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Gauss-Seidel Method for Linear Equations

The Gauss-Seidel method is an iterative method used to solve systems of linear equations. It works by starting with an initial guess for the solution and iteratively improving it. The document provides an example of applying the Gauss-Seidel method to solve a system of 3 equations in 3 unknowns. It is shown that after the first iteration, the approximate solution is x1 = 3.5, x2 = 2.25, x3 = 1.625. The document also discusses conditions for when the Gauss-Seidel method converges and analyzes the number of arithmetic operations required for Gauss elimination.

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0% found this document useful (0 votes)
52 views4 pages

Gauss-Seidel Method for Linear Equations

The Gauss-Seidel method is an iterative method used to solve systems of linear equations. It works by starting with an initial guess for the solution and iteratively improving it. The document provides an example of applying the Gauss-Seidel method to solve a system of 3 equations in 3 unknowns. It is shown that after the first iteration, the approximate solution is x1 = 3.5, x2 = 2.25, x3 = 1.625. The document also discusses conditions for when the Gauss-Seidel method converges and analyzes the number of arithmetic operations required for Gauss elimination.

Uploaded by

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

Linear System 47

The Gauss-seidel method is given by


1
x1 n 1
7 x2n
2

n 1 1 n 1 n
x2 1 x1 x3
2

1
x3n 1
1 x2n 1

2
0 0 0
Given, X x1 , x2 , x30 0, 0, 0

1 1 0 1
x1 7 x2 7 0 3.5
2 2
1 1
x21 1 x11 x30 1 3.5 0 2.25
2 2

1 1 1 1
x3 1 x2 1 2.25 1.625
2 2
Hence option (b) is correct.
25. Consider the system of equations [D.U. 2017]

1 a x1 b1
a 1 x2 b2
where ‘a’ is a real constant. Then Gauss-seidal method for the solution of the above system converges for
(a) all values of a (b) a 1 (c) a 1 (d) a 2
Soln. Consider the system AX = B. We know that the gauss seidal method converges for AX = B if the matrix A is
diagonally dominated.

i.e. aii aij for each i


i j

we have 1> |a|


Hence option (b) is correct.
26. The total number of arithmetic operations required to find the solution of a system of n linear equation in n
unknowns by Gauss elimination method is [D.U. 2018]
2 3 1 2 5 1
(a) n n n (b) n3 n
3 2 6 6
2 3 3 2 7 1 3 1 2 5
(c) n n n (d) n n n
3 2 6 3 2 6
Soln. Article - Counting operation in Gaussian elimination.
Consider a system of n linear equation in n unknowns and the corresponding n × n coefficient matrix
a11 a12 .....a1n
a21 a22 ......a2 n
A
| | |
an1 an 2 ......ann
The n × 1, solution matrix X = [ x1 , x2 ......xn]T, and the n × 1 constant matrix B = [b1, b2 .....bn]T.
Numerical Analysis 48
consider AX = B
Then After Gaussian elimination, the system convert as
UX = G
u11 u12 .....u1n
u22 ......u 2 n
u
Where | is the coefficient matrix of the equivalent system,
.................unn
g1
g2
and g | be the n × 1 equivalent constant matrix.
gn
The following table states the operation count from going from A to U at each step as

Therefore
2 n n 1 2n 1
Total number of Addition/Subtraction n 1
6

2 n n 1 2n 1 n n 1 n n2 1
Total number of Multiplication/Divisions n 1 n 1
6 2 3
Now we count the Number of Addition/Subtraction and the Number of Multiplication/divisions in going from
b g , we have
n n 1
Total Number of Addition/Subtraction n 1
2

n n 1
Total Number of Multiplication/divisions n 1
2
Lastly, we count the Number of Addition/Subtraction and Multiplications/divisions for finding the solution
from the back substitution method, as
n n 1
Total Number of addition/subtraction n 1
2

n n 1
Total Number of Multiplication/division n
2
Therefore, the total number of operations to obtain the solution of a system of n linear equations in n variables
using Gaussian - elimination method is
n n 1 2n 1 n n 1 n n 1 n n 1 2n 5
Total Number of additions/subtraction
6 2 2 6
Total number of multiplication /divisions to obtain solution is
Linear System 49

n n2 1 n n 1 n n 1 n n2 3n 1
3 2 2 3
Therefore total number of Arithmetic operations are

n n 1 2n 5 n n2 3n 1
6 3

4n3 9n2 7n 2 3 3 2 7
n n n
6 3 2 6

2 3 3 2 7
Total number of operation are n n n
3 2 6
Hence option (c) is correct

1 4 3 11 0 0 1 u12 u13
27. If 2 7 9 21 22 0 0 1 u23 , then the value of a is [GATE-2008]
5 8 a 31 32 53 0 0 1

(a) –2 (b) –1 (c) 1 (d) 2

1 4 3 11 0 0 1 u12 u13 11 11 12u u


11 13

Soln. 2 7 9 21 22 0 0 1 u23 21 11 12 u 22 21u13 22 u 23

5 8 a 31 32 53 0 0 1 31 31u12 32 u
31 13 u
32 23 53

Comparing both sides, we have


11 1, 21 2, 31 5, u
11 12 4 implies u12 4
u
11 13 3 implies u13 3, u
21 12 22 7 implies 8 22 7 i.e. 22 1

21 13u 22 23u 9 implies 6 u23 9 i.e. u23 3

31 12u 32 8 implies 20 32 8 i.e. 32 12


Now, 31u13 32 u23 53 a implies 15 36 53 a i.e. a 2
Option (a) is correct
Numerical Analysis 50

4
Interpolation by Polynomials
Suppose that a function f x is not defined explicitely, but its value at some finite number of points
xi , i 1, 2,...., n is given. The interest is to find the value of f at some point x lying between x j and xk , for
some j, k = 1, 2,....,n. This can be obtained by first approximating f by a known function and then finding the
value of this approximate function at the point x. Such a process is called the interpolation.
Lagrange Interpolation:
The basic interpolation problem can be posed in one of two ways:

I. Given a set of nodes xi / i 0,1,....n and corresponding date values yi / i 0,1,....n . Find the polynomial
pn x of degree less than or equal to n, such that pn xi yi , i 0,1,...n

II. Given a set of nodes xi / i 0,1,...., n and a continuous function f x . Find the polynomial pn x of
degree less than or equal to n, such that pn xi f xi , i 0,1,....n

Note that in the first problem we are trying to fit a polynomial to the data, and in the second case, we are trying
to approximate a given function with the interpolating polynomial. Note that the first problem can be viewed as
a particular case of the second.
Theorem (Lagrange Interpolation Formula)
Let x0 , x1 ,....xn I a , b be n +1 distinct nodes and let f x be a continuous real- valued function defined
on I. Then, there exists a unique polynomial pn of degree n (called Lagrange Formula for interploting Polyno-
mial), given by
n n
x xi
pn x f xk lk x where lk x , k 0,..., n
k 0 i 0,i k xk xi

such that pn xi f xi , i 0,1,...., n

The function lk x is called the Lagrange Multiplier..

Newton Interpolation and Divided Differences


We have seen that in the Lagrange formula of interpolating polynomial for a function,if we decide toadd a point
to the set of nodes to increase the accuracy, we have to completely recompute all of the li x functions. In
other words, we cannot express Pn 1 in terms of pn, using Lagrange formula. An alternate form of the polynomail,
known as the Newton form, avoids this problem, and allows us to easily write Pn 1 in terms of Pn.

The idea behind the Newton formula of the interploting polynomial is to write Pn x in the form (called New-
ton form)

Common questions

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From the operation count table presented in the example of Gaussian elimination, it can be concluded that the complexity of the method largely depends on the number of equations (n) as it involves cubic as well as quadratic terms. The total operations required for both addition/subtraction and multiplication/division are primarily dominated by cubic terms, indicating that the Gaussian elimination is an \(O(n^3)\) algorithm, highlighting its computational intensity, especially for large systems .

To find the value of an unknown parameter in matrix equations, one typically equates corresponding elements in the given matrix with those in an equivalent matrix form. This involves first expressing both matrices and then solving the resulting system of linear equations by comparing specific matrix elements. For example, if a parameter a must be determined from an equation involving matrix elements, we can substitute the known values and solve for a, ensuring consistency across the equations. In the given example, comparing the matrix elements directly allows for precise determination of the parameter value .

To determine the total number of arithmetic operations in Gaussian elimination for a system of n linear equations and n unknowns, one must account for both additions/subtractions and multiplications/divisions. The total number of additions/subtractions is given by \(\frac{n^3}{3} - \frac{n^2}{2} - \frac{n}{6}\), and the total number of multiplications/divisions is \(\frac{2n^3}{3} + \frac{n^2}{2} - \frac{5n}{6}\). Summing these gives the total arithmetic operations as \( \frac{2n^3}{3} + n^2 + \frac{n}{3} \).

Lagrange Interpolation's key limitation is that adding new nodes requires recalculating the entire polynomial, which can be computationally expensive and inefficient. Additionally, as the number of nodes increases, the interpolation polynomial may suffer from Runge's phenomenon, where oscillations occur at the edges of the interval, leading to poor approximation of the actual function. This issue is most pronounced when working with high-degree polynomials over equidistant nodes .

Polynomial interpolation using Lagrange's method is fundamentally different from Newton's method in that Lagrange's requires rebuilding the entire polynomial when a new node is added, while Newton's approach allows for simpler updates through divided differences. In practice, Newton's method is computationally more efficient for dynamic datasets since it builds on existing polynomials, offering an easy extension by adding terms for new nodes. Lagrange is typically simpler when dealing with fixed datasets but becomes cumbersome with changes .

The system of linear equations solved using the Gauss-Seidel method is guaranteed to converge if the coefficient matrix is diagonally dominant. This means that the absolute value of each diagonal element must be greater than the sum of the absolute values of all other elements in the same row. For specific cases, such as the example given, convergence occurs if \(|a| > 1\).

Newton's method addresses Lagrange's shortcomings by using divided differences, which allow for efficient updates to the interpolation polynomial without recomputing it entirely when new data points are added. This incremental approach enables the construction of a polynomial in the Newton form, which can be extended naturally and synthetically, thus avoiding the complete recalculation required by Lagrange's method. This property makes Newton's method more suitable for applications requiring real-time updates or iterative refinements .

The Gauss-Seidel method for solving systems of linear equations converges if the coefficient matrix is diagonally dominant. Diagonal dominance implies that each diagonal element in a row is greater than or equal to the sum of the absolute values of all other elements in that row. This condition ensures that the iterative method converges towards the solution rather than diverging. In mathematical terms, for each i, the condition \(|a_{ii}| > \sum_{j \neq i} |a_{ij}|\) must hold. If this condition is met, particularly with a strict inequality, convergence is typically guaranteed .

The document indicates that polynomial interpolation techniques involve trade-offs between computational efficiency and accuracy. Lagrange interpolation is straightforward for a fixed set of data points but cumbersome when adding new points, leading to possible inefficiencies and increased computational cost. On the other hand, Newton's method, though initially more complex, allows for efficient updates and additions of new data points. Additionally, there is a trade-off between polynomial degree and the risk of Runge's phenomenon, where higher-degree polynomials may lead to poor performance at the interval's boundaries, thus necessitating a balance between degree complexity and approximation fidelity .

The document suggests that Lagrange multipliers play a crucial role in constructing the interpolating polynomial. They are used in the formulation of the Lagrange interpolation polynomial, with each multiplier being associated with each data point. These multipliers allow for the calculation of the polynomial's values while ensuring that it matches the given data points exactly, maintaining the polynomial’s degree and continuity over the range of interpolation .

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