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7-Jacobi Iteration Method - Gauss-Seidel Method

The document discusses the Jacobi Iteration Method, a numerical algorithm for solving diagonally dominant systems of linear equations by iteratively approximating solutions. It explains the conversion of the system into an equivalent form and provides examples of the method in action, including the Gauss-Seidel method and its iterative process. Additionally, it touches on the Successive Over-Relaxation (SOR) method as a further technique for solving linear equations.

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26 views23 pages

7-Jacobi Iteration Method - Gauss-Seidel Method

The document discusses the Jacobi Iteration Method, a numerical algorithm for solving diagonally dominant systems of linear equations by iteratively approximating solutions. It explains the conversion of the system into an equivalent form and provides examples of the method in action, including the Gauss-Seidel method and its iterative process. Additionally, it touches on the Successive Over-Relaxation (SOR) method as a further technique for solving linear equations.

Uploaded by

brendsriverasy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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AMA

MATH505
L7
Numerical
Methods & Analysis

Prof. Husham M. Ahmed


Jacobi Iteration Method
Jacobi Iteration Method
In numerical linear algebra, the Jacobi
method (or Jacobi iterative method) is an
algorithm for determining the solutions of a
diagonally dominant system of linear
equations. Each diagonal element is solved
for, and an approximate value is plugged in.
Basic Idea on Jacobi method
Convert the system: Ax  B
into the equivalent system: x Cx  d
a12 a13 b1
x1   x2  x3 
a11 a11 a11
a11 x1  a12 x2  a13 x3 b1
a21 a23 b2
a 21 x1  a 22 x1  a 23 x3 b2 x2  x1  x3 
a31 x1  a32 x1  a33 x3 b3 a22 a22 a22
a31 a32 b3
x3  x1  x2 
a33 a33 a33
• Generate a sequence of approximation

x (1) , x ( 2 ) ,... x ( k ) Cx ( k  1)  d


Jacobi iteration method
a11 x1  a12 x2    a1n xn b1  x10 
a21 x1  a22 x2    a2 n xn b2  0
0  x2 
x 
  
 0
an1 x1  an 2 x2    ann xn bn  xn 

1 1 é i -1 n ù
ê i å ij j - å
k +1
x11  (b1  a12 x20    a1n xn0 ) xi = b - a x k k
aij x ú
j
a11 aii ë j=1 j=i +1 û
1
x12  (b2  a21 x10  a23 x30    a2 n xn0 )
a22
1
xn  (bn  an1 x10  an 2 x20    ann 1 xn0 1 )
1

ann
 4  1 1  x1   7   0
 4  8 1  x    21
   2   x 0  0
  2 1 5  x3   15   0

0 0
1 7  x  x 7
x1  2 3
 1.75
4 4
0 0
1 21  4 x1  x3 21
x2   2.625
8 8
0 0
1 15  2 x  x 15
x3  1 2
 3.0
5 5
7  x 1
 x 1
7  2.625  3
x12  2 3
 1.65625
4 4
21  4 x 1
 x 1
21  4 1.75  3
x22  1 3
 3.875
8 8
15  2 x 1
 x 1
15  2 1.75  2.625
x32  1 2
 4.225
5 5
3 7  3.875  4.225
x 
1 1.6625
4
3 21  4 1.65625  4.225
x2  3.98125
8
3 15  2 1.65625  3.875
x3  2.8875
5
Iterative Methods (Example)
E1 : 10 x1  x 2  2 x3  6
E2 :  x1  11x 2  x3  3 x 4  25
E3 : 2 x1  x 2  10 x3  x 4   11
E4 : 3x2  x3  8 x 4  15

We rewrite the system in the x=Tx+c form


1 1 3
x1  x 2  x3 
10 5 5
1 1 3 25
x2  x1  x3  x4 
11 11 11 11
1 1 1 11
x3  - x1  x 2  x4 
5 10 10 10
3 1 15
x4   x 2  x3 
8 8 8
Iterative Methods
and start iterations x (0) (0, 0, 0, 0)
with x1(1)  1 ( 0)
x2 
1 ( 0)
x3
3
  0.6000
10 5 5
1 ( 0) 1 3 25
x 2(1)  x1  x3(0) - x 4(0)   2.2727
11 11 11 11
1 1 1 11
x3(1)  - x1(0)  x 2(0)  x 4(0)   1.1000
5 10 10 10
3 1 15
x 4(1)  - x 2(0)  x3(0)   1.8750
8 8 8

Continuing the iterations, the results are in the


:Table
The Gauss-Seidel method is a technique for solving the ax=b
equations of the linear system of equations one at a time in sequence,
and uses previously computed results as soon as they are available,
The Gauss-Seidel Iterative Method
(k )
The idea of GS is to computex using most
:recently calculated values. In our example
1 ( k  1) 1 3
x1( k )  x2  x3( k  1) 
10 5 5
1 (k ) 1 3 25
x2( k )  x1  x3( k  1) - x4( k  1) 
11 11 11 11
1 1 1 11
x3( k )  - x1( k )  x2( k )  x4( k  1) 
5 10 10 10
3 1 15
x4( k )  - x2( k )  x3( k ) 
8 8 8
( 0)
Starting iterations with x (0, 0, 0, 0) , we
obtain
5 x  1 y  3 z 2
3 x  6 y  2 z 3
2 x  3 y  6 z 1
1
x  2  1 y  3 z 
1st iteration: 1 0 0

5
1
y  3  3 x  2 z 
1 1 0

6
1
z  1  2 x  3 y 
1 1 1

As soon as the 1 level values are computed, we use them


in the next equations..
 4  1 1  x1   7   0
 4  8 1  x    21
   2   x 0  0
  2 1 5  x3   15   0

Diagonally dominant matrix


7  x 0
 x 0
7
1
x1  2 3
 1.75
4 4
21  4 x 1
 x 0
21  4 1.75
1
x2  1 3
 3.5
8 8
15  2 x 1
 x 1
15  2 1.75  3.5
1
x3  1 2
 3.0
5 5
1 1
2 7  x  x 7  3.5  3
x1  2 3
 1.875
4 4
2 21  4 x 2
 x 1
21  4 1.875  3
x2  1 3
 3.9375
8 8
15  2 x 2
 x 2
15  2 1.875  3.9375
2
x3  1 2
 2.9625
5 5
SOR: Example
4 x1  3 x 2  24
3 x1  4 x 2  x3  30 Solution: x=(3, 4, -5)
 x 2  4 x3  24

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