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𝐴𝑥 = 𝑏
𝑥 (𝑘+1) = 𝑇𝑥 (𝑘) + 𝑐
𝐴 =𝐷−𝐿−𝑈
𝑎11 0 … 0 0 0 … 0 0 −𝑎12 … −𝑎1𝑛
0 𝑎22 0 ⋮ −𝑎 0 0 ⋮ 0 0 −𝑎23 −𝑎2𝑛
𝐷=[ ] 𝐿 = [ 21 ] 𝑈=[ ]
⋮ 0 ⋱ 0 ⋮ 0 ⋱ 0 ⋮ ⋮ ⋱ ⋮
0 … 0 𝑎𝑛𝑛 −𝑎𝑛1 −𝑎𝑛2 … 0 0 0 … 0
Jacobi: 𝑇𝑗 = 𝐷−1 (𝐿 + 𝑈) 𝑐𝑗 = 𝐷 −1 𝑏
Por Jacobi:
Forma 1: Hallando la matriz T y c a partir de las ecuaciones
2𝑥2 5
3𝑥1 + 2𝑥2 = 5 𝑥1 = 0𝑥1 − +
3 3
3𝑥1 8
3𝑥1 + 4𝑥2 = 8 𝑥2 = − + 0𝑥2 +
4 4
2 5
𝑥1 0 − 3 𝑥1
𝑥 = [𝑥 ] = [ 3 ] [𝑥 ]+[38]
2 − 0 2
4 4
𝑥 (𝑘+1) = 𝑇𝑥 (𝑘) + 𝑐
Forma 2: Hallando la matriz T y c a partir de fórmulas
𝑇𝑗 = 𝐷−1 (𝐿 + 𝑈) 𝑐𝑗 = 𝐷−1 𝑏
3 2 5
𝐴=[ ] 𝑏=[ ]
3 4 8
1
3 0 0 0 0 0 −2
−1 3
𝐷=[ ] => 𝐷 = [ 1 ] L= [ ] 𝑈 = [ ]
0 4 0 4 −3 0 0 0
1 2
0 0 −
−1 ( 3 0 −2 3]
𝑇𝑗 = 𝐷 𝐿 + 𝑈) = [ ][ ]=[
1 −3 0 3
0 − 0
4 4
1 5
0
5
𝑐𝑗 = 𝐷 −1 𝑏 = [3 ] [ ] = [3]
1 8 8
0
4 4
𝑥 (𝑘+1) = 𝑇𝑥 (𝑘) + 𝑐
TEOREMAS PARA VERIFICAR SI LA FORMULA DE RECURRENCIA
CONVERGE A LA SOLUCION
Ejemplo 1:
7𝑥 + 𝑦 + 2𝑧 = 1
2𝑥 − 5𝑦 + 1𝑧 = 7
−2𝑥 − 4𝑦 − 7𝑧 = 1
7 1 2 1
𝐴 = [ 2 −5 1] 𝑏 = [7]
−2 −4 7 1
4 4 1
Ejemplo 2: 𝐴 = [ ] 𝑏=[ ]
3 1 2
Primero: Aplicando el teorema de la EDD, se verifica que no es
estrictamente diagonal dominante, por lo tanto, se debe verificar el
teorema del radio espectral.
Segundo: Aplicando teorema del radio espectral:
Para Jacobi:
4 0 1/4 0 0 0 0 −4
𝐷=[ ] 𝐷−1 = [ ] L= [ ] 𝑈=[ ]
0 1 0 1 −3 0 0 0
1/4 0 0 −4 0 −1
𝑇𝑗 = 𝐷−1 (𝐿 + 𝑈) = [ ][ ]=[ ]
0 1 −3 0 −3 0
Primero hallamos los autovalores(𝜆) de 𝑇𝑗 .
1
𝜆 = 0;
2
𝑅𝑎𝑑𝑖𝑜 𝑒𝑠𝑝𝑒𝑐𝑡𝑟𝑎𝑙 => 𝜌(𝑇) = 0.5
𝑥 (𝑘+1) = 𝑇𝑥 (𝑘) + 𝑐
0 −0.5714286 −0.2857143 1.1428571
(𝑘+1) −1.1785714] 𝑥 (𝑘)
𝑥 = [0 0.1428571 +[ 1.9642857 ]
0 0.1142857 1.0571429 −0.0285714
1
(0)
𝑥 = [2]
3
0 −0.5714286 −0.2857143 1.1428571 −0.8571429
𝑥 (1) = [0 0.1428571 −1.1785714] 𝑥 (0) +[ 1.9642857 ] = [−1.2857143]
0 0.1142857 1.0571429 −0.0285714 3.3714286
0 −0.5714286 −0.2857143 1.1428571 0.9142857
𝑥 (2) = [0 0.1428571 −1.1785714] 𝑥 (1) +[ 1.9642857 ] = [−2.1928571]
0 0.1142857 1.0571429 −0.0285714 3.3885714
0 −0.5714286 −0.2857143 1.1428571
𝑥 (3) = [0 0.1428571 −1.1785714] 𝑥 (2) +[ 1.9642857 ]=
0 0.1142857 1.0571429 −0.0285714
1.4277551
[−2.3426531]x|
3.3030204