ITERATIVE METHODS
The types of iterative methods are
(a) Gauss-Jacobi method
(b) Gauss-Seidel method
(a) Jacobi method of iteration or Gauss-Jacobi method
We shall explain this method in the case of three equations in three
unknowns.
Consider the system of equations,
Then, iterative method can be used for the system (1). Solve for x, y,
z (whose coefficients are the largest values) in terms of the other
variables.
Continuing in the same way, if the th iterates are x(r), y(r), z(r), the
iteration scheme reduces to
The procedure is continued till the convergence is assured (correct to
required decimals).
(b) Gauss-Seidel method of iteration
This method is only a refinement of Gauss-Jacobi method. As before,
We start with the initial values y(0), z(0) for y and z and get (1) from the
first equation. That is,
While using the second equation, we use z(0) for z and x(1) for x
instead of x(0) as in the Jacobi's method, we get
Now, having known x(1) and y(1), use x(1) for x and y(1) for y in the third
equation, we get
To find the value of the unknowns, we use the latest available values
on the right hand side. If x(t), y(t), z(r) are the rth iterates, then the
iteration scheme will be
This process of iteration is continued until the convergence is
confirmed. As the current values of the unknowns at each stage of
iteration are used in getting the values of unknowns, the
convergence in Gauss-Siedel method is very fast when compared to
Gauss-Jocobi method and this method is roughly two times faster
than that of Gauss-Jacobi method.
Note: We emphasize, however, that without diagonal dominance,
neither Jacobi nor Gauss-Seidal is sure to converge. When both
methods converge, the Gauss-Seidel method converges faster. Data
(1995) discusses this and gives examples.
Note on Diagonally dominant: When the system of equations can be
ordered so that each diagonal entry of the coefficient matrix is larger
in magnitude than the sum of the magnitudes of the other
coefficients in that row, such a system is called diagonally dominant.
1. Solve the following system of equations by Gauss-Jacobi method
and Gauss-Seidel Method.
27x + 6y - z = 85
x + y + 54z = 110
6x + 15y + 2z = 72
Solution :
Note :
(1) Solve by using calculator and cross check your answer.
(2) Fix 3 decimal places in your calculator.
We get x = 2.425, y = 3.573, z = 1.926
As the coefficient matrix is not diagonally dominant we rewrite the
equations.
27x + 6y-z = 85; 6x+15y + 2z = 72; x+y+54z = 110
Since, the diagonal elements are dominant in the coefficient matrix,
we write x, y, z as follows:
(1) Gauss-Jacobi method
Let the initial values be x = 0, y = 0, z = 0
First iteration :
Second iteration :
Third iteration :
Fourth iteration :
Fifth iteration :
Sixth iteration :
Seventh iteration :
Eighth iteration :
Ninth iteration
Eighth iteration and Ninth iteration coinsides.
Hence, x = 2.425, y = 3.573, z= 1.926
Correct to three decimal places.
2. Gauss-Seidel Method
Let the initial values be y = 0, z = 0
First iteration
Second iteration
Third iteration
Fourth iteration
Fifth iteration
Fourth iteration values = Fifth iteration values.
Hence, x = 2.425, y = 3.573, z = 1.926
This shows that the convergence is rapid in Gauss-Seidel Method
when compared to Gauss-Jacobi method.
2. Solve the following equations by Gauss-Seidel method
4x + 2y + z = 14, x + 5y - z = 10, x + y + 8z =
Solution :
Note :
(1) Solve by using calculator and cross check your answer.
(2) Fix 2 decimal places in your calculator.
We get x = 2.00, y = 2.00, z = 2.00
As the coefficient matrix is diagonally dominant solving for x,y,z we
get
First iteration
Second iteration
Third iteration
Fourth iteration
Fifth iteration
Sixth iteration
Fifth iteration values = Sixth iteration values.
Hence, x = 2, y = 2, z = 2
3. Solve by Gauss-Seidel method x-2y=-3, 2x + 25y = 15 correct to four
decimal places.
Solution :
Note :
(1) Solve by using calculator and cross check your answer.
(2) Fix 4 decimal places in your calculator.
We get x = -1.5518, y = 0.7241
First Iteration :
Second iteration :
Third iteration :
Fourth iteration :
Fifth iteration :
Sixth iteration :
Seventh iteration :
Eighth iteration :
Seventh iteration values = Eighth iteration values.
Hence, x = -1.5518, y = 0.7241
4. Using Gauss-Seidel method, solve the following system. Start with
x = 1, y = -2, z = 3.
x + 3y + 52z = 173.61 –
x - 27y + 2z = 71.31
41x - 2y + 3z = 65.46
Solution :
Note :
(1) Solve by using calculator and cross check your answer.
(2) Fix 2 decimal places in your calculator.
We get x = 1.23, y = -2.34, z = 3.45 - 2
As the coefficient matrix is not diagonally dominant as it is, we
rewrite the equation.
41x - 2y + 3z = 65.46; x - 27y + 2z = 71.31; x + 3y + 52z = 173.61
Now, the diagonal elements are dominant in the coefficient matrix,
we write x, y, z as follows :
Let the initial values be x = 1,y =- 2, z = 3
First Iteration
Second Iteration
Third Iteration
Second iteration values = Third iteration values.
Hence, the result of x = 1.23, y = -2.34, z = 3.45
5. Solve the given system of equations by using Gauss-Seidal iteration
method.
20x + y = 2z = 17
3x + 20y z = -18
2x - 3y + 20z = 25
Solution :
Note :
(1) Solve by using calculator and cross check your answer.
(2) Fix 4 decimal places in your calculator.
We get x = 1.0000, y=-1.0000, z= 1.0000+x0s
As the coefficient matrix is diagonally dominant solving for x, y, z we
get
Let the initial values be y = 0, z = 0
First iteration
Second iteration
Third iteration
Fourth iteration
Third iteration values = Fourth iteration values.
Hence x = 1, y = -1, z = 1
6. Solve the system by Gauss Seidal iteration method :
20x + 4y - z = 32, x + 3y + 10z = 24, 2x + 17y + 4z = 35 .
Solution :
Note :
(1) Solve by using calculator and cross check your answer.
(2) Fix 3 decimal places in your [Link] silini or 10
We get x = 1.398, y = 1.466, z = 1.820
As the coefficient matrix is diagonally dominant solving for x, y, z we
get
Let the initial values be y = 0, z = 0
First iteration :
Second iteration :
Third iteration :
Fourth iteration :
Fifth iteration:
Sixth iteration :
Fifth iteration values = Sixth iteration values. Sixth iteration values.
Hence, x = 1.398, y = 1.466, z = 1.820
7. Solve the following equations using Gauss Jacobi method.
30x - 2y + 3z75, x + 17y - 2z = 48, x + y + 9z = 15
Solution :
Note:
(1) Solve by using calculator and cross check your answer.
(2) Fix 3 decimal places in your calculator.
We get x = 2.580, y = 2.798, z = 1.069
As the coefficient matrix is diagonally dominant solving for x, y, z we
get
Let the initial values be x = 0, y = 0, z= 0
First iteration :
Second iteration :
Third iteration :
Fourth iteration :
Fifth iteration :
Sixth iteration :
Seventh iteration :
Sixth iteration values = Fifth iteration values.
Hence, x = 2.580, y = 2.798, z = 1.069