
resulting value of x and y to get the next value of z.
20 − 7(0) − 3(0)
𝑥= = 1.6667
12
10 − 10(1.6667) + 6(0)
𝑦= = −0.2778
24
15 − 8(1.6667) − 17(−0.2778)
𝑧= = 0.2366
27
4. Repeat step 3 until an acceptable answer is obtained

By forming a table of values, you will get this tabulation


ITERATIONS x y z
1 0 0 0
2 1.66667 -0.2778 0.236626
3 1.76955 -0.2615 0.195886
4 1.77023 -0.272 0.202276
5 1.77474 -0.2722 0.201117
6 1.77519 -0.2727 0.201284
7 1.77543 -0.2728 0.201249
8 1.77547 -0.2728 0.201253
9 1.77549 -0.2728 0.201252

Notice that it took 9 iterations for Gauss-Seidel Method to get the


approximate values for the variables compared to Jacobi Method which took 17
iterations. This means that Gauss-Seidel approach is faster compared to Jacobi
Method.

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