!

Aplicar el Método de Jacobi al sistema lineal A!

x = b , donde
0 1 0 1 0 1
10 1 2 0 6 x1
B 1 11 1 3 C ! B 25 C ! B x2 C
A=B
@ 2
C; b = B C B
@ 11 A y x = @ x3
C
1 10 1 A A
0 3 1 8 15 x4

Descomponemos la matriz de coe…cientes A = D L U , donde

0 1 0 1 0 1
10 0 0 0 0 0 0 0 0 1 2 0
B 0 11 0 0 C B 1 0 0 0 C B 0 0 1 3 C
D=B
@ 0
C;L = B C;U = B C
0 10 0 A @ 2 1 0 0 A @ 0 0 0 1 A
0 0 0 8 0 3 1 0 0 0 0 0

Recordemos que el método de Jacobi está dado por:

! 1!
x (k) = D 1
(L + U )!
x (k 1)
+D b

1
Entonces calculamos la matriz de iteración TJ = D (L+U ) y el vector iteración
! !
cJ =D 1b:
0 1 1 0 1
10 0 0 0 0 1 2 0
B 0 1
0 0 C B 3 C
D 1=B 11 C;L + U = B 1 0 1 C
@ 0 0 10 1
0 A @ 2 1 0 1 A
0 0 0 18 0 3 1 0
0 1
1 0 1 0 1 1
1
10 0 0 0 0 1 2 0 0 10 5 0
B 0 1
0 0 C B 3 C B 1 1 3 C
D 1
(L+U ) = B 11 C B 1 0 1 C = B 111 0 11 11 C
@ 0 0 1
0 A @ 2 1 0 1 A @ 5 1
0 1 A
10 10 10
1 3 1
0 0 0 8
0 3 1 0 0 8 8 0
0 1
1 0 1 0 3
1
10 0 0 0 6 5
1!
B 0 1
0 0 C B 25 C B 25 C
D b =B
@ 0
11 C B C B
@ 11 A = @
11 C
0 1
10 0 A 11
10
A
1 15
0 0 0 8
15 8

Luego tenemos para k = 1; 2; : : ::

0 (k)
1 0 1 0 (k 1)
1 0 1
x1 0 1 1
0 x1 3
B C B 10 5 5
B
(k)
C B 1 1 3 CB (k 1) C B 25 C
B
x1
C=@ 11 0 11 11 CBB
x2 C B
C+@ 11 C
@ (k)
x1 A 1 1
0 1 A @ x(k 1)
A 11 A
5 10 10 3 10
3 1 15
(k)
x1 0 8 8 0 (k
x4
1)
8

1
 0 (0)
1 0 1
x1 0
B (0) C B C
B x2 C B 0 C
Comenzamos con un chute inicial !
x (0) =B (0) C=@ A
@ x3 A 0
(0)
x4 0

Para k = 1
0 (1) 1 0 1 0 (0) 1 0 1
x1 0 1 1
0 x1 3
B (1) C B 1 10 5 5
B x2 C B 11 1 3 CB (0) C B 25 C
B (1) C = @ 1
0 11 11 CBB
x2 C B
C+@ 11 C
@ x3 A 1
0 1 A @ x(0) A 11 A
5 10 10 3 10
3 1 15
x
(1) 0 8 8 0 (0)
x4 8
4

0 (1)
1 0 10 1 0 1 0 1
x1 0 1 1
0 0 3 3
B (1) C B 1 10 5 5 5
B x2 C B 11 0 1 3 CB 0 C B 25 C B 25 C
B (1) C=@ 1 11 11 C B C+B 11 C=B 11 C=
@ x3 A 1
0 1 A@ 0 A @ 11 A @ 11 A
5 10 10 10 10
3 1 15 15
(1)
x4 0 8 8 0 0 8 8
0 1
0:6
B 2:272 7 C
B C
@ 1:1 A
1:875

Para k = 2
0 (2) 1 0 1 0 (1) 1 0 1
x1 0 1 1
0 x1 3
B (2) C B 1 10 5 5
B x2 C B 11 1 3 CB (1) C B 25 C
B (2) C = @ 1
0 11 11 CB x2 C B 11 C
@ x3 A 1
0 1 AB@ x(1)
C+@
A 11 A
5 10 10 3 10
3 1 15
x
(2) 0 8 8 0 (1)
x4 8
4

0 (2)
1 0 10 1 0 1 0 1
x1 0 1 1
0 3 3 288
B (2) C B 1 10 5 5 5 275
B x2 C B 11 0 1 3 CB 25 C B 25 C B 151 C
B (2) C = @ 1 11 11 CB 11 C+B 11 C=B 88 C=
@ x3 A 1
0 1 A@ 11 A @ 11 A @ 3543 A
5 10 10 10 10 4400
3 1 15 15 779
(2)
x4 0 8 8 0 8 8 880
0 1
1:0473
B 1:7159 C
B C
@ 0:80523 A
0:88523

Para k = 3
0 (3) 1 0 1 0 (2) 1 0 1
x1 0 1 1
0 x1 3
B (3) C B 1 10 5 5
B x2 C B 11 0 1 3 CBB
(2) C B
C B 25 C
B (3) C = @ 1 11 11 C B x2 C+@ 11 C
@ x3 A 1
0 1 A @ x(2) A 11 A
5 10 10 3 10
3 1 15
(3)
x4 0 8 8 0 (2)
x4 8

2
 0 (3)
1 0 10 1 0 1 0 1
x1 0 1 1
0 288 3 10259
B (3) C B 1 10 5 275 5 11000
B x2 C B 11 0 1 3 CB 151 C B 25 C B 4969 C
B (3) C = @ 1 11 11 CB 88 C+B 11 C=B 2420 C=
@ x3 A 1
0 1 A@ 3543 A @ 11 A @ 46 171 A
5 10 10 4400 10 44000
3 1 779 15 39807
(3)
x4 0 8 8 0 880 8 35200
0 1
0:93264
B 2:0533 C
B C
@ 1:0493 A
1:1309

Para k = 4
0 (4) 1 0 1 0 (3) 1 0 1
x1 0 1 1
0 x1 3
B (4) C B 1 10 5 5
B x2 C B 11 0 1 3 CBB
(3) C B
C B 25 C
B (4) C = @ 1 11 11 C B x2 C+@ 11 C
@ x3 A 1
0 1 A @ x(3) A 11 A
5 10 10 3 10
3 1 15
(4)
x4 0 8 8 0 (3)
x4 8

0 (4)
1 0 10 1 0 1 0 1
x1 0 1 1
0 10259 3 2456781
B (4) C B 1 10 5 11000 5 2420000
B 2 C B 11
x 0 1 3 CB 4969 C B 25 C B 756471 C
B (4) C = @ 1 11 11 CB 2420 C+B 11 C=B 387200 C=
@ x3 A 1
0 1 A@ 46 171 A @ 11 A @ 18742583 A
5 10 10 44000 10 19360000
3 1 39807 15 3770719
(4)
x4 0 8 8 0 35200 8 3872 000
0 1
1:0152
B 1:9537 C
B C
@ 0:96811 A
0:97384
0 1
1
B 2 C
Notemos que la solución exacta del sistema es !
x =B C
@ 1 A y podemos veri…car
1
que la sucesión que genera el Método de Jacobi se va acercando a la solución
exacta:
0 1 0 1 0 1
0 0:6 1:0473
! B 0 C !(1) B 2:272 7 C !(2) B 1:7159 C
x (0) = B C
@ 0 A; x =B@
C; x =B C
@ 0:80523 A ;
1:1 A
0 1:875 0:88523
0 1 0 1 1 0
0:93264 1:0152 1
! B 2:0533 C !(4) B 1:9537 C B 2 C
x (3) =B C =B C ; : : : : : : !!! !
x =B C
@ 1:0493 A ; x @ 0:96811 A @ 1 A
1:1309 0:97384 1