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Numerical Methods: SUR & SOR Techniques

The document summarizes the successive over-relaxation (SOR) and successive under-relaxation (SUR) methods for solving a system of linear equations. It shows the numerical calculations using SOR with a relaxation parameter of 1.25 and SUR with a parameter of 0.75 over multiple iterations. Tables display the iterative solutions for variables x, y, and z as they converge for both methods. A comparison is made to Gauss-Seidel and graphical representations of SOR and SUR are presented.

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0% found this document useful (0 votes)
5 views12 pages

Numerical Methods: SUR & SOR Techniques

The document summarizes the successive over-relaxation (SOR) and successive under-relaxation (SUR) methods for solving a system of linear equations. It shows the numerical calculations using SOR with a relaxation parameter of 1.25 and SUR with a parameter of 0.75 over multiple iterations. Tables display the iterative solutions for variables x, y, and z as they converge for both methods. A comparison is made to Gauss-Seidel and graphical representations of SOR and SUR are presented.

Uploaded by

Gelvie Lagos
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

Set One:
9x + 3y + z = 13
-6x + 8z = 2
2x + 5y z = 6

In order to perform the Gauss-Seidel, rearrange the equations to form a diagonally dominant matrix:
9x + 3y + z = 13
2x + 5y z = 6
-6x + 8z = 2

133 62+ 2+6


x= y= z=
9 5 8

SOR (Successive Over Relaxation Method) : > 1


Formula: xnew= xnew + (1 ) xold; ynew= ynew + (1 ) yold; znew= znew + (1 ) zold

let = 1.25
133(0)0
xnew1= 1.25 [ ] + (1 1.25)(0)
9
xnew1= 1.8056

62(1.8056)+0
ynew1= 1.25 [ ] + (1 1.25)(0)
5
ynew1= 0.5972

2+6(1.8056)
znew1= 1.25 [ ] + (1 1.25)(0)
8
znew1= 2.0053

133(0.5972)2.0053
xnew2= 1.25 [ ] + (1 1.25)(1.8056)
9
xnew2= 0.8268

62(0.8268)+2.0053
ynew2= 1.25 [ ] + (1 1.25)(0.5972)
5
ynew2= 1.4386

2+6(0.8268)
znew2= 1.25 [ ] + (1 1.25)(2.0053)
8
znew2= 0.5863

133(1.4386)0.5863
xnew3= 1.25 [ ] + (1 1.25)(0.8268)
8
xnew3= 0.9180

62(0.9189)+0.5863
ynew3= 1.25 [ ] + (1 1.25)(1.4386)
5
ynew3= 0.8279

2+6(0.9180)
znew3= 1.25 [ ] + (1 1.25)(0.5863)
8
znew3= 1.0266

133(0.8279)1.0266
xnew4= 1.25 [ ] + (1 1.25)(0.9180)
9
xnew4= 1.0885

62(1.0885)+1.0266
ynew4= 1.25 [ ] + (1 1.25)(0.8279)
5
ynew4= 1.0054

1|Page
NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

2+6(1.0885)
znew4= 1.25 [ ] + (1 1.25)(1.0266)
8
znew4= 1.0763

133(1.0054)1.0763
xnew5= 1.25 [ ] + (1 1.25)(1.0885)
9
xnew5= 0.9650

62(0.9650)+1.0763
ynew5= 1.25 [ ] + (1 1.25)(1.0054)
5
ynew5= 1.0352

2+6(0.9650)
znew5= 1.25 [ ] + (1 1.25)(1.0763)
8
znew5= 0.9481

133(1.0352)0.9481
xnew6= 1.25 [ ] + (1 1.25)(0.9650)
9
xnew6= 1.0013

62(1.0013)0.9481
ynew6= 1.25 [ ] + (1 1.25)(1.0352)
5
ynew6= 0.9776

2+6(1.0013)
znew6= 1.25 [ ] + (1 1.25)(0.9481)
8
znew6= 1.0142

133(0.9776)1.0142
xnew7= 1.25 [ ] + (1 1.25)(1.0013)
9
xnew7= 1.0070

62(1.0070)+1.0142
ynew7= 1.25 [ ] + (1 1.25)(0.9776)
5
ynew7= 1.0057

2+6(1.0070)
znew7= 1.25 [ ] + (1 1.25)(1.0142)
8
znew7= 1.0030

133(1.0057)1.0030
xnew8= 1.25 [ ] + (1 1.25)(1.0070)
9
xnew8= 0.9955

62(0.9955)+1.0030
ynew8= 1.25 [ ] + (1 1.25)(1.0057)
5
ynew8= 1.0016

2+6(0.9955)
znew8= 1.25 [ ] + (1 1.25)(1.0030)
8
znew8= 0.9950

133(1.0016)0.9950
xnew9= 1.25 [ ] + (1 1.25)(0.9955)
9
xnew9= 1.0012

62(1.0012)+0.9950
ynew9= 1.25 [ ] + (1 1.25)(1.0016)
5
ynew9= 0.9978

2+6(1.0012)
znew9= 1.25 [ ] + (1 1.25)(0.9950)
8

znew9= 1.0024
2|Page
NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

SOR Table:
x y z
0 0 0
1.8056 0.5972 2.0053
0.8268 1.4386 0.5863
0.9180 0.8279 1.0266
1.0885 1.0054 1.0763
0.9650 1.0352 0.9481
1.0013 0.9776 1.0142
1.0070 1.0057 1.0030
0.9955 1.0016 0.9950
1.0012 0.9978 1.0024 {x , y , z} = {1 , 1 , 1}

SUR (Successive Under-Relaxation Method)

0<<1

let = 0.75

133(0)0
xnew1= 0.75 [ ] + (1 0.75)(0)
9
xnew1= 1.0833

62(1.0833)+0
ynew1= 0.75 [ ] + (1 0.75)(0)
5
ynew1= 0.5750

2+6(1.0833)
znew1= 0.75 [ ] + (1 0.75)(0)
8
znew1= 0.7969

133(1.0833)0.7969
xnew2= 0.75 [ ]+ (1 0.75)(1.0833)
9
xnew2= 1.1440

62(1.1440)+0.7969
ynew2= 0.75 [ ]+ (1 0.75)(0.5750)
5
ynew2= 0.8201

2+6(1.1440)
znew2= 0.75 [ ]+ (1 0.75)(0.7969)
8
znew2= 1.0302

133(0.8201)1.0302
xnew3= 0.75 [ ]+ (1 0.75)(1.1440)
9
xnew3= 1.0785

3|Page
NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

62(1.0785)+1.0302
ynew3= 0.75 [ ]+ (1- 0.75)(0.8201)
5
ynew3= 0.9360

2+6(1.0785)
znew3= 0.75 [ ]+ (1 0.75)(1.0302)
8
znew3= 1.0517

133(0.9369)1.0517
xnew4= 0.75 [ ]+ (1 0.75)(1.0785)
9
xnew4= 1.0313

62(1.0313)+1.0517
ynew4= 0.75 [ ]+ (1 0.75)(0.9369)
5
ynew4= 0.9824

2+6(1.0313)
znew4= 0.75 [ ]+ (1 0.75)(1.0517)
8
znew4= 1.0305

133(0.9824)1.0305
xnew5= 0.75 [ ]+ (1 0.75)(1.0313)
9
xnew5= 1.0097

62(1.0097)+1.0305
ynew5= 0.75 [ ]+ (1 0.75)(0.9824)
5
ynew5= 0.9973

2+6(1.0097)
znew5= 0.75 [ ]+ (1 0.75)(1.0305)
8
znew5= 1.0131

133(0.9973)1.0131
xnew6= 0.75 [ ]+ (1 0.75)(1.0097)
9
xnew6= 1.0020

62(1.0020)+1.0131
ynew6= 0.75 [ ]+ (1 0.75)(0.9973)
5
ynew6= 1.0007

2+6(1.0020)
znew6= 0.75 [ ]+ (1 0.75)(1.0131)
8
znew6= 1.0044

SUR Table:
x y z
0 0 0
1.0833 0.5750 0.7969
1.1440 0.8201 1.0302
1.0785 0.9369 1.0507
1.0313 0.9824 1.0305
1.0097 0.9973 1.0131
1.0020 1.0007 1.0044

{x , y , z} = {1 , 1 , 1}

4|Page
NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

Comparing to Gauss-Seidel in the previous activity, at the end of the second iteration, the solution obtained
1.0889 1
[] = [0.8889] is close to the exact solution of [] = [1]
1.3333 1

The graphical representation of SUR and SOR will be shown in the next page.

SOR
2.5

1.5

0.5

0
Category 1 Category 2 Category 3 Category 4 Category 5 Category 6 Category 7 Category 8 Category 9 Category 10

x y z

SUR
1.4

1.2

0.8

0.6

0.4

0.2

0
Category 1 Category 2 Category 3 Category 4 Category 5 Category 6 Category 7

x y z

5|Page
NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

Set Two:
x + y + 6z = 8
x + 5y z = 5
4x +2y -2z = 4

Solution:
1 1 6 8
[1 5 1] [] = [5]
4 2 2 4
The coefficient matrix is not diagonally dominant.
If row 1 and row 3 will interchange position, then the outcome of the matrix can form a diagonally dominant matrix.
4 2 2 4
[1 5 1] [] = [5]
1 1 6 8
4 2 + 2
=
4
5+
=
5
8
=
6

SOR
Let = 1.25

42(0)+2(0)
xnew1= (1.25) [ ] + (1 1.25) (0)
4
xnew1 = 1.25

51.25+0
ynew1 = (1.25) [ ] + (1 1.25) (0)
5
ynew1 = 0.9375

81.250.9375
znew1 = (1.25) [ ] + (1 1.25) (0)
6
znew1 = 1.2109

42(0.9375)+2(1.2109)
xnew2 = (1.25) [ ] + (1 1.25) (1.25)
4
xnew2 = 1.1084

51.1084+1.2109
ynew2 = (1.25) [ ] + (1 1.25) (0.9375)
5
ynew2 = 1.0413

81.0841.0413
znew2 = (1.25) [ ] + (1 1.25) (1.2109)
6
znew2 = 0.9161

6|Page
NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

42(1.0413)+2(0.9161)
xnew3 = (1.25) [ ] + (1 1.25) (1.1084)
4
xnew3 = 0.8947

50.8947+0.9151
ynew3 = (1.25) [ ] + (1 1.25) (1.0413)
5
ynew3 = 0.9950

80.89470.9950
znew3 = (1.25) [ ] + (1 1.25) (0.9161)
6
znew3 = 1.0440

42(0.9950)+2(1.0440)
xnew4 = (1.25) [ ] + (1 1.25) (0.8947)
4
xnew4 = 1.0570

51.0570+1.0440
ynew4 = (1.25) [ ] + (1 1.25) (0.9950)
5
ynew4 = 0.9980

81.05700.9980
znew4 = (1.25) [ ] + (1 1.25) (1.0440)
6
znew4 = 0.9775

42(0.9980)+2(0.9775)
xnew5 = (1.25) [ ] + (1 1.25) (1.0570)
4
xnew5 = 0.9729

50.9729+0.9775
ynew5 = (1.25) [ ] + (1 1.25) (0.9980)
5
ynew5 = 1.0017

80.97291.0017
znew5 = (1.25) [ ] + (1 1.25) (0.9775)
6
znew5 = 1.0109

42(1.0017)+2(1.0109)
xnew6 = (1.25) [ ] + (1 1.25) (0.9729)
4
xnew6 = 1.0125

51.0125+1.0109
ynew6 = (1.25) [ ] + (1 1.25) (1.0017)
5
ynew6 = 0.9992

81.01250.9992
znew6 = (1.25) [ ] + (1 1.25) (1.0109)
6
znew6 = 0.9948

42(0.9992)+2(0.9948)
xnew7 = (1.25) [ ] + (1 1.25) (1.0125)
4
xnew7 = 0.9941

50.994+0.9948
ynew7 = (1.25) [ ] + (1 1.25) (0.9992)
5
ynew7 = 1.0004

80.99401.0004
znew7 = (1.25) [ ] + (1 1.25) (0.9948)
6
znew7 = 1.0025

7|Page
NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

42(1.0004)+2(1.0025)
xnew8 = (1.25) [ ] + (1 1.25) (0.9941)
4
xnew8 = 1.0028

51.003+1.0025
ynew8 = (1.25) [ ] + (1 1.25) (1.0004)
5
ynew8 = 1.0004

81.00281.0004
znew8 = (1.25) [ ] + (1 1.25) (1.0025)
6
znew8 = 0.9980

SOR Table

x y z
0 0 0
1.2500 0.9375 1.2109
1.1084 1.0413 0.9161
0.8947 0.9950 1.0440
1.0570 0.9980 0.9775
{ x , y , z }= { 1 , 1 , 1 }
0.9729 1.0017 1.0109
1.0125 0.9992 0.9948
0.9941 1.0004 1.0025
1.0028 1.0004 0.9980

SUR (Successive Under-Relaxation Method)

0<<1

let = 0.75
42(0)+2(0)
xnew1 = (0.75) [ ] + (1 0.75) (0)
4
xnew1 = 0.75

50.75+0
ynew1 = (0.75) [ ] + (1 0.75) (0)
5
ynew1 = 0.6375

80.750.6375
znew1 = (0.75) [ ] + (1 0.75) (0)
6
znew1 = 0.8266

42(0.6375)+2(0.8266)
xnew2 = (0.75) [ ] + (1 0.75) (0.75)
4
xnew2 = 1.0084

51.0084+0..8266
ynew2 = (0.75) [ ] + (1 0.75) (0.6375)
5
ynew2 = 0.8821

81.00840.8821
znew2 = (0.75) [ ] + (1 0.75) (0.8266)
6
znew2 = 0.9703

42(0.8821)+2(0.9703)
xnew3 = (0.75) [ ] + (1 0.75) (1.0084)
4
xnew3 = 1.0351

8|Page
NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

51.0351+0.9703
ynew3 = (0.75) [ ] + (1 0.75) (0.8821)
5
ynew3 = 0.9608

81.03510.9608
znew3 = (0.75) [ ] + (1 0.75) (0.9703)
6
znew3 = 0.9931

42(0.9608)+2(0.9931)
xnew4 = (0.75) [ ] + (1 0.75) (1.0351)
4
xnew4 = 1.0209

51.0209+0.9931
ynew4 = (0.75) [ ] + (1 0.75) (0.9608)
5
ynew4 = 0.9860

81.02090.9860
znew4 = (0.75) [ ] + (1 0.75) (0.9931)
6
znew4 = 0.9974

42(0.9860)+2(0.9974)
xnew5 = (0.75) [ ] + (1 0.75) (1.0209)
4
xnew5 = 1.0095

51.0095+0.9974
ynew5 = (0.75) [ ] + (1 0.75) (0.9860)
5
ynew5 = 0.9947

81.00950.9947
znew5 = (0.75) [ ] + (1 0.75) (0.9974)
6
znew5 = 09988
42(0.9947)+2(0.9988)
xnew6 = (0.75) [ ] + (1 0.75) (1.0095)
4
xnew6 = 1.0039

51.0039+0.9988
ynew6 = (0.75) [ ] + (1 0.75) (0.9947)
5
ynew6 = 0.9979

81.00390.9979
znew6 = (0.75) [ ] + (1 0.75) (0.9988)
6
znew6 = 0.9995

42(0.9979)+2(0.9995)
xnew7 = (0.75) [ ] + (1 0.75) (1.0039)
4
xnew7 = 1.0016

51.0016+0.9995
ynew7 = (0.75) [ ] + (1 0.75) (0.9979)
5
ynew7 = 0.9992

81.00160.9992
znew7 = (0.75) [ ] + (1 0.75) (0.9995)
6
znew7 = 0.9998

42(0.9992)+2(0.9998)
xnew8 = (0.75) [ ] + (1 0.75) (1.0016)
4
xnew8 = 1.006

51.0006+0.9998
ynew8 = (0.75) [ ] + (1 0.75) (0.9992)
5
ynew8 = 0.9997

9|Page
NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

81.00060.9997
znew8 = (0.75) [ ] + (1 0.75) (0.9998)
6
znew8 = 0.9999

42(0.9997)+2(0.9999)
xnew9 = (0.75) [ ] + (1 0.75) (1.0006)
4
xnew9 = 1.0002

51.0002+0.9999
ynew9 = (0.75) [ ] + (1 0.75) (0.9997)
5
ynew9= 0.9999

81.00020.9999
znew9 = (0.75) [ ] + (1 0.75) (0.9999)
6
znew9 = 1.0

42(0.9999)+2(1)
xnew10 = (0.75) [ ] + (1 0.75) (1.0002)
4
xnew10 = 1.0

51+1
ynew10 = (0.75) [ ] + (1 0.75) (0.9999)
5
ynew10 = 1.0

811
znew10 = (0.75) [ ] + (1 0.75) (1)
6
znew10 = 1.0

SUR Table
X y z

0 0 0

0.75 0.6375 0.8266

1.0084 0.8821 0.9703

.1.0351 0.9608 0.9931

1.0209 0.9860 0.9974

1.0095 0.9947 0.9988

1.0039 0.9979 0.9995

1.0016 0.9992 0.9998

1.0006 0.9997 0.9999

1.0002 0.9999 1.0000

1.0000 1.000 1.0000

10 | P a g e
NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

SOR
1.4

1.2

0.8

0.6

0.4

0.2

0
Category 1 Category 2 Category 3 Category 4 Category 5 Category 6 Category 7 Category 8 Category 9

x y z

SUR
1.2

0.8

0.6

0.4

0.2

0
Category 1 Category 2 Category 3 Category 4 Category 5 Category 6 Category 7 Category 8 Category 9 Category Category
10 11

x y z

Set Three:
-3x + 4y +5z = 6
-2x + 2y 4z = -3
2y z =1
Solution:
3 4 5 x 6
[2 2 4] [y] = [3]
0 2 1 z 1
The coefficient matrix is not diagonally dominant.

11 | P a g e
NUMERICAL METHODS ACTIVITY 3

Name: Juicy Cordero-Valdueza Topic: (SUR & SOR)

Since the values for the SOR and SUR of x, y and z diverges.

12 | P a g e

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