3 views

Original Title: Generalized SOR Method for solving Non-Square Linear Systems

- abdulcode1.txt
- math1210pipelineproject
- j29problems2.pdf
- bzca7e_03_01.pptx
- C++ Proposed Exercises (Chapter 9: The C++ Programing Language, Fourth Edition) - Solution -
- Polinom Newton
- Mediators Rahul
- M33.pdf
- Statement of the problem
- 0512460
- Lecture 2 of 11 (Chap 5, Matrices)
- 874349
- Chap 06
- ASSESSMENT - Limits & Continuity
- hw2
- Test Plan
- listexercise
- Transpartation
- Ri Beginning Calculus
- 86-013.pdf

You are on page 1of 4

ISSN No:-2456-2165

Linear Systems

1

V.B. Kumar Vatti, 1M.Santosh Kumar , 2V.V.Kartheek

1

Dept. of Engineering Mathematics,

2

Dept. of Computer Science & Systems Eng.

Andhra University, Visakhapatnam, India

2

Abstract:- In this paper, we propose SOR method for ω= ..(1.8)

the solution of non-square linear systems which can be 1+√1+μ̅ 2

called as generalized SOR method. A numerical example

is considered to exhibit the superiority of this method

over the generalized Jacobi and generalized Gauss-

Seidel methods. AMS Subject Classification:- where 𝜇̅ = 𝑚𝑎𝑥|𝜇𝑖 | and 𝜇𝑖 are the eigenvalues of the

15A06,65F15,65F20,65F50 Jacobi matrix J = L + U.

Keywords:- Iterative method, Jacobi, Gauss-Seidel, SOR, Using the iterative method developed by Wheaton and

Convergence. Samuel[1], Saha[2] proposed the generalized Jacobi method

for solving non-square linear systems, and he also proposed

I. INTRODUCTION generalized Guass-Seidal method which looks somewhat

hollow as the inverse of a strictly lower triangular matrix

Without loss of generality, we consider a linear system doesn't exist.

of ‘m’ equations in ‘n’ unknowns (m<n) of the form

𝑥1 + 𝑎12 𝑥2 + 𝑎13 𝑥3 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1 In this paper, we describe the generalized SOR

𝑎21 𝑥1 + 𝑥2 + 𝑎23 𝑥3 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2 method in section 2 and in section 3 its convergence criteria

. . . . . is discussed. A numerical example is presented in the

. . . . . concluding section to show the superiority of the proposed

𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + 𝑎𝑚3 𝑥3 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚 (1.1) method.

These equations can be expressed as a matrix system II. GENERALIZED SUCCESSIVE OVER

AX = b ..(1.2) RELAXATION (GSOR)

Method

where 𝐴 ∈ ℝ𝑚×𝑛 and 𝑋 and 𝑏 are unknown and

known m and n dimensional vectors respectively. Let X (k) be the kth approximate solution to the

Partitioning the rectangular matrix A as system(1.2). Then as mentioned in [1] , the (k+1)

̃] approximate is obtained as

A = [B B ..(1.3)

where B ∈ ℝm×n and B ̃ ∈ ℝm,n−m , then the equation X (k+1) = X (k) + S(A)d(k) ..(2.1)

(1.2) can be put in the form

where S(A) is the 𝑛 × 𝑚 matrix having 0, −1 and 1 as

̃ ] ( X1 ) = b

[B B ..(1.4) its elements indicating the signs of the transpose matrix of A

X2 and

T

where X1 and X2 are m and n − m dimensional b1 −A1 X(k) b2 −A2 X(k) bm −Am X(k)

d(k) = [ , , … … ]

vectors respectively. m‖A1 ‖ m‖A2 ‖ m‖Am ‖

BX1 + B̃X2 = b ..(1.5)

Here ‖Ai ‖, (i = 1,2, , , , m) are l1 -norms of ith row vector of

For m = n in (1.1), the system (1.2) it can be expressed as

A.

(I − L − U)X = b ..(1.6)

Do the following steps by considering the equation

where −L and − U are strictly lower and upper X (0)

(1.4) with an initial approximation X (0) = ( 1 (0) ).

triangular parts of the coefficient matrix A respectively. The X2

SOR method for solving (1.6) is defined by

Step 1: Assign k ← 0

X (n+1) = (I − ωL)−1 {[(1 − ω)I + ωU]X (n) + ωb} ..(1.7)

Step 2: Calculate for a positive definite matrix B,

(n = 0,1,2, … )

with the choice of relaxation parameter 𝜔 𝑎𝑠 b̃ (k) = b − BX1 (k) ..(2.3)

Volume 3, Issue 11, November – 2018 International Journal of Innovative Science and Research Technology

ISSN No:-2456-2165

Applying the procedure given in [1] to the system III. CONVERGENCE CRITERIA

BY = b̃ (k) with the initial guess 𝑋2 (𝑘) to obtain 𝑋2 (𝑘+1) 𝑖. 𝑒.,

̃

𝑋 (𝑘)

Let 𝑋 (𝑘) = ( 1 (𝑘) ) where 𝑋1 (𝑘) ∈ ℝ𝑚 𝑎𝑛𝑑

X2 (k+1) = X2 (k) + S(B

̃) d(k) ..(2.4) 𝑋2

𝑋2 (𝑘) ∈ ℝ𝑛−𝑚 , be the kth appropriate solution of the system

where S(B ̃) is a matrix of order (n − m) × m whose (1.4)

̃ T and d(k) is m- As

elements are the signs of the elements of B

th

dimensional vector whose i entry is (k)

(k) b̃i − B ̃i X2 (k)

di =

di (k) = m. ‖𝐵̃𝑖 ‖

̃i (k) −B

b ̃ i X2 (k)

̃ i‖

..(2.5) bi − Bi X1 (k) − B̃i X2 (k)

m‖B

=

m. ‖B̃i ‖

Step 3: Calculate

bi − (Bi X1 (k) + B̃i X2 (k) )

=

b̂ (k) = b − B

̃X2 (k+1) ..(2.6) m. ‖𝐵̃𝑖 ‖

bi −Ai X1 (k)

= ..(3.1)

Applying the SOR method (1.7) with (1.8) to the m.‖𝐵̃𝑖 ‖

square linear system 𝐵𝑧 = 𝑏̂ (𝑘) with the initial guess 𝑋1 (𝑘)

to obtain 𝑋1 (𝑘+1) i. e; If we denote the non-singular matrix

̃ ̃ ̃m ‖) by N(𝐵̃ ), then (3.1) can be put

diag(‖B1 ‖, ‖B2 ‖, … . . ‖B

X1 (k+1) = (I − ωL)−1 [{(1 − ωL)I + ωU}X1 (k) + in the form

ωb̂ (k) ] .. (2.7

) d(k) =

1

̃)−1 (b −

N(B

m

AX (k) ) . . (3.2)

(or) X1 (k+1) = Lω X1 (k) + (I − ωL)−1 . ωb̂ (k) ..(2.8)

By the equation (2.4) of step2 of the algorithm, we have

where Lω = (I − ωL)−1 {(1 − ω)I + ωU} is the SOR 1

iteration matrix and '𝜔′ is as given in (1.8). X2 (k+1) = X2 (k) + S(B ̃). N(B̃)−1 (b − AX (k) ) . . (3.3)

m

X1 (k+1) With this the equation (2.6) of step3 further reduces to

Step 4: Obtain X (k+1) = ( ) where X2 (k+1) and

X2 (k+1)

̃X2 (k) + 1 S(B

b̂ (k) = b − B ̃). N(B̃)−1 (AX (k) −

m

X1 (k+1) are obtained in steps 2 and 3 respectively. b) ..(3.4)

Step 5: If ‖AX (k+1) − b‖ < ϵ where 𝜖 is the fixed The SOR method now for obtaining 𝑋1 (𝑘+1) is derived

threshold, take 𝑋 (𝑘+1) as the solution of (1.2). If not assign from (2.7) can be rewritten as

k ← k + 1 and go to step 2.

X1 (k+1) = (I − ωL)−1 [(I − ωL + ωI + ωL + ωU)X1 (k)

+ ωb̂ (k) ]

Remark

For 𝜔 = 1 in (2.7), the generalized SOR method = (I − ωL)−1 [(I − ωL)X1 (k)

realizes generalized Gauss-seidal method and for the − ω{(I − L − U)X1 (k) − b̂ (k) }]

generalized Jacobi method, replace the equation = X1 − ω(I − ωL)−1 {BX1 (k) − b̂ (k) }

(k)

. . (3.5)

(2.7) by

X1 (k+1) = (L + U)X1 (k) + b̂ (k) . . (2.9) ̃X2 (k+1) , from (3.3),

Since AX (k+1) = BX1 (k+1) + B

(3.4) and (3.5) we can have

̃X2 (k+1)

AX (k+1) = BX1 (k+1) + B

̃X2 (k)

= BX1 (k) − ωB(I − ωL)−1 {BX1 (k) − b + B

1

− S(B ̃). B ̃)−1 (AX (k) − b)}

̃. N(B

m

1

̃X2 (k) + S(B

+B ̃). B ̃)−1 (b − AX (k) )

̃. N(B

m

− P(AX (k) − b)} − P(AX (k) − b)

Volume 3, Issue 11, November – 2018 International Journal of Innovative Science and Research Technology

ISSN No:-2456-2165

where 3/5 1/5 2/5 530/105

𝑞

1

̃. S(B ̃)−1

̃)N(B 4/10 4/10 −3/10 11/210

P = .B ..(3.6) + [ ] (𝑟 ) = ( )

m 3/5 −3/5 1/5 134/35

𝑠

−2/5 3/5 1/5 −289/105

Now, AX (k+1) − b = (AX (k) − b) − ωB(I − ωL)−1

(I − P)(AX (k) − b) − P(AX (k) − b) It is to note that the conditions for convergence criteria

i.e; (3.8), (3.9) and (3.11) are satisfied for the above system.

= (AX (k) − b)[I − ωB(I − ωL)−1 (I − P) − P] Now applying the procedure given in section 2, we obtained

(k)

= (AX − b)[{I − ωB(I − ωL)−1 }. (I − P)] ..(3.7) the following data and the non-basic solutions upto an

From (3.8), we have X = lim X (k) is a solution of the accuracy of 0.5 × 10−10 starting with a null vector as a

k

system (1.4) provided initial guess.

‖I − ωB(I − ωL)−1 ‖ < 1 ..(3.8) n Values of ‖𝑏 − 𝐴𝑋‖1 in successive iterations and obtained

and final solution upto an error less than 0.5E-10

‖(I − P)‖ <

1 ..(3.9) Generalised Generalised Generalised

JACOBI GAUSS-SEIDAL SOR

where P is the matrix as given in (3.6).For the existence of

x, we consider 1 4.09352609 1.83483632 1.08856249

‖X (k+1) − X (k) ‖ = ‖X1 (k+1) − X1 (k) ‖ + ‖X 2 (k+1) − X2 (k) ‖ 2 1.87329034 0.51129288 0.29789633

3 0.72835033 0.16122001 0.08271513

. ‖ω(I − ωL)−1 (I − P)(b − AX (k) )‖ . . . .

1

+ ‖ S(B ̃)N(B̃)−1 (b . . . .

m 16 10.3774186E 4.25251637E-8 10.3810175E-9

− AX (k) )‖ -6

17 3.9486858E- 1.93810483E-8 10.3810175E-9

≤ ‖𝜔(𝐼 − 𝜔𝐿)−1 (𝐼 − 𝑃)‖

6

1 −1

+ ‖ 𝑆(𝐵̃ )N(𝐵̃ ) ‖ ‖𝐴𝑋 (𝑘) − 𝑏‖ . . . (x,y,z,p,q,r,s)

𝑚 . . . =(5.01262429,

. . (3.10)

. . . 2.96595439,

With this we can conclude that 𝑋 = lim 𝑋 (𝑘) exists as 2.06287791

𝑘

0.87928128,

𝑋 (𝑘) is a Cauchy-sequence.

2.42931515,

Hence, the generalized SOR method converges under -2.42931515,

the conditions (3.8) and (3.9) for any matrix norm. 1.06376678)

22 7.7626535E-9

Remark 23 7.7626535E-9

It can be shown that the Generalized Guass-seidal and (x,y,z,p,q,r,s)=(4.9921

Generalized Jacobi methods converge under the conditions. 4357,2.93471021,

‖I − B(I − L)−1 ‖ < 1 and ‖I − B‖ < 1 1.99688395,

..(3.11)

0.91817848,

respectively along with the condition (3.9), as done above. 2.48270963,

-2.48270963,

IV. NUMERICAL EXAMPLE 1.04977851)

In this section, we consider the following non-square . .

linear system i.e; . .

x 30 11.09537E-9

1 −2/5 0 −1/5 3/5 1/5 2/5 y 31 11.09537E-9

−14/35 1 −2/7 0 4/10 4/10 −3/10 z (x,y,z,p,q,r,s)

[ ] p

0 −14/35 1 −1/5 3/5 −3/5 1/5 q =

−1/5 0 −1/5 1 −2/5 3/5 1/5 r (3.19440836,

(s)

530/105 1.12036248,

11/210 2.59066879,

=( ) -

134/35

−289/105 1.05611782,

2.62982539,

This system can be expressed as in (1.5), as 0.51312802,

1 −2/5 0 −1/5 𝑥 1.02402821)

−14/35 1 −2/5 0 ] (𝑦) Table 1

[

0 −14/35 1 −1/5 𝑧

−1/5 0 −1/5 1 𝑝

Volume 3, Issue 11, November – 2018 International Journal of Innovative Science and Research Technology

ISSN No:-2456-2165

V. CONCLUSION

It is evident from the above table-1 that the GSOR

method converged more rapidly than the Generalised Jacobi

and Generalised Gauss-seidal methods for solving non-

square linear systems as in the case of SOR method with

respect to Jacobi and Gauss-seidal methods for the solution

of square linear systems.

REFERENCES

[1]. I. Wheaton and S. Awoniyi. A new iterative method

for solving non-square systems of linear equations.

Journal of Computational and Applied Mathematics,

322:1-6, 2017.

[2]. Manideepa Saha. Generalized Jacobi and Gauss-Seidal

method for solving non-square NIT Megalaya,

Shillong, India arXiv:1706.07640vl [math.NA] 23 Jun

2017.

[3]. R.S. Varga Matrix iterative analysis. Springer, 2000.

[4]. M.T.Micheal Scientific Computing: An introductory

survey. McGraw Hill, 2002.

[5]. C.T.Kelley Iterative methods for linear and non-linear

equations. SIAM, Philadelphia 1995.

[6]. W.Hackbusch Iterative solution of large Sparse systems

of equations. Springer-Verlag, 1994.

[7]. D.M.YOUNG, Iterative Solution of Large Linear

Systems, Academic Press, New York and London,

1971.

- abdulcode1.txtUploaded bys padhi
- math1210pipelineprojectUploaded byapi-272745647
- j29problems2.pdfUploaded byPol Mestres
- bzca7e_03_01.pptxUploaded byAnonymous xHHqPDS
- C++ Proposed Exercises (Chapter 9: The C++ Programing Language, Fourth Edition) - Solution -Uploaded byMauricio Bedoya
- Polinom NewtonUploaded byshimchan
- Mediators RahulUploaded byintisar ibrahim
- M33.pdfUploaded byLehoang Huy
- Statement of the problemUploaded byGaurav Kaushik
- 0512460Uploaded byCathyLe
- Lecture 2 of 11 (Chap 5, Matrices)Uploaded byABC_Ais Batu Campur
- 874349Uploaded byUlyviatrisna
- Chap 06Uploaded byAmitoj Singh Saini
- ASSESSMENT - Limits & ContinuityUploaded byShannon Burton
- hw2Uploaded byidzikowskid21
- Test PlanUploaded byKhyati Dhabalia
- listexerciseUploaded bytedmania
- TranspartationUploaded byMudit Bothra
- Ri Beginning CalculusUploaded byMuzammer Mansor
- 86-013.pdfUploaded byNovia
- 3. Dr.ali Hasan - Ijmperd-34Uploaded byTJPRC Publications
- log1.txtUploaded byChristian Aguilos Ramirez
- Algebra de FuncionesUploaded byErnesto Heliodoro Escobedo Hernandez
- 05 - ReviewUploaded bySarthak Shah
- Obj. 9 Rational Functions (Presentation)Uploaded bySandra Miller
- ex3.pdfUploaded byHakan Kaya
- Chapter 6 ChemistryUploaded byparriworld
- Obout Calender ComponentUploaded bysubandiwahyudi08
- Solutions for Theory of ComputationUploaded byVishnu S. M. Yarlagadda
- Phase SynchronizationUploaded byOutman Ardy

- Comparison of Intravenous Ketamine 0.25 Mg/KgBW and Intravenous Tramadol 0.5 Mg/KgBW for Prevention of Shivering Post Spinal AnesthesiaUploaded byInternational Journal of Innovative Science and Research Technology
- Experimental Study on the Structural Retrofitting of RC Beam Using Synthetic Steel Mesh Fiber and High Strength Aramid Kevlar Fiber Reinforced in Concrete BeamUploaded byInternational Journal of Innovative Science and Research Technology
- QUANTUM DYNAMICSUploaded byInternational Journal of Innovative Science and Research Technology
- Opportunistic Political Budget Cycle and Re-Election IncumbentUploaded byInternational Journal of Innovative Science and Research Technology
- Impact of OBOR on Global Supply Chain ManagementUploaded byInternational Journal of Innovative Science and Research Technology
- Test Item Analysis on Mock Board Licensure Examination: A Decision Support SystemUploaded byInternational Journal of Innovative Science and Research Technology
- Prior Knowledge as Correlate of Students Learning Outcome in BiologyUploaded byInternational Journal of Innovative Science and Research Technology
- Design and Development of Human Following TrolleyUploaded byInternational Journal of Innovative Science and Research Technology
- Reconfigurable Software to Mitigate the Errors and Attacks using AgentsUploaded byInternational Journal of Innovative Science and Research Technology
- A Review of Depression Analysis using Facial CuesUploaded byInternational Journal of Innovative Science and Research Technology
- Semantic Modelling in Cloud ComputingUploaded byInternational Journal of Innovative Science and Research Technology
- Comparison of Sedation Levels of Intramuscular Ketamine Premedication with Oral Ketamine Premedication in Pediatric Patients Using Bispectral IndexUploaded byInternational Journal of Innovative Science and Research Technology
- Utilization of Non-Conventional Energy Resources Connected to GridUploaded byInternational Journal of Innovative Science and Research Technology
- Travel CompanionUploaded byInternational Journal of Innovative Science and Research Technology
- A Study to Evaluate the Effectiveness of Structured Teaching Program on Chemotherapy Administration in Terms of Knowledge among Student Nurses in a Selected Institution at HubballiUploaded byInternational Journal of Innovative Science and Research Technology
- Effects of Perceived Ease of Use, Perceived Usefulness, and Perceived Risk on Customer Interests of Using Mobile Banking Services with Gender as Moderating Variables (Study on BRI Customers in Dharmasraya Branch)Uploaded byInternational Journal of Innovative Science and Research Technology
- Comparative Study was Conducted to Assess the Knowledge Regarding Selected Bio-Psychological Problems and their Management among PostMenopausal Women Residing in Selected Urban and Rural Areas of Bagalkot District, KarnatakaUploaded byInternational Journal of Innovative Science and Research Technology
- A Review on Screening of Pain and Prescribing Patterns of Analgesics in Parkinson’s DiseaseUploaded byInternational Journal of Innovative Science and Research Technology
- The Ban on Plastic Shopping Bags in Cameroon An Exploratory Study of Resilience Strategies of Subsistence MarketplacesUploaded byInternational Journal of Innovative Science and Research Technology
- Plant Discovery from LeafUploaded byInternational Journal of Innovative Science and Research Technology
- Is Bitcoin Accepted in IndonesiaUploaded byInternational Journal of Innovative Science and Research Technology
- A Study to Assess the Post Menopausal Women Symptoms and Their Associated Factors among Post Menopausal Women Residing Rural Areas of BagalkotUploaded byInternational Journal of Innovative Science and Research Technology
- Patients’ Characteristics of in Measuring Nursing Service SatisfactionUploaded byInternational Journal of Innovative Science and Research Technology
- Analysis of Selected Physical Fitness of University, Inter-University & State Level Male Hockey PlayersUploaded byInternational Journal of Innovative Science and Research Technology
- A Study on the Effects of the Library Services and Resources to the Learning Performance of Isa Town Secondary SchoolUploaded byInternational Journal of Innovative Science and Research Technology
- Seismic Analysis of Regular and Irregular Multistorey Buildngs Using Staad.ProUploaded byInternational Journal of Innovative Science and Research Technology
- The Development Compentency Teachers at Public Vocational High Schools 2 in Toli-Toli District IndonesiaUploaded byInternational Journal of Innovative Science and Research Technology
- Alternative Fuzzy Algebra for Fuzzy Linear System Using Cramers Rules on Fuzzy Trapozoidal NumberUploaded byInternational Journal of Innovative Science and Research Technology
- A Study to Assess the Effectiveness of the Structured Teaching Programme on Knowledge Regarding Prevention and Management of Neonates with Hyperbilirubinemia among Mother of Newborn Admitted in HSK Hospital of BagalkotUploaded byInternational Journal of Innovative Science and Research Technology
- Old Age People Health Monitoring System using IoT and MLUploaded byInternational Journal of Innovative Science and Research Technology

- Note3 SimplexUploaded byアユ ギタ
- Circular ConvolutionUploaded byseeksudhanshu1
- sol9.pdfUploaded byMichael ARK
- GROUPSandREPS LW 1139 Pmath745notesUploaded bycagatech
- gcUploaded byNur Rachmat
- Lecture-07 Search TechniquesUploaded byHema Kashyap
- GRAPH THEORYUploaded byTareqKhan
- lecture.pdfUploaded byTeferi
- 09-rasterizationUploaded byAnish Desai
- Lie GroupsUploaded byalin444444
- Ejercicios basicosUploaded byDan Scatman
- Multi FractalUploaded byNajmeddine Attia
- Numerical AnalysisUploaded byRadj90
- Lecture 33 Positive DefiniteUploaded byheypartygirl
- Tensor CalculusUploaded byTaha Sochi
- Algorithm and programming concepts, sample questionUploaded bynitish_shaw
- Electrical Network, Graph Theory, Incidence Matrix, TopologyUploaded byJoyprakash Lairenlakpam
- Saddle 1Uploaded bybryanosaurus
- Math tips - 11th febUploaded byrishiphadke
- Introduction to Matlab Application to Electrical Engineering Part IUploaded byTrương Đức
- Neural Networks and Pattern RecognitionUploaded byjon222
- mamta (1)Uploaded byApne Dipu
- Ass. GE-IUploaded byAnimesh Sah
- 1347004651Uploaded byabhishek
- UcrsymposiumUploaded byAnonymous t413Vdj1
- Analytical Numerical AnalysisUploaded byrajadazzle
- Lecture NotesUploaded bygirish19
- precalculus final examUploaded bygreen286
- BUS 202 (6)_Course Outline_TapasUploaded byTapas
- Convolutional Neural Network TutorialUploaded byGiri Prakash