ECE60 - Numerical Methods System of Linear Equation - Iterative Methods

Engr. Charmaine C. Paglinawan Instructor

 Gauss-Jacobi Method Steps: 1. Rearrange the order of equations in a manner that the dominant coefficient for each unknown variable lies in the main diagonal of the system of linear equations. 2. Obtain the iterative formula for each variable by transposing the dominant variable and dividing the equation by the dominant coefficient. 3. Begin the iteration by substituting initial values (0s) to the variables and obtain the new values. The process is repeated by substituting the variables on the next iteration until the terminating condition is satisfied.
Note: Since all variables are within a linear equation then all variables must satisfy the terminating condition otherwise continue the iteration.
2

 Example: Evaluate for the unknown variables using GaussJacobi Method. Terminate if EA0.0001.
25 = -4x1 2x2 + 11x3 -11 = 7x1 3x2 4x3 3 = -3x1 + 6x2 2x3 Step 1: Arrange terms. Step 2: Iterative formula -11 = 7x1 3x2 4x3 3 = -3x1 + 6x2 2x3 25 = -4x1 2x2 + 11x3 equation 1 equation 2 equation 3

From equation 1:

From equation 3:

From equation 2:

 Step 3: x1 = x2 = x3 = 0 (always for Jacobi) k=3 k = 1

k=2

Summary
k 0 1 2 3 4 5 6 7 8 9 10 11 x1 0 -0.0585 -0.3451 0.2220 0.2408 0.4848 0.5527 0.6725 0.7306 0.7955 0.8959 0.8733 x2 0 0.4719 1.0682 1.1066 1.3915 1.4720 1.6135 1.6819 1.7586 1.8063 1.8505 1.8814 x3 0 1.7922 2.3373 2.3415 2.5547 2.6133 2.7167 2.7671 2.8231 2.8581 2.8904 2.9131
5

Gauss-Seidel
The iterative process is similar to Gauss-Jacobi except that the new values are introduced in each iterative formula in order to accelerate convergence. Comparison of substitution process:
Gauss-Jacobi k=1 x1 = x2 = x3 = k=2 x1 = x2 = x3 = k=3 x1 = Gauss-Seidel k=1 x1 = x2 = x3 = k=2 x1 = x2 = x3 = k=3 x1 =
6

forceful convergent

 Determine the unknown variables using Gauss-Seidel Method. Terminate if EA0.001.

-11 = 7x1 3x2 4x3 3 = -3x1 + 6x2 2x3 25 = -4x1 2x2 + 11x3 k1 equation 1 equation 2 equation 3 k2

k 1 2 3 4 5 6

x1 -1.5714 -0.7514 -0.0699 0.3370 0.5400 0.7463

x2 -0.2857 0.6741 1.1724 1.4887 1.6836 1.8043

x3 1.6494 2.1221 2.4605 2.6659 2.7934 2.8722

Relaxation Method
6x1 2x2 +x3 = 11 -2x1 + 7x2 +2x3 =5 x1 +2x2 -5x3 =-1 equation 1 equation 2 equation 3