Professional Documents
Culture Documents
Step 1:
3 1 1
x1 = + x2 + x3
4 4 4
3 1 1
x2 = + x1 - x3
2 3 6
6 1 1
x3 = - + x1 - x2
7 7 7
n 0 1 2 3 4 5 6 7 8
X1 0.000 0.750 0.911 0.982 0.992 0.999 0.999 1.000 1.000
X2 0.000 1.500 1.893 1.964 1.994 1.997 2.000 2.000 2.000
X3 0.000 -0.857 -0.964 -0.997 -0.997 -1.000 -1.000 -1.000 -1.000
Since the last two columns are identical, we conclude that the solution is
x1 = 1.000, x2 = 2.000, x3 = -1.000
Diagonally Dominant Matrix
A matrix of n x n is diagonally
dominant if | | | | for
= = 1,2,3, , where denote
the entry th row and th column
Jacobi Iteration Theorem
Suppose that A is a strictly diagonally
dominant matrix. Then AX = B has a unique
solution X = P. By the Jacobi Iteration will
produce a sequence of vectors { } that
will converge to P for any choice of the
starting vector 0 .
2 + + 5 = 15
4 8 + = 21
4 + = 7
Rewriting the equations
in the form
2 + + 5 = 15 15 + + 5
=
2
4 8 + = 21 21 + 4 +
=
8
4 + = 7 = 7 4 +
(0 ,0 ,0 ) = (1,2,2)
Substitude 0 =1, 0 =2, and 0 =2 into
the equations to get the new values of 1 ,
1 , and 1
15 + (2) + 5(2)
1 = = 1.5
2
21 + 4(1) + (2)
1 = = 3.375
8
1 = 7 4 1 + 2 = 5
Divergent Jacobi Iteration
k
0 1.0 2.0 2.0
1 -1.5 3.375 5.0
2 6.6875 2.5 16.375
3 34.6875 8.014375 -17.24
4 -46.592813 17.81375 -123.735625
5 -307.932188 36.138360 211.185002
6 502.393325 124.942969 1202.590392
The coefficient matrix of the linear system is
not strictly diagonally dominant because
3 1 1
x1 = + x2 + x3
4 4 4
3 1 1
x2 = + x1 - x3
2 3 6
6 1 1
x3 = - + x1- x2
7 7 7
3 1 1
x1 = + x2 + x3
4 4 4
3 1 1
x2 = + x1 - x3
2 3 6
6 1 1
x3 = - + x1- x2
7 7 7
For n=1,
3 1 1
x1 = + (0) + (0) =0.75
4 4 4
3 1 1
x2 = + (0.75) - (0) = 1.75
2 3 6
6 1 1
x3 = - + (0.75)- (1.75) = -1
7 7 7
3 1 1
x1 = + x2 + x3
4 4 4
3 1 1
x2 = + x1 - x3
2 3 6
6 1 1
x3 = - + x1- x2
7 7 7
For n=2,
3 1 1
x1 = + (1.75) + (1) =0.938
4 4 4
3 1 1
x2 = + (0.938) - (-1) =1.979
2 3 6
6 1 1
x3 = - + (0.938)- (1.979) = -1.006
7 7 7
n 0 1 2 3 4 5
x1 0.000 0.750 0.938 0.993 1.000 1.000
x2 0.000 1.750 1.979 1.999 2.000 2.000
x3 0.000 -1.000 -1.006 -1.001 -1.000 -1.000
x1 = 1
x2 = 2
x3 = -1
Gauss-Seidel Method : Example 2
41 2 + 23 = 12
31 + 82 23 = -20
1 + 2 + 33 = 10
Initial guess 1 = 0, 2 = 0, 3 = 0 .
Step 1: Step 2:
12+2 23 12+02(0)
1 = 1 = =3
4 4
101 2 1000
3 = 3 = = 3.542
3 3
Step 3:
12+ 3.625 2(3.542)
1 = = 0.323
4
20 3 0.323 +2(3.542)
2 = = -1.736
8
100.323(1.736)
3 = = 3.804
3
n 0 1 2 3 4 5 6
1 0 3 0.323 0.664 0.695 0.686 0.686
2 0 -3.625 -1.736 -1.798 -1.832 -1.829 -1.829
3 0 3.542 3.804 3.711 3.712 3.714 3.714
Since the last two columns are identical, we conclude that
the solution is
x1 = 0.686, x2 = -1.829, x3 = 3.714
THANK YOU!!