Gauss Seidel Method An Iterative Approach To Solving Linear Systems
Gauss Seidel Method An Iterative Approach To Solving Linear Systems
: JENIFER JOHN.J
: 24ADU289
Gauss Seidel
Method: An
Iterative Approach
to Solving Linear
Systems
The Gauss Seidel method is a powerful iterative technique used to
solve linear systems of equations. This method provides a systematic
approach to finding the optimal solution, making it a valuable tool in
various scientific and engineering applications.
JJ
by Jenifer John
Introduction to Linear Systems of Equations
Definition Importance Challenges
A linear system of equations is a Linear systems are fundamental in Solving large linear systems can be
set of equations that are linear in fields like physics, engineering, computationally intensive,
the variables being solved for. and economics, enabling the especially when dealing with
analysis of complex problems. sparse or ill-conditioned matrices.
Concept of Convergence and
Divergence
1 Convergence
An iterative method converges when the sequence of
approximations steadily approaches the true solution.
2 Divergence
An iterative method diverges when the sequence of
approximations moves farther away from the true
solution.
3 Factors
The convergence or divergence of a method depends on
factors like the initial guess, the problem's properties, and
the method's implementation.
Derivation of the Gauss Seidel Method
1 Splitting the Matrix 2 Iterative Updates 3 Convergence Criteria
The Gauss Seidel method The method updates the The method converges if the
involves splitting the solution iteratively, using the spectral radius of the iteration
coefficient matrix into latest available values to matrix is less than one.
diagonal, lower, and upper compute the next
triangular parts. approximation.
Advantages and Disadvantages of the Gauss
Seidel Method
Advantages Disadvantages
Simple to implement, memory-efficient, and suitable Slower convergence rate compared to other iterative
for sparse matrices. methods, and may not converge for certain matrix
structures.
Implementing the Gauss
Seidel Method
Initialize
Start with an initial guess for the solution vector.
Iterate
Perform the Gauss Seidel updates until the desired
convergence criteria are met.
Output
Return the final approximation of the solution vector.
Convergence Criteria and
Conditions
1 Diagonal Dominance 2 Spectral Radius
The coefficient matrix The spectral radius of the
should be diagonally iteration matrix should be
dominant for the Gauss less than one for
Seidel method to guaranteed convergence.
converge.
3 Stopping Criteria
The iteration should stop when the difference between
successive approximations is less than a specified tolerance.
Illustrating the Gauss Seidel Method with an Example
Step 1 1
Formulate the system of linear equations and identify
the initial guess.
2 Step 2
Apply the Gauss Seidel updates to the variables, using
the latest available values.
Step 3 3
Repeat the updates until the desired convergence
criterion is met.
Comparison with Other Iterative Methods
Convergence Rate Matrix Structure Parallelization
The Gauss Seidel method generally The Gauss Seidel method is The Jacobi method is more easily
has a slower convergence rate particularly well-suited for solving parallelized, as it allows for
than methods like SOR, but it is sparse linear systems, while other simultaneous updates, whereas the
more memory-efficient. methods may perform better for Gauss Seidel method is inherently
dense matrices. sequential.
Example of using the Gauss-Seidel method to solve a system of linear equations:
Consider the system: x + 2y + z = 93 ; x - 2y + z = 22 ; x + y - 3z = -3
Gauss-Seidel method:
Rearrange equations to:
x = (9 - 2y - z)
y = (2 - 3x - z) / -2
z = (-3 - 2x - y) / -3
Initial approximations: x0 = 0, y0 = 0, z0 = 0
Iterative steps:
1. x1 = (9 - 2(0) - 0) = 9
y1 = (2 - 3(9) - 0) / -2 = 13/2
z1 = (-3 - 2(9) - 13/2) / -3 = 41/6
2. x2 = (9 - 2(13/2) - 41/6) = 5/6
y2 = (2 – 3(5/6) – 41/6) / -2 = -17/6
z2 = (-3 - 2(5/6) - (-17/6)) / -3 = -11/6...
(continue iterations until convergence)
Simplicity
The Gauss Seidel method is straightforward to implement and understand,
making it a popular choice for solving linear systems.
Convergence Conditions
Understanding the conditions for convergence, such as diagonal dominance, is
crucial for the successful application of the Gauss Seidel method.
Comparative Analysis
Comparing the Gauss Seidel method with other iterative techniques can help you
choose the most suitable approach for your problem.
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