Lesson 4.2

LEARNING OUTCOMES
AT THE END OF THE LESSON, YOU ARE EXPECTED TO:
➢ APPROXIMATE THE SOLUTIONS OF SYSTEMS OF LINEAR EQUATIONS BY JACOBI METHOD AND GAUSS-
SEIDEL METHOD, AND
➢ VERIFY SOLUTIONS USING THE APPROPRIATE COMPUTER SOFTWARE
Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department - College of Engineering & Architecture
JACOBI METHOD
• MAKES TWO ASSUMPTIONS
(1) THAT THE SYSTEM
𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑐1
𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑐2
⋮
𝑎𝑛1 𝑥1 + 𝑎𝑛2 𝑥2 + ⋯ + 𝑎𝑛𝑛 𝑥𝑛 = 𝑐𝑛
HAS A UNIQUE SOLUTION, AND
JACOBI METHOD
• MAKES TWO ASSUMPTIONS
2) THAT THE COEFFICIENT MATRIX A HAS NO ZEROS ON ITS
MAIN DIAGONAL; OTHERWISE ROWS AND COLUMNS MUST BE INTERCHANGED
• NAMED AFTER CARL GUSTAV JACOB JACOBI

Jacobi
photo credits: Wikipedia, the free encyclopedia
JACOBI METHOD
ALGORITHM:
(1) SOLVE THE FIRST EQUATION FOR 𝒙𝟏 , THE SECOND EQUATION FOR 𝒙𝟐 , AND SO ON:
1
𝑥1 = 𝑐1 − 𝑎12 𝑥2 − 𝑎13 𝑥3 − ⋯ − 𝑎1𝑛 𝑥𝑛
𝑎11
1
𝑥2 = 𝑐2 − 𝑎21 𝑥1 − 𝑎23 𝑥3 − ⋯ − 𝑎2𝑛 𝑥𝑛
𝑎22
⋮
1
𝑥𝑛 = 𝑐𝑛 − 𝑎𝑛1 𝑥1 − 𝑎𝑛2 𝑥2 − ⋯ − 𝑎𝑛,𝑛−1 𝑥𝑛−1
𝑎𝑛𝑛
JACOBI METHOD
ALGORITHM:
(2) MAKE AN INITIAL APPROXIMATION OF THE SOLUTION 𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 , … 𝒙𝒏 AND SUBSTITUTE THESE VALUES
OF 𝒙𝒊 INTO THE RIGHT-HAND SIDE OF THE REWRITTEN EQUATIONS TO OBTAIN THE FIRST APPROXIMATION.
AFTER THIS PROCEDURE HAS BEEN COMPLETED, ONE ITERATION HAS BEEN PERFORMED.
JACOBI METHOD
ALGORITHM:
(3) IN THE SAME WAY, THE SECOND APPROXIMATION IS PERFORMED BY SUBSTITUTING THE FIRST
APPROXIMATION’S X VALUES INTO THE RIGHT-HAND SIDE OF THE REWRITTEN EQUATIONS.
BY REPEATED ITERATIONS, A SEQUENCE OF APPROXIMATIONS THAT OFTEN CONVERGES TO THE ACTUAL
SOLUTION IS FORMED.
EXAMPLE PROBLEM 1
USE JACOBI METHOD TO APPROXIMATE THE SOLUTION OF THE SYSTEM
4𝑥1 + 𝑥2 − 2𝑥3 = 16.78
𝑥1 − 3𝑥2 + 𝑥3 = 49.06
−2𝑥1 + 2𝑥2 + 5𝑥3 = −26.10
CONTINUE THE ITERATIONS UNTIL TWO SUCCESSIVE APPROXIMATIONS ARE IDENTICAL WHEN ROUNDED TO
2 DECIMALS.
EXAMPLE PROBLEM 1
SOLUTION:
FROM THE GIVEN EQUATIONS
16.78−𝑥2 +2𝑥3
𝑥1 =
4
𝑥1 +𝑥3 −49.06
𝑥2 =
3
2𝑥1 −2𝑥2 −26.10
𝑥3 =
5
AS A CONVENIENT INITIAL APPROXIMATION, LET 𝒙𝟏 = 𝟎, 𝒙𝟐 = 𝟎, 𝒂𝒏𝒅 𝒙𝟑 = 𝟎.
EXAMPLE PROBLEM 1
SOLUTION…
THE FIRST APPROXIMATION GIVES
16.78−𝑥2 +2𝑥3 16.78−0+2(0)
𝑥1 = = = 4.20
4 4
𝑥1 +𝑥3 −49.06 0+0−49.06
𝑥2 = = = −16.35
3 3
2𝑥1 −2𝑥2 −26.10 2 0 −2 0 −26.10
𝑥3 = = = −5.22
5 5
THIS IS THE FIRST ITERATION.
EXAMPLE PROBLEM 1
SOLUTION…
FOR THE SECOND ITERATION, SUBSTITUTE THE RESULTS OF THE FIRST ITERATION INTO THE EQUATIONS:
16.78−𝑥2 +2𝑥3 16.78− −16.35 +2(−5.22)
𝑥1 = = = 5.67
4 4
𝑥1 +𝑥3 −49.06 4.20−5.22−49.06

𝑥2 = = = −16.69
3 3
2𝑥1 −2𝑥2 −26.10 2 4.20 −2 −16.35 −26.10

𝑥3 = = = 3.00
5 5
EXAMPLE PROBLEM 1
SOLUTION…
THE SEQUENCE OF APPROXIMATIONS IS SHOWN IN THE TABLE BELOW:
n 0 1 2 3 4 5 6
x1 0 4.20 5.67 9.87 9.42 9.21 8.80
x2 0 −16.35 −16.69 −13.46 −11.82 −11.84 −12.19
x3 0 −5.22 3.00 3.72 4.11 3.28 3.20
EXAMPLE PROBLEM 1
SOLUTION…
THE SEQUENCE OF APPROXIMATIONS IS SHOWN IN THE TABLE BELOW:
n 7 8 9 10 11 12 13
x1 8.84 8.87 8.91 8.91 8.90 8.90 8.90
x2 −12.35 −12.35 −12.31 −12.29 −12.29 −12.30 −12.30
x3 3.18 3.26 3.27 3.27 3.26 3.26 3.26
THE LAST TWO COLUMNS SHOW TWO SUCCESSIVE IDENTICAL APPROXIMATIONS, THEREFORE THE
SOLUTIONS ARE 𝒙𝟏 = 𝟖. 𝟗𝟎, 𝒙𝟐 = −𝟏𝟐. 𝟑𝟎, 𝑎𝑛𝑑𝒙𝟑 = 𝟑. 𝟐𝟔
GAUSS-SEIDEL METHOD
• A MODIFICATION OF THE JACOBI METHOD;
REQUIRES FEWER ITERATIONS
• NAMED AFTER CARL FRIEDRICH GAUSS AND

PHILIPP LUDWIG VON SEIDEL
Gauss Seidel
photo credits: Wikipedia, the free encyclopedia
COMPARISON
JACOBI METHOD GAUSS-SEIDEL METHOD
• THE VALUES OF 𝒙𝒊 OBTAINED IN THE NTH • THE NEW VALUES OF EACH 𝒙𝒊 IS USED AS SOON AS
APPROXIMATION REMAIN UNCHANGED UNTIL THE THEY ARE KNOWN
ENTIRE (N+1)TH APPROXIMATION HAS BEEN • ONCE 𝒙𝟏 IS DETERMINED FROM THE FIRST
CALCULATED EQUATION, ITS VALUE IS THEN USED IN THE
SECOND EQUATION TO OBTAIN THE NEW 𝒙𝟐 ;
SIMILARLY THE NEW 𝒙𝟏 AND 𝒙𝟐 ARE USED IN THE
THIRD EQUATION TO OBTAIN THE NEW 𝒙𝟑 , AND SO
ON.
EXAMPLE PROBLEM 2
USE GAUSS-SEIDEL METHOD TO APPROXIMATE THE SOLUTION OF THE SYSTEM
4𝑥1 + 𝑥2 − 2𝑥3 = 16.78
𝑥1 − 3𝑥2 + 𝑥3 = 49.06
−2𝑥1 + 2𝑥2 + 5𝑥3 = −26.10
CONTINUE THE ITERATIONS UNTIL TWO SUCCESSIVE APPROXIMATIONS ARE IDENTICAL WHEN ROUNDED TO
2 DECIMALS.
EXAMPLE PROBLEM 2
SOLUTION:
16.78−𝑥2 +2𝑥3
𝑥1 =
4
𝑥1 +𝑥3 −49.06
𝑥2 =
3
2𝑥1 −2𝑥2 −26.10
𝑥3 =
5
AS A CONVENIENT INITIAL APPROXIMATION, LET 𝒙𝟏 = 𝟎, 𝒙𝟐 = 𝟎, 𝒂𝒏𝒅 𝒙𝟑 = 𝟎.
EXAMPLE PROBLEM 2
SOLUTION…
THE NEW VALUE OF 𝑥1 IS
16.78−𝑥2 +2𝑥3 16.78−0+2(0)
𝑥1 = = = 4.20
4 4
SUBSTITUTE THIS TO OBTAIN THE NEW VALUE OF 𝑥2 :

𝑥1 +𝑥3 −49.06 4.20+0−49.06
𝑥2 = = = −14.95
3 3
EXAMPLE PROBLEM 2
SOLUTION…
USE 𝑥1 = 4.20 𝑎𝑛𝑑 𝑥2 = −14.95 TO GET THE NEW VALUE OF 𝑥3 :
2𝑥1 −2𝑥2 −26.10 2 4.20 −2 −14.95 −26.10
𝑥3 = = = 2.44
5 5
SO THAT THE FIRST ITERATION GIVES 𝑥1 = 4.20, 𝑥2 = −14.95, 𝑎𝑛𝑑 𝑥3 = 2.44
EXAMPLE PROBLEM 2
SOLUTION…
CONTINUED ITERATIONS GIVES THE SEQUENCE OF APPROXIMATIONS AS SHOWN IN THE TABLE BELOW:
n 0 1 2 3 4 5 6
x1 0 4.20 9.15 9.04 8.88 8.90 8.90
x2 0 −14.95 −12.49 −12.19 −12.30 −12.30 −12.30
x3 0 2.44 3.44 3.27 3.25 3.26 3.26
NOTICE THAT AFTER ONLY 6 ITERATIONS, TWO SUCCESSIVE ITERATIONS ARE IDENTICAL AS WAS OBTAINED
WITH 13 ITERATIONS USING JACOBI METHOD.
EXAMPLE PROBLEM 3
SOLVE THE SYSTEM
𝑥1 − 5𝑥2 = −4
7𝑥1 − 𝑥2 = 6
BY: (A) JACOBI METHOD, AND (B) GAUSS-SEIDEL METHOD. ROUND ANSWERS TO 4 SIGNIFICANT DIGITS.
SOLUTION:
𝑥1 = 5𝑥2 − 4
𝑥2 = 7𝑥1 − 6
EXAMPLE PROBLEM 3
SOLUTION…
(A) BY JACOBI METHOD
INITIALLY LET 𝑥1 = 0, 𝑥2 = 0 TO GET THE FIRST ITERATIVE VALUES
𝑥1 = 5𝑥2 − 4 = 5 0 − 4 = −4
𝑥2 = 7𝑥1 − 6 = 7 0 − 6 = −6
EXAMPLE PROBLEM 3
SOLUTION…
THE TABLE SHOWS THE SUCCESSIVE ITERATIVE VALUES
n 0 1 2 3 4 5 6
x1 0 −4 − 34 − 174 − 1224 −6124 −42874
x2 0 −6 − 34 − 244 − 1224 −8574 −42874
THEREFORE, THE JACOBI METHOD DIVERGES.
EXAMPLE PROBLEM 3
SOLUTION…
(B) BY GAUSS-SEIDEL METHOD
WE ALSO LET 𝑥1 = 0, 𝑥2 = 0 INITIALLY SO THAT THE FIRST ITERATION YIELDS
𝑥1 = 5𝑥2 − 4 = 5 0 − 4 = −4
𝑥2 = 7𝑥1 − 6 = 7 −4 − 6 = −34
EXAMPLE PROBLEM 3
SOLUTION…
THE TABLE SHOWS THE SUCCESSIVE ITERATIVE VALUES
n 0 1 2 3 4 5
x1 0 −4 −174 −6124 −214374 −7503124
x2 0 − 34 −1224 −42874 −1500624 −52521874
THEREFORE, THE GAUSS-SEIDEL METHOD DIVERGES MORE RAPIDLY.
CONVERGENCE OF JACOBI & GAUSS-SEIDEL METHODS
IF MATRIX A IS STRICTLY DIAGONALLY DOMINANT, THEN THE SYSTEM
𝑨𝒙 = 𝒄
HAS A UNIQUE SOLUTION TO WHICH THE JACOBI AND GAUSS-SEIDEL METHODS WILL CONVERGE FOR ANY
INITIAL APPROXIMATION
STRICTLY DIAGONALLY DOMINANT
• AN 𝑛x𝑛 MATRIX IN WHICH THE ABSOLUTE VALUE OF EACH ELEMENT ON THE MAIN DIAGONAL IS GREATER
THAN THE SUM OF THE ABSOLUTE VALUES OF THE OTHER ELEMENTS IN THE SAME ROW, THAT IS
𝑎11 > 𝑎12 + 𝑎13 + ⋯ + 𝑎1𝑛

𝑎22 > 𝑎21 + 𝑎23 + ⋯ + 𝑎2𝑛
⋮
𝑎𝑛𝑛 > 𝑎𝑛1 + 𝑎𝑛2 + ⋯ + 𝑎𝑛,𝑛−1
EXAMPLE PROBLEM 4
RESOLVE THE SYSTEM
𝑥1 − 5𝑥2 = −4
7𝑥1 − 𝑥2 = 6
BY GAUSS-SEIDEL METHOD. ROUND OFF ANSWERS TO 4 DECIMALS.
SOLUTION:
INTERCHANGE THE TWO ROWS OF THE GIVEN SYSTEM TO OBTAIN
7𝑥1 − 𝑥2 = 6
𝑥1 − 5𝑥2 = −4
EXAMPLE PROBLEM 4
SOLUTION…
FROM THE EQUATIONS
𝑥2 +6
𝑥1 =
7
𝑥1 +4
𝑥2 =
5
LET 𝒙𝟏 = 𝟎 AND 𝒙𝟐 = 𝟎 INITIALLY, SO THAT THE FIRST ITERATION GIVES

𝑥2 +6 (0)+6
𝑥1 = = = 0.8571
7 7
𝑥1 +4 (0.8571)+4
𝑥2 = = = 0.9714
5 5
EXAMPLE PROBLEM 4
SOLUTION…
CONTINUOUS ITERATION GIVES THE CONVERGENT VALUES AS SHOWN IN THE TABLE
n 0 1 2 3 4 5
x1 0 0.8571 0.9959 0.9999 1.0000 1.0000
x2 0 0.9714 0.9992 1.0000 1.0000 1.0000
THEREFORE 𝒙𝟏 = 𝟏. 𝟎𝟎𝟎𝟎 AND 𝒙𝟐 = 𝟏. 𝟎𝟎𝟎𝟎

NOTE: STRICT DIAGONAL DOMINANCE IS NOT A NECESSARY CONDITION FOR CONVERGENCE OF THE JACOBI
AND GAUSS-SEIDEL METHODS.
EXAMPLE PROBLEM 5
SOLVE THE SYSTEM AND ROUND OFF ANSWERS TO 4 DECIMALS.
−4𝑥1 + 5𝑥2 = 1
𝑥1 + 2𝑥2 = 3
SOLUTION:
5𝑥2 −1
𝑥1 =
4
3−𝑥1
𝑥2 =
2
EXAMPLE PROBLEM 5
SOLUTION…
LET 𝒙𝟏 = 𝟎 AND 𝒙𝟐 = 𝟎 INITIALLY; BY GAUSS-SEIDEL METHOD,
5𝑥2 −1 5(0)−1
𝑥1 = = = −0.2500
4 4
3−𝑥1 3−(−0.2500)
𝑥2 = = = 1.6250
2 2
THE TABLE SHOWN BELOW SHOWS THE CONVERGENCE OF THE SYSTEM
n 0 1 2 3 4 5 6 7 8
x1 0 −0.2500 1.7813 0.5118 1.3051 0.8094 1.1191 0.9256 1.0465
x2 0 1.6250 0.6094 1.2441 0.8475 1.0953 0.9405 1.0372 0.9768
EXAMPLE PROBLEM 5
SOLUTION…
n 9 10 11 12 13 14 15 16 17
x1 0.9710 1.0181 0.9888 1.0070 0.9956 1.0028 0.9983 1.0011 0.9994
x2 1.0145 0.9910 1.0056 0.9965 1.0022 0.9986 1.0009 0.9995 1.0003
n 18 19 20 21 22
x1 1.0004 0.9998 1.0001 1.0000 1.0000
x2 0.9998 1.0001 1.0000 1.0000 1.0000
THEREFORE, THEREFORE 𝒙𝟏 = 𝟏. 𝟎𝟎𝟎𝟎 AND 𝒙𝟐 = 𝟏. 𝟎𝟎𝟎𝟎

Lesson 4.2

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Lesson 4.2

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LEARNING OUTCOMES

AT THE END OF THE LESSON, YOU ARE EXPECTED TO:

➢ VERIFY SOLUTIONS USING THE APPROPRIATE COMPUTER SOFTWARE

• NAMED AFTER CARL GUSTAV JACOB JACOBI

AS A CONVENIENT INITIAL APPROXIMATION, LET 𝒙𝟏 = 𝟎, 𝒙𝟐 = 𝟎, 𝒂𝒏𝒅 𝒙𝟑 = 𝟎.

THIS IS THE FIRST ITERATION.

𝑥1 +𝑥3 −49.06 4.20−5.22−49.06

2𝑥1 −2𝑥2 −26.10 2 4.20 −2 −16.35 −26.10

• NAMED AFTER CARL FRIEDRICH GAUSS AND

AS A CONVENIENT INITIAL APPROXIMATION, LET 𝒙𝟏 = 𝟎, 𝒙𝟐 = 𝟎, 𝒂𝒏𝒅 𝒙𝟑 = 𝟎.

SUBSTITUTE THIS TO OBTAIN THE NEW VALUE OF 𝑥2 :

SO THAT THE FIRST ITERATION GIVES 𝑥1 = 4.20, 𝑥2 = −14.95, 𝑎𝑛𝑑 𝑥3 = 2.44

THEREFORE, THE JACOBI METHOD DIVERGES.

THEREFORE, THE GAUSS-SEIDEL METHOD DIVERGES MORE RAPIDLY.

𝑎11 > 𝑎12 + 𝑎13 + ⋯ + 𝑎1𝑛

LET 𝒙𝟏 = 𝟎 AND 𝒙𝟐 = 𝟎 INITIALLY, SO THAT THE FIRST ITERATION GIVES

THEREFORE 𝒙𝟏 = 𝟏. 𝟎𝟎𝟎𝟎 AND 𝒙𝟐 = 𝟏. 𝟎𝟎𝟎𝟎

THE TABLE SHOWN BELOW SHOWS THE CONVERGENCE OF THE SYSTEM

THEREFORE, THEREFORE 𝒙𝟏 = 𝟏. 𝟎𝟎𝟎𝟎 AND 𝒙𝟐 = 𝟏. 𝟎𝟎𝟎𝟎

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