Вы находитесь на странице: 1из 11

CHAPTER 11 :

ITERATIVE METHODS
LESSON PLAN:
Gauss-Siedel Method
Jacobi Method

Chap11/1

ITERATIVE METHODS
2 methods (1) Gauss-Seidel Method
(2) Jacobi Method
Considered as trial and error procedure initial solutions
are assumed and refined further by substitution to give
approximate solution
Advantages:
1. Can be used to solve nonlinear simultaneous
equations
2. Can be used to solve ill-conditioned system
Chap11/2

GAUSS-SEIDEL METHOD
Most commonly used iterative or approximate method
that continuously update the variables.
Consider a set of n equations given by [A]{X}={B}. If
the diagonal elements are all nonzero, the first equation can
be solved for x1, the second for x2, the third for x3 . and
nth equation for xn. For conciseness, we will limit ourselves
to a 3 x 3 set of equations.

a11 x1 a12 x2 a13 x3 b1

a21 x1 a22 x2 a23 x3 b2


a31 x1 a32 x2 a33 x3 b3

Chap11/3

GAUSS-SEIDEL METHOD
b1 a12 x2 a13 x3
x1
a11
Rewrite the
equations :

b2 a21 x1 a23 x3
x2
a22
b3 a31 x1 a32 x2
x3
a33

Next, start by choosing initial guesses for


the xs. For example: assume all initial
guesses are zeros.
Start with x2= x3= 0, hence a new x1=b1/a11

requires aii0
i.e. diagonal
element must
be non-zero
at zero iteration:

x10
0

x2
x 0
3

0

0
0

Chap11/4

GAUSS-SEIDEL METHOD
Next, the new x1 is substituted to calculate x2. And the new x1 and x2

are substituted to find x3. The procedure is repeated until the


convergence criterion is satisfied:

a ,i

xi xi

xij
j

j 1

100% s

a is compared with

the stopping error, s

For all iteration, i :


j = current iteration
j 1 = previous iteration

Chap11/5

GAUSS-SEIDEL METHOD
Continuous updating of the subdiagonal variables as the
computations proceed
( k 1)

x1

( k 1)

x2

1
k
k
k

(b1 a12 x 2 a13 x 3 a1n x n )


a11
1

(b2 a21 x1( k 1) a23 x 3k a2 n x kn )


a22

Variables are updated


continuously

( k 1)

xn

(bn an1 x1( k 1) an 2 x (2k 1) ann 1 x (nk11) )


ann

Chap11/6

CLASS ACTIVITY
Solve the system of linear algebraic equations below using
Gauss-Seidel method:

6 x1 x2 x3 3
6 x1 9 x2 x3 40
3x1 x2 12 x3 50
Note: For good convergence, the equations should be
arranged so that they are diagonally dominant, that is
diagonal element must be greater than the off-diagonal
elements for each row. (see textbook, p293)
Chap11/7

JACOBI METHOD
Jacobi method is almost similar to Gauss-Seidel method

except that the x values are not updated immediately.


Substitution takes places only at the end of the iteration

when all the variables are updated simultaneously.


It is called simultaneous updating.

Chap11/8

COMPARISON BETWEEN
GAUSS-SIEDEL AND JACOBI METHOD
Continuous
Update

Simultaneous
Update

Gauss-Seidel Method

Jacobi Method
Chap11/9

CLASS ACTIVITY
Solve the system of linear algebraic equations below using
Jacobi method:

6 x1 x2 x3 3
6 x1 9 x2 x3 40
3x1 x2 12 x3 50

Chap11/10

ASSIGNMENT 3
Problems 9.8; 9.12; 10.2; 10.7; 10.8; 11.10; Repeat 11.10,
but use Jacobi iteration

Chap11/11