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a11
b2 a21x1j a23 x3j 1
x
2
j
a22
b3 a31x1j a32 x2j
x3j
a33
Jacobi iteration
The Jacobi iteration is similar to the Gauss-Seidel method, except the j-1th information is used to
update all variables in the jth iteration:
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Figure 1 Graphical depiction of the difference between (a) the Gauss-Seidel and (b) the Jacobi iterative methods for
solving simultaneous linear algebraic equations.
Prepared BY
Shahadat Hussain Parvez
EEE 305 Lecture 9: Iterative Methods
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Prepared BY
Shahadat Hussain Parvez
EEE 305 Lecture 9: Iterative Methods
and (i)
These criteria also apply to linear equations of the sort we are solving with the Gauss-Seidel method.
For example, in the case of two simultaneous equations, the Gauss-Seidel algorithm can be
expressed as
and (ii)
The partial derivative can be evaluated with respect to each of the unknown as
and (iii)
Which can be substituted into equation (i) to give
and (iv)
In other words, the absolute values of the slopes of Eq. (11.8) must be less than unity to ensure
convergence. This is displayed graphically in Fig. 2. Equation (iv) can also be reformulated as
𝑎11 > 𝑎12 and 𝑎22 > |𝑎21 |
That is, the diagonal element must be greater than the off-diagonal element for each row. The
extension of the above to n equations is straightforward and can be expressed as
n
aii aij
j 1
j i
Figure 2 Illustration of (a) convergence and (b) divergence of the Gauss-Seidel method. Notice that the same functions
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are plotted in both cases (u: 11x1 + 13x2 = 286; v: 11x1 − 9x2 = 99). Thus, the order in which the equations are
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implemented (as depicted by the direction of the first arrow from the origin) dictates whether the computation
converges.
Prepared BY
Shahadat Hussain Parvez
EEE 305 Lecture 9: Iterative Methods
Relaxation
To enhance convergence, an iterative program can introduce relaxation where the value at a
particular iteration is made up of a combination of the old value and the newly calculated value:
xinew xinew 1 xiold
where λ is a weighting factor that is assigned a value between 0 and 2.
• 0 < 𝜆 < 1: underrelaxation
• λ=1: no relaxation
• 1<λ≤2: overrelaxation
Pseudo code for Gauss-Seidel with relaxation (Chapra 306)
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Prepared BY
Shahadat Hussain Parvez
EEE 305 Lecture 9: Iterative Methods
Non-linear system
Nonlinear systems can also be solved using the same strategy as the Gauss-Seidel method - solve
each system for one of the unknowns and update each unknown using information from the
previous iteration.
This is called successive substitution.
Newton-Raphson
Nonlinear systems may also be solved using the Newton-Raphson method for multiple variables.
For a two-variable system, the Taylor series approximation and resulting Newton-Raphson equations
are:
f 2,i f
f1,i f 2,i 1,i
f1,i f x2 x2
f1,i 1 f1,i x1,i 1 x1,i x2,i 1 x2,i 1,i x1,i 1 x1,i
x1 x2 f1,i f 2,i f1,i f 2,i
x1 x2 x2 x1
f f
f 2,i 1,i f1,i 2,i
f 2,i f x1 x1
f 2,i 1 f 2,i x1,i 1 x1,i x2,i 1 x2,i 2,i x2,i 1 x2,i
x1 x2 f1,i f 2,i f1,i f 2,i
x1 x2 x2 x1
Newton-Raphson (NR) method is commonly used in power system for load flow analysis.
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Prepared BY
Shahadat Hussain Parvez
EEE 305 Lecture 9: Iterative Methods
Prepared BY
Shahadat Hussain Parvez
EEE 305 Lecture 9: Iterative Methods
1. Chapra examples
a. 11.3
b. 11.5
2. Chapra Chapter 11 exercise 11.8-11.13
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Prepared BY
Shahadat Hussain Parvez