DAYANANDA SAGAR COLLEGE OF ENGINEERING

(An Autonomous Institute Affiliated to VTU, Belagavi) Shavige Malleshwara Hills, Kumaraswamy
Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

COURSE ESSENTIAL MATHEMATICS - II - EE

Stream

COURSE CODE 21MATE21

MODULE IV

MODULE NAME NUMERICAL METHODS - I

STAFF INCHARGE Dr CHITRA RAMAPRAKASH

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi) Shavige Malleshwara Hills, Kumaraswamy
Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

MODULE -4 - Course Material

NUMERICAL TECHNIQUES

Objectives:

At the end of this Module, student will be able to

 Solve algebraic equations and transcendental equations.

 Learn solving system of non-homogenous equations

 Apply iterative methods

Introduction

NUMERICAL SOLUTION OF ALGEBRAIC & TRANCEDENTAL EQUATION

Equation involving algebraic quantities like x , x 2 , x 3 etc are called as Algebraic equations.
Eg. x 3 − 4x − 9 = 0, x 4 + x 3 = 80

Equation involving non algebraic quantities like ex, log x, sin x, tan x etc are called as
Transcendental equations.
Eg. x ex -2=0,xlog x-12 = 0, tan x = 2x

Numerical methods of finding approximate roots of the given equation are a repetitive type of
process known as iteration process. In each step the results of the previous step is used and the
process is carried out till we get the result to the desired accuracy. The value obtained in the
succeeding step is always better than the value of the proceeding step. All the numerical

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(An Autonomous Institute Affiliated to VTU, Belagavi) Shavige Malleshwara Hills, Kumaraswamy
Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

methods are only approximate techniques for the solution of any problem and computers play
a great role in various numerical methods for obtaining the result to the highest degree of
accuracy.

REGULA FALSI METOD OR METHOD OF FALSE POSITION

Introduction:
The false position method is a root finding algorithm that combines features from the bisection
[Link] is the oldest method for finding the real root of an equation f(x)=0 and closely
resembles the bisection method.
In this method, we choose two points a & b such that f(a) & f(b) are of opposite signs.

Since the graph of y =f(x) crosses the x –axis between these two points, a root must lies in
between these points.
Now, the equation of the chord joining the two points [a, f(a)] and [b, f(b)] is
y−f(a) f(b)−f(a)
= ------------------------ (1)
x−a b−a

The method consists in replacing the part of the curve between the points [a, f(a)] and [b, f(b)]
by means of the chord joining these points, and taking the point of intersection of the chord
with the x- axis as an approximation to the root.
The point of intersection in the present case is given by putting y= 0 in (1).
Thus, we obtain
−f(a) f(b)−f(a)
=
x−a b−a
i.e., (x − a)[f(a) − f(b)] = −(b − a)f(a)

i.e., x [f(a) − f(b)] = a f(b) - f(a)

af(b)−bf(a)
Thus x =
f(b)−f(a)
af(b)−bf(a)
Hence the second approximation to the root of f(x) = 0 is given by x2 = f(b)−f(a)
The procedure is repeated till the root is obtained to the desired accuracy.
GRAPH:

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Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

NOTE:

If a, b is close enough we can obtain the approximate root to the desired accuracy
quickly. The problems are worked out by finding a and b difference of 0.1 to determine the
iterative process quickly.

PROBLEMS:

1) Using Regula falsi method, compute the real root of the equation 𝐱 𝟑 − 𝟒𝐱 − 𝟗 = 𝟎

Carry out four iterations.

Soln.: Let f(x) = x 3 − 4x − 9

f(0) = -9

f(1) = -12

f(2) = -9< 0

f(3) = 6> 0

A real root lies in (2,3)

It may be observed that the value of f(x) at x=3being 6 is nearer to zero compared to

f(2) = -9 and we expect the root in the neighborhood of 3 .We shall have interval (a,b) for
appling the method such that b-a is small enough.

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Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

Now f(2.7) = -0.117< 0, f(2.8) = 1.752> 0

∴ the root lies in (2.7, 2.8)

I iteration: a = 2.7 f(a) = -0.117

b = 2.8 f(b) = 1.752

af(b)−bf(a)
𝟏𝐬𝐭 approximation x1 =
f(b)−f(a)

(2.7)(1.752)−(2.8)(−0.117)
∴ x1 = = 2.7062
1.752+0.117

II iteration :f(x1) = f(2.7062) = -5.8943< 0

∴ the root lies in (2.7062,2.8)

Now a = 2.7062 f(a) = -5.8943

b = 2.8 f(b) = 1.752

af(b)−bf(a)
2nd approximation x2 = f(b)−f(a)

(2.7062)(1.752)−(2.8)(−5.8943)
∴ x2 = = 2.7785
1.752+5.8943

III iteration : f(x2) = f(2.7785) = 1.3361> 0

∴ the root lies in (2.7062, 2.7785)

Now a = 2.7062 f(a) = -5.8943

b = 2.7785 f(b) = 1.3361

af(b)−bf(a)
3rd approximation x3 = f(b)−f(a)

(2.7062)(1.3361)−(2.7785)(−5.8943)
∴ x3 = = 2.7660
1.3361+5.8943

IV iteration : f(x3) = (2.7660) = 1.09799> 0

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Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

∴ the root lies in (2.7062,2.7660)

Now a = 2.7062 f(a) = -5.8943

b = 2.7660 f(b) = 1.09799

af(b)−bf(a)
4rd approximation x4 = f(b)−f(a)

(2.7062)(1.09799)−(2.7660)(−5.8943)
∴ x4 = 1.09799+5.8943
= 2.7566~2.757

Hence the required approximation root correct to three decimal place is 2.757

2) Determine the root of x𝐞𝐱 -2 = 0 by the method of false position, carry out four iteration.

Soln.: Let f(x) = xex -2

f(0) = -2 < 0, f(1) = 0.718

A root lies in (o, 1)

It may be observed that the value of f(x) at x=1being 0.718 is nearer to zero compared to

f(0) = -2 and we expect the root in the neighborhood of 1 .We shall have interval (a,b) for
appling the method such that b-a is small enough.

Now f(0.8) = -0.2196< 0, f(0.9) = 0.2136> 0

∴ the root lies in (0.8,0.9)

I iteration: a = 0.8 f(a) = -0.2196

b = 0.9 f(b) = 0.2136

af(b)−bf(a)
𝟏𝐬𝐭 approximation x1 = f(b)−f(a)

(0.8)(0.2136)−(0.9)(−0.2196)
∴ x1 = = 0.851
0.2136+0.2196

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(An Autonomous Institute Affiliated to VTU, Belagavi) Shavige Malleshwara Hills, Kumaraswamy
Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

II Iteration: f(x1) = f(0.851) = -0.00697< 0

∴ the root lies in (0.851,0.9)

Now a = 0.851 f(a) = -0.00697

b = 0.9 f(b) = 0.2136

af(b)−bf(a)
2nd approximation x2 =
f(b)−f(a)

(0.851)(0.2136)−(0.9)(−0.00697)
∴ x2 = = 0.85256
0.2136+0.00697

III iteration :f(x2) = f(0.85256) = -0.0001977< 0

∴ the root lies in (0.85256,0.9)

Now a = 0.85256 f(a) = -0.0001977

b = 0.9 f(b) = 0.2136

af(b)−bf(a)
3rd approximation x3 = f(b)−f(a)

(0.85256)(0.2136)−(0.9)(−0.0001977)
∴ x3 = = 0.8526
0.2136+0.0001977

IV iteration :f(x3) = f(0.8526) = -0.0000239<0

∴ the root lies in (0.8526,0.9)

Now a = 0.8526 f(a) = -0.0000239

b = 0.9 f(b) = 0.2136

af(b)−bf(a)
4rd approximation x4 = f(b)−f(a)

(0.8526)(0.2136)−(0.9)(−0.0000239)
∴ x4 = = 0.8526
0.2136+0.0000239

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(An Autonomous Institute Affiliated to VTU, Belagavi) Shavige Malleshwara Hills, Kumaraswamy
Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

Hence the required approximation root correct to three decimal place is 0.8526

3) Using Regula falsi method, find the root of the equation x𝐞𝐱 = 𝐜𝐨𝐬 𝐱 that lies between o.4
&0.6, carry out four iterations.

Soln.: Let f(x) = xex − cos x

We have f(0.4) = -0.3243< 0

f(0.6) = 0.2679> 0

∴ the root lies in (0.4, 0.6)

I iteration: a = 0.4 f(a) = -0.3243

b = 0.6 f(b) = +0.2679

af(b)−bf(a)
𝟏𝐬𝐭 approximation x1 = f(b)−f(a)

(0.4)(0.2679)−(0.6)(−0.3243)
∴ x1 = = 0.5095
0.2679+0.3243

II iteration :f(x1) = f(0.5095) = 0.4793> 0

∴ the root lies in (0.4,0.5095)

Now a = 0.4 f(a) = -0.3243

b = 0.5095 f(b) = 0.4793

af(b)−bf(a)
2nd approximation x2 = f(b)−f(a)

(0.4)(0.4793)−(0.5095)(−0.3243)
∴ x2 = = 0.4441
0.4793+0.3243

III Iteration: f(x2) = f(0.441) = -0.2106< 0

∴ the root lies in (0.4441,0.5095)

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(An Autonomous Institute Affiliated to VTU, Belagavi) Shavige Malleshwara Hills, Kumaraswamy
Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

Now a = 0.4441 f(a) = -0.2106

b = 0.5095 f(b) = 0.4793

af(b)−bf(a)
3rd approximation x3 = f(b)−f(a)

(0.4441)(0.4793)−(0.5095)(−0.2106)
∴ x3 = 0.4793+0.2106
= 0.4640

IV iteration : f(x3) = f(0.4640) = -0.1563<0

∴ the root lies in (0.4640,0.5095)

Now a = 0.4640 f(a) = -0.1563

b = 0.5095 f(b) = 0.4793

af(b)−bf(a)
4rd approximation x4 =
f(b)−f(a)

(0.4640)(0.4793)−(0.5095)(−0.1563)
∴ x4 = = 0.4751
0.4793+0.1563

Hence the required approximation root correct to three decimal place is 0.475

4) Find a real root of the equation x𝐥𝐨𝐠 𝟏𝟎 𝐱 = 𝟏. 𝟐 by Regula falsi method correct to four
decimal places & carry out three iterations.

Soln.: Let f(x) = xlog10 x −1.2

f (1) = -1.2, f(2) = -0.6<0 , f(3) = 0.23>0
The real root lies in (2, 3) and will be in the neighborhood of 3.
f(2.7) = 2.7log10 2.7 −1.2 = -0.0353

f(2.8) = 2. 8log10 2.8 −1.2 = +0.052

The root lies in (2.7, 2.8)

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(An Autonomous Institute Affiliated to VTU, Belagavi) Shavige Malleshwara Hills, Kumaraswamy
Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

I iteration: a = 2.7 f(a) = -0.0353

b = 2.8 f(b) = +0.052

af(b)−bf(a)
𝟏𝐬𝐭 Approximation x1 = f(b)−f(a)
(2.7)(0.052)−2.8(−0.0353)
∴ x1 = = 2.7404
0.052+0.0353
II iteration : f(x1) = f(2.7404) = -0.00021< 0
∴ the root lies in (2.704,2.8)
Now a = 2.7404 f(a) = -0.00021
b = 2.8 f(b) = 0.052
af(b)−bf(a)
2nd approximation x2 = f(b)−f(a)

(2.7404)(0.052)+(2.8)(0.00021)
∴ x2 = = 2.7406
0.052+0.00021

III iteration : f(x2) = f(2.7406) = -0.00004< 0

∴ the root lies in (2.706,2.8)

Now a = 2.7406 f(a) = -0.00004

b = 2.8 f(b) = 0.052

af(b)−bf(a)
3rd approximation x3 = f(b)−f(a)

(2.7406)(0.052)+(2.8)(0.00004)
∴ x3 = = 2.740646
0.052+0.00004

Thus the required approximate root correct to four decimal places is 2.7406

5) Use the method of false position, to find the fourth root of 32 correct to three decimal
places.

4
Soln.: Let x = √32 ∴ x4 = 32 or x4-32 = 0
Taking f(x) = x4-32 we have,

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DEPARTMENT OF MATHEMATICS

f(2) = -36< 0, f(3) = 49> 0

∴ a real root of f(x)=0 lies in (2,3) and will be in the neighborhood of 2
f(2.3) = -4.0156 < 0
f(2.4) = 1.1776 > 0
∴ the root lies in (2.3,2.4)
I iteration: a = 2.3 f(a) = -4.0156
b = 2.4 f(b) = 1.1776
af(b)−bf(a)
𝟏𝐬𝐭 Approximation x1 = f(b)−f(a)
(2.3)(1.1776)−(2.4)(−4.0156)
∴ x1 = = 2.3773~2.37
1.1776+4.0156
II iteration :f(x1) = f(2.377) = -0.0760 < 0
∴ the root lies in (2.377,2.4)
Now a = 2.377 f(a) = -0.076
b = 2.4 f(b) = 1.1776

af(b)−bf(a)
2nd approximation x2 = f(b)−f(a)
(2.377)(1.1776)+(2.4)(−0.076)
∴ x2 = = 2.3780~2.378
1.1776+0.076
III iteration : f(x2) = (2.378) = -0.02228 < 0
∴ the root lies in (2.378,2.4)

Now a = 2.378 f(a) = -0.02228

b = 2.4 f(b) = 1.1776

af(b)−bf(a)
3rd approximation x3 = f(b)−f(a)

(2.378)(1.1776)+(2.4)(−0.02228)
∴ x3 = = 2.37840~2.378
1.1776+0.02228

Hence the required approximation root correct to three decimal place is 2.378

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(An Autonomous Institute Affiliated to VTU, Belagavi) Shavige Malleshwara Hills, Kumaraswamy
Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

NEWTON RAPHSON METHOD

Introduction:
N – R method is a method of finding successively better approximation to the roots of a real
valued function.
Newton’s method is used to obtain a better approximation of a root using the earlier
approximations obtained by bisection method or Regula falsi method.
Let x0 be an approximate root of f(x) = 0 and let x1 = x0+h be the correct root so that f(x1) = 0.
Expanding f(x0+h) by Taylor’s series, we obtain
h2 “
f(x0) + hf ‘(x0) + f (x0) + ……… = 0
2!
Neglecting the second and higher order derivatives, we have
f(x0) + h f ‘(x0) = 0
f(x0 )
Which gives h =
f ‘(x0 )
A better approximation than x0 is therefore given by x1, where
f(x0 )
X1 = x 0 - f ‘(x0 )
Similarly, starting with x1, a still better approximation x2 is given by
f(x1 )
X2 = x1- f ‘(x1 )
f(xn )
In general xn+1 = xn - f ‘(xn )
This is known as the Newton Raphson formula or Newton’s iterative formula.

Problems:
1) Use Newton Raphon,s method to find a real root of the equation 𝐱 𝟒 -x-10=0

Soln.: Let f(x) = x 4 -x-10

f(0) = - 10< 0
f(1) = - 10<0
f(2) = 4 > 0
A root lies in (1, 2)

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Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

Root lies in between 1.8 and 1.9. It will be in the neighborhood of 1.9 and let the approximate
root x0 = 1.9
We have f(x) = x 4 -x-10 , f’(x) = 4x3-1
I iteration:
f(x0 ) f(1.9)
X1 = x 0 - = 1.9 -
f ‘(x0 ) f ‘(1.9)
1.1321
X1 = 1.9 - = 1.857
26.436
II iteration:
f(x1 ) f(1.857)
X2 = x1- = 1.857 -
f ‘(x1 ) f ‘(1.857)
0.03972
X2 = 1.857 - 24.623
= 1.856

Thus the required root is 1.856

2) Using Newton Raphon method, find the root that lies near x = 3.8 of the equation
𝟐𝐱 − 𝐥𝐨𝐠 𝟏𝟎 𝐱 – 7 = 0

Soln.: Let f(x) = 2x − log10 x – 7

or f(x) = 2x - log e x log10 x - 7
1
f’(x) = 2 - x log10 e
given x0 = 3.8

I iteration:
f(x0 ) f(3.8)
X1 = x 0 - = 3.8 -
f ‘(x0 ) f ‘(3.8)
0.0202
X1 = 3.8 - = 3.7893
1.80571
II iteration:
f(x1 ) f(3.7893)
X2 = x1- = 3.7893 -
f ‘(x1 ) f ‘(3.7893)
X2 = 3.789278 ~ 3.7893

Thus the required root is 3.7893

3) Find the real root of the equation 3x = 𝐜𝐨𝐬 𝐱 + 1 correct to four decimal places using

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DEPARTMENT OF MATHEMATICS

Newton’s method

Soln.: Let f(x) = 3x - cos x – 1

f(0) = - 2< 0, f(1) = 1.4597> 0
so a root of f(x) = 0 lies between 0 and 1. It is nearer to 1. Let us take x0 = 0.6.
Also f’(x) = 3+sin x
I iteration:
f(x0 ) f(0.6)
X1 = x 0 - f ‘(x0 )
= 0.6-
f ‘(0.6)
3(0.6)− cos( 0.6)−1
X1 = 0.6 – = 0.6071
3+sin( 0.6)
II iteration:
f(x1 ) f(0.6071)
X2 = x1- f ‘(x1 )
= 0.6071 - f ‘(0.6071)
3(0.6071)− cos( 0.6071)−1
X2 = 0.6071– = 0.6071
3+sin(0.6071)

Thus the required root is 0.6071

4) Using Newton Raphon method , find the root that lies near x = 4.5 of the equation
𝐭𝐚𝐧 𝐱 = 𝐱 Correct to four decimal places (Here x is in radians)

Soln.: Let f(x) = tan x − x

f’(x) = sec 2 x − 1 = tan2 x
Also x0 = 4.5 radians.

I iteration:
f(x0 ) f(4.5)
X1 = x 0 - = 4.5-
f ‘(x0 ) f ‘(4.5)
[tan(4.5)− 4.5]
X1 = 4.5 – = 4.4936
tan2 (4.5)
II iteration:
f(x1 ) f(4.4936)
X2 = x1- = 4.4936 -
f ‘(x1 ) f ‘(4.4936)
[tan(4.4936)− 4.4936]
X2 = 4.4936 – = 4.4934
tan2 (4.4936)
III iteration:
f(x2 ) f(4.4934)
X3 = x2- = 4.4934 -
f ‘(x2 ) f ‘(4.4934)

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DEPARTMENT OF MATHEMATICS

[tan(4.4934)− 4.4934]
X2 = 4.4934 – = 4.4934
tan2 (4.4934)
Thus the required root is 4.4934

5) Using Newton Raphon method to derive an iteration formula to find √𝐍 and hence
𝐟𝐢𝐧𝐝 √𝟐𝟖
Soln.: Let x = √N
X2 = N
or X2 – N = 0
taking f(x) = x2 – N
We have f’(x) = 2x
Then Newton’s iterative formula gives
f(xn )
xn+1 = xn - f ‘(xn )
(x2n − n) x2n + n
xn+1 = xn - =
2xn ) 2xn )
1 N⁄ ]---------------------- (1)
I.e. xn+1 = [xn + xn
2
This is the required iteration formula for finding √N
1 28⁄ ]
To find √28 taking N = 28, the above formula (1), becomes xn+1 = [xn + xn
2
Since an approximate value of √28 = 5, we take x0 = 5
1 1
Then x1 = [x0 + 28⁄x0 ] = [5 + 28⁄5] = 5.3
2 2
1 1
x2 = 2 [x1 + 28 ⁄x1 ] = 2 [5.3 + 28⁄5.3] = 5.29151
1 1 28⁄
x3 = [x2 + 28⁄x2 ] = [5.28151 + 5.29151] = 5.29150
2 2

∴ √28 = 5.2915.
6) Find the smallest and largest of 𝐞𝐱 − 𝟒𝐱 = 𝟎 , correct four decimal places by Newton
Raphson method
Soln: For finding Smallest root
f(x) = ex − 4x =>f’(x) =ex − 4
f (0) =1>0
f (1) =e1 − 4 = −1.2817 < 0
x=0.3 f(0.3)=0.1499>0

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DEPARTMENT OF MATHEMATICS

x=0.4 f(0.4)= -0.1082<0

∴ Roots lies between (0.3, 0.4)
x0 = 0.3
I-iteration:
f(x ) 0.1499
x1 = x0 − f′ (x0 ) = 0.3 + = 0.3565
0 2.650
II-iteration:
f(x1 ) 2.0644X10−3
x2 = x1 − = 0.3566 + = 0.3574
f′ (x1 ) 2.5715
III-iteration:
f(x2 ) 7.5985X10−6
x3 = x2 − = 0.357 + = 0.3574
f′ (x2 ) 2.5704
2
For finding Largest roots: f (2) =e − 4 = −0.6109 > 0
f (3) =e3 − 12 = 8.0855 < 0
x0 = 3
I-iteration:
f(x ) f(3)
x1 = x0 − f′ (x0 ) = 3 + f′ (3) = 2.4973
0
II-iteration:
f(x ) f(2.4973)
x2 = x1 − f′ (x1 ) = 2.4973 + f′ (2.4973) = 2.2322
1
III-iteration:
f(x )
x3 = x2 − f′ (x2 ) = 2.1586
2
IV-iteration:
x4 = 2.1533
V-iteration:
f(x ) 3.5226 X10−5
x5 = x5 − f′ (x5 ) = 2.1533 − = 2.1533
5 4.6132

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SOLUTION OF SYSTEM OF NON-HOMOGENEOUS EQUATIONS:

The methods to solve the system of linear simultaneous equations are Direct methods and
Indirect Methods. Direct Methods are also known as Exact Methods and Indirect Methods are
also known as Iterative Methods.
Under Iterative methods we have Gauss Jacobi, Gauss Seidel and Relaxation methods and
under Direct methods we have Gauss Elimination, Gauss Jordan and Crout's Method.

In numerical analysis are based on the idea of successive approximations. This iterative method
begins with one or two initial approximations of the roots, with a sequence of approximations
x1, x2, x3, …, xk, …, as k → ∞, this sequence of roots converges to exact root 𝛼. For a system of
equations Ax = B, we begin with an initial approximation of solution vector x = xo, by which we
get a sequence of solution vector x1, x2, …, xk, … as k → ∞, this sequence converges to the
solution x = A– 1B.

Convergence of Iterative Methods: The sequence of iterates {xk} is said to be converging to the
exact root x, if
limk→∞xk=xor|xf−x|≤ε
Where 𝜀 is a very small positive quantity called error tolerance or error bound.
The criterion to terminate Iteration Process: As we cannot perform the iteration process
infinitely, we need some criterion to stop the iteration; we may use one or both of the criteria:

 The approximated root satisfies the given system of linear equations to a given
accuracy.
 The magnitude of the difference between two successive iterates is negligible or smaller
than a given error bound 𝜀.

Jacobi Method

Jacobi method or Jacobian method is named after German mathematician Carl Gustav Jacob
Jacobi (1804 – 1851). The main idea behind this method is,
For a system of linear equations:

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a11x1 + a12x2 + … + a1nxn = b1

a21x1 + a22x2 + … + a2nxn = b2

⠇
an1x1 + an2x2 + … + annxn = bn
To find the solution to this system of equations Ax = B, we assume that the system of equations
have a unique solution and there is no zero entry among the diagonal or pivot elements of the
coefficient matrix A.
Now, we shall begin to solve equation 1 for x1, equation 2 for x2 and so on equation n for xn, we
get
x1 = 1/a11 [b1 – a12x2 – a13x3 – … – a1nxn]
x2 = 1/a22 [b2 – a21x1 – a23x3 – … – a2nxn]

⠇
xn = 1/ann [bn – an1x1 – an3x3 – … – an n – 1xn – 1]
By making an initial guess for the solution x(0) = (x1(0), x2(0), …, xn(0)) and substituting these values
only to the right hand side of the above equations we get first approximations x(1) = (x1(1), x2(1),
…, xn(1)). Continuing this process iteratively we get sequence of approximations {x(k)} such that
as k → ∞, this sequence converges to exact solution of the system of equation up to a given
error tolerance.

Gauss-Seidel Method
The Guass-Seidel method is a improvisation of the Jacobi method. This method is named after
mathematicians Carl Friedrich Gauss (1777–1855) and Philipp L. Seidel (1821–1896). This
modification often results in higher degree of accuracy within fewer iterations.
In Jacobi method the value of the variables is not modified until next iteration, whereas in
Gauss-Seidel method the value of the variables are modified as soon as new value is evaluated.
For instance, in Jacobi method the value of xi(k) is not modified until the (k + 1)th iteration but in
Gauss-Seidel method the value of xi(k) changes in in kth iteration only.
Note:
1) Gauss Jacobi or Jacobi method is an iterative method for solving equations of diagonally
dominant system of linear equations.

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2) The only difference between Jacobi and Gauss-Seidel method is that, in Jacobi method the
value of the variables is not modified until next iteration, whereas in Gauss-Seidel method the
value of the variables are modified as soon as new value is evaluated.
3) Gauss-Seidel method is more efficient than Jacobi method as Gauss-Seidel method requires
less number of iterations to converge to the actual solution with a certain degree of accuracy.
4) The disadvantage of Jacobi method is that, even after the modified value of a variable is
evaluated in the present iteration, it is not used until the next iteration. In other words, the
value of all the variables which are used in current iteration are from the previous iteration,
hence increase the number of iterations to reach the exact solution.
Example 1:
Solve the system of equations using the Jacobi Method
26x1 + 2x2 + 2x3 = 12.6
3x1 + 27x2 + x3 = – 14.3
2x1 + 3x2 + 17x3 = 6.0
Obtain the result correct to three decimal places.
Solution:
First, check for the convergence of approximations,
26 > 2 + 2
27 > 3 + 1
17 > 2 + 3
Hence, the given system of equations are strongly diagonally dominant, which ensures the
convergence of approximations. Let us take the initial approximation, x1(0) = 0, x2(0) = 0 and
x3(0) = 0
First Iteration:
x1(1) = 1/26[12.6 – 2 × 0 – 2 × 0 ] = 0.48462
x2(1) = 1/27[ – 14.3 – 3 × 0 – 1 × 0 ] = – 0.52963
x3(1) = 1/17[6 – 2 × 0 – 3 × 0] = 0.35294

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DEPARTMENT OF MATHEMATICS

Second Iteration:
x1(2) = 1/26[12.6 – 2 × (– 0.52963 + 0.35294)] = 0.49821
x2(2) = 1/27[ – 14.3 – 3 × 0.48462 – 1 × 0.35294] = – 0. 59655
x3(2) = 1/17[6 – 2 × 0.48462 – 3 ×(– 0.52963)] = 0.38939
Likewise there will be modification in approximation with each iteration.

kth 0 1 2 3 4 5
iteration

x1 0.000 0.48462 0.49821 0.50006 0.50000 0.50001

x2 0.000 –0.52963 – 0.59655 – 0.59941 – 0.59999 – 0.60000

x3 0.000 0.35294 0.38939 0.39960 0.39989 0.40000

After the fifth iteration, we get |x1(5) – x1(4)| = |0.50001 – 0.50000| = 0.00001
|x2(5) – x2(4)| = | – 0.6 + 0.59999| = 0.00001
|x3(5) – x3(4)| = | 0.4 – 0.39989| = 0.00011
Since, all the errors in magnitude are less than 0.0005, the required solution is
x1 = 0.5, x2 = – 0.6, x3 = 0.4.
Example 2:
Solve the system of equations using the Gauss-Seidel Method
45x1 + 2x2 + 3x3 = 58
–3x1 + 22x2 + 2x3 = 47
5x1 + x2 + 20x3 = 67
Obtain the result correct to three decimal places.
Solution:
First, check for the convergence of approximations,

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45 > 2 + 3
22 > – 3 + 2
20 > 5 + 1
Hence, the given system of equations are strongly diagonally dominant, which ensures the
convergence of approximations. Let us take the initial approximation, x1(0) = 0, x2(0) = 0 and
x3(0) = 0
First Iteration:
x1(1) = 1/45[58 – 2 × 0 – 3 × 0 ] = 1.28889
x2(1) = 1/22[ 47 + 3 × 1.28889 – 2 × 0 ] = 2.31212
x3(1) = 1/20[67 – 5 × 1.28889 – 1 × 2.31212] = 2.91217.
Second Iteration:
x1(2) = 1/45[58 – 2 × 2.31212 – 3 × 2.91217 ] = 0.99198
x2(2) = 1/22[ 47 + 3 × 0.99198 – 2 × 2.91217 ] = 2.00689
x3(2) = 1/20[67 – 5 × 0.99198 – 1 × 2.00689] = 3.00166.
Likewise there will be modification in approximation with each iteration.

kth iteration 0 1 2 3 4

x1 0.000 1.28889 0.99198 0.99958 1.0000

x2 0.000 2.31212 2.00689 1.99979 1.99999

x3 0.000 2.91217 3.00166 3.00012 3.00000

After the fourth iteration, we get |x1(4) – x1(3)| = |1.0000 – 0.99958| = 0.00042
|x2(4) – x2(3)| = |1.99999 + 1.99979| = 0.00020
|x3(4) – x3(3)| = | 3.0000 – 3.00012| = 0.00012
Since, all the errors in magnitude are less than 0.0005, the required solution is

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x1 = 1.0, x2 = 1.99999, x3 = 3.0.

Rounding to three decimal places, we get x1 = 1.0, x2 = 2.0, x3 = 3.0

Rayleigh’s power method

Introduction: In some applications, it is required to compute the numerically largest Eigen

value and the corresponding Eigen vector. In such cases, the iterative method is more
convenient which is also well suited for computing machines. The iterative procedure for
finding the dominant Eigen value of a matrix is known as Rayleigh’s power method.

Let A be a square matrix and 𝑥 (0) be a initial Eigen vector in a simple form like [1 0 0]1or
[0 1 0]1 or [0 0 1]1 or [1 1 1]1. Then evaluate the matrix product A𝑥 (0) . Take the largest
component out as a common factor. (This technique is called normalization) to obtain

A𝑥 (0) =𝜆(1) 𝑥 (1) . Then compute A𝑥 (1) and again put in the form A𝑥 (1) =𝜆(2) 𝑥 (2) by
normalization. This iterative process is continued till two consecutive iterative value of 𝜆 and x
is the same up to the desired accuracy. The largest Eigen value and the corresponding Eigen
vector of the given square matrix A.

Problems:

1. Using power method , find the dominant Eigen value and the corresponding Eigen vector of
1 −3 2
the matrix A = [4 4 −1] by taking [1, 0, 0 ]1 as the initial Eigen vector, perform four
6 3 5
iterations.
Soln.: Here, we have to take x(0) = [1, 0, 0 ]1. We find

1 −3 2 1 1 0.167
X(1) = Ax(0) = [4 4 −1] [0] = [4] = 6 [0.667] = 𝜆(1) x(1)
6 3 5 0 6 1
1 −3 2 0.167 0.166 0.021
X(2) = Ax(1) = [4 4 −1] [0.667] = [2.336] = (8.003) [0.292] = 𝜆(2) x(2)
6 3 5 1 8.003 1

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1 −3 2 0.021 0.145 0.191

X(3) = Ax(2) = [4 4 −1] [0.292] = [0.252] = (6.002) [0.042] = 𝜆(3) x(3)
6 3 5 1 6.002 1
1 −3 2 0.191 2.065 0.329
X(4) = Ax(3) = [4 4 −1] [0.042] = [−0.068] = (6.272) [−0.011] = 𝜆(4) x(4)
6 3 5 1 6.272 1

Thus we get 𝜆(4) = 6.272 as an approximate value of the required Eigen value and

x(4) = [0.329, −0.011, 1]1 as the corresponding Eigen vector.

2. Find the numerically largest Eigen value and the corresponding Eigen vector of the matrix
4 1 −1
A = [ 2 3 −1] by taking the initial approximation to the Eigen vector as [1, 0, 0 ]1.
−2 1 5

Soln.: Here, we have to take x(0) = [1, 0, 0 ]1. We find

4 1 −1 1 4 1.0
X(1) = Ax(0) = [ 2 3 −1] [0] = [ 2 ] = 4 [ 0.5 ] = 𝜆(1) x(1)
−2 1 5 0 −2 −0.5
4 1 −1 1.0 5 1.0
X(2) = Ax(1) =[ 2 3 −1] [ 0.5 ] = [ 4 ] = 5 [ 0.8 ] = 𝜆(2) x(2)
−2 1 5 −0.5 −4 −0.8
4 1 −1 1.0 5.6 1.00
X(3) = Ax(2) = [ 2 3 −1] [ 0.8 ] = [ 5.2 ] = 5.6 [ 0.93 ] = 𝜆(3) x(3)
−2 1 5 −0.8 −5.2 −0.93
4 1 −1 1.00 5.86 1.00
X(4) = Ax(3) = [ 2 3 −1] [ 0.93 ] = [ 5.72 ] = 5.86 [ 0.98 ] = 𝜆(4) x(4)
−2 1 5 −0.93 −5.72 −0.98
4 1 −1 1.00 5.96 1.00
X(5) = Ax(4) =[ 2 3 −1] [ 0.98 ] = [ 5.92 ] = 5.96 [ 0.99 ] = 𝜆(5) x(5)
−2 1 5 −0.98 −5.92 −0.99

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4 1 −1 1.00 5.98 1
X(6) = Ax(5) = [ 2 3 −1] [ 0.99 ] = [ 5.96 ] = 5.98 [ 1 ] = 𝜆(6) x(6)
−2 1 5 −0.99 −5.96 −1
4 1 −1 1 6 1
X(7) = Ax(6) = [ 2 3 −1] [ 1 ] = [6] = 6 [ 1 ] = 𝜆(7) x(7)
−2 1 5 −1 6 −1
We observe that x(6) and x(7) are identical.

Thus the numerically largest Eigen value of A is 6 and the corresponding Eigen vector is
[1, 1, −1]1

3. Find the numerically largest Eigen value and the corresponding Eigen vector of the matrix

1 3 −1
A = [ 3 2 4 ]Starting with [0, 0, 1]1 as the initial Eigen vector, perform 5 iterations
−1 4 10
Soln.: Here, it is given that x(0) = [0, 0, 1 ]1. Therefore:

1 3 −1 0 −1 −0.1
X(1) = Ax(0) =[ 3 2 4 ] [0] = [ 4 ] = 10 [ 0.4 ] = 𝜆(1) x(1)
−1 4 10 1 10 1
1 3 −1 −0.1 0.1 0.009
X(2) = Ax(1) = [ 3 2 4 ] [ 0.4 ] = [ 4.5 ] = (11.7) [0.385] = 𝜆(2) x(2)
−1 4 10 1 11.7 1
1 3 −1 0.009 0.164 0.014
X(3) = Ax(2) = [ 3 2 4 ] [0.385] = [0.416] = (11.531) [0.416] = 𝜆(3) x(3)
−1 4 10 1 1 1
1 3 −1 0.014 0.262 0.022
X(4) = Ax(3) =[ 3 2 4 ] [0.416] = [4.874] = (11.65) [0.418] = 𝜆(4) x(4)
−1 4 10 1 11.65 1
1 3 −1 0.022 0.276 0.024
X(5) = Ax(4) = [ 3 2 4 ] [0.418] = [4.902] = (11.65) [0.421] = 𝜆(5) x(5)
−1 4 10 1 11.65 1

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Thus the numerically largest Eigen value of A is 11.65 and the corresponding Eigen vector is
[0.024, 0.421, 1]1

4. Using the power method, find the largest Eigen value and the corresponding Eigen vector of
6 −2 2
the matrix A = [−2 3 −1] Taking [1, 1, 1]1 as the initial Eigen vector. Perform 5
2 −1 3
iterations.

Soln.: Here, it is given that x(0) = [1, 1, 1 ]1. Therefore:

6 −2 2 1 6 1
X(1) = Ax(0) = [−2 3 −1] [1] = [0] = 6 [ 0 ] = 𝜆(1) x(1)
2 −1 3 1 4 0.67
6 −2 2 1 7.34 1
X(2) = Ax(1) = [−2 3 −1] [ 0 ] = [−2.67] = (7.334) [−0.36] = 𝜆(2) x(2)
2 −1 3 0.67 4.01 0.55
6 −2 2 1 7.82 1
(3) (2)
X = Ax = [−2 3 −1] [−0.36] = [−3.63] = (7.82) [−0.46] = 𝜆(3) x(3)
2 −1 3 0.55 4.01 1.51
6 −2 2 1 7.94 1
X(4) = Ax(3) = [−2 3 ] [
−1 −0.46 ] = [ −3.89 ] = (7.94) [ −0.49] = 𝜆(4) x(4)
2 −1 3 1.51 3.99 0.5
6 −2 2 1 7.98 1
X(5) = Ax(4) = [−2 3 −1] [−0.49] = [−3.97] = (7.98) [−0.5] = 𝜆(5) x(5)
2 −1 3 0.5 3.99 0.5
Thus the numerically largest Eigen value of A is 7.98 and the corresponding Eigen vector is
[1, −0.5, 0.5]1

5. Using the power method, find the largest Eigen value and the corresponding Eigen vector of
2 −1 0
the matrix A = [−1 2 −1]Taking [1, 0, 0]1 as the initial Eigen vector.
0 −1 2

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Soln.: Here, it is given that x(0) = [1, 0, 0 ]1. Therefore

2 −1 0 1 2 1
X(1) = Ax(0) = [−1 2 −1] [0] = [−1] = 2 [−0.5] = 𝜆(1) x(1)
0 −1 2 0 0 0
2 −1 0 1 2.5 1
X(2) = Ax(1) = [−1 2 −1] [0.5] = [−2.0] = (2.5) [−0.8] = 𝜆(2) x(2)
0 −1 2 0 0.5 0.2
2 −1 0 1 2.8 1
X(3) = Ax(2) = [−1 2 −1] [−0.8] = [−2.8] = (2.8) [ −1 ] = 𝜆(3) x(3)
0 −1 2 0.2 1.2 0.43
2 −1 0 1 3.0 0.87
X(4) = Ax(3) = [−1 2 −1] [ −1 ] = [−3.43] = (3.43) [ −1 ] = 𝜆(4) x(4)
0 −1 2 0.43 1.86 0.54
2 −1 0 0.87 2.74 0.80
X(5) = Ax(4) = [−1 2 ] [
−1 −1 ] = [−3.41 ] = (3.41) [ −1 ] = 𝜆(5) x(5)
0 −1 2 0.54 2.08 0.61
2 −1 0 0.80 2.6 0.76
X(6) = Ax(5) = [−1 2 −1] [ −1 ] = [−3.41] = (3.41) [ −1 ] = 𝜆(6) x(6)
0 −1 2 0.61 2.22 0.65
Thus the numerically largest Eigen value of A is 3.41 and the corresponding Eigen vector is
[0.76, −1, 0.65]1

Exercise:

Using power method, find the dominant Eigen value and the corresponding Eigen vector of the
following matrix

4 1 −1
(1) A = [ 2 3 −1]
−2 1 5
1 6 1
(2) A = [1 2 0]
0 0 3

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7 3 −2
(3) A = [ 3 4 −1]
−2 −1 3
1 2 3
(4) A = [0 −4 2]
0 0 7
4 1 0
(5) A = [1 2 1]
0 1 1

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