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Iterative Methods To Solve Equation System
Iterative Methods To Solve Equation System
Iterative Methods To Solve Equation System
Iterative Methods
TOPICS
• Jacobi Method
• Gauss-Seidel Method
• Gauss-Seidel Method amended
• Nonlinear equation systems
Description
• All the presentation is going to manage
the follow notation to write the matrixes
A x b
Jacobi method
• Jacobi method is an algorithm for determining the solutions of a
system of linear equations with largest absolute values in each
row and column dominated by the diagonal element.
Ax=b
Then A can be decomposed into a diagonal component D,
and the remainder R:
A=D+R
The system of linear equations may be rewritten as:
(D + R) x = b Dx + Rx = b
And finally
Dx = b - Rx
The Jacobi method is an iterative technique that solves
the left hand side of this expression for x, using previous
value for x on the right hand side. Analytically, this may
be written as
( k 1) 1
xi D (b Rx ) (k )
1
( k 1) (k )
xi (bi a i, j x j )
a i ,i ji
i = 1,2, …., n
• the computation of xi(k+1) requires each element in x(k)
except itself. Unlike the Gauss–Seidel method, we can't
overwrite xi(k) with xi(k+1), as that value will be needed
by the rest of the computation.
Ax=b
A can be decomposed into a lower triangular component L
and a strictly upper triangular component U
L , U
ai1 ai 2 ... 0 0 0 0 ain
am1 am 2 amn 0 0 0
A=L+U Lx = b - Ux
The Gauss–Seidel method is an iterative technique that
solves the left hand side of this expression for x, using
previous value for x on the right hand side. Analytically,
this may be written as
Similar to
( k 1) 1
xi L (b Ux ) (k ) Jacobi
Method
i = 1,2, …., n
• The computation of xi(k+1) requires each element in x(k)
except itself. Unlike the Gauss–Seidel method, we can't
overwrite xi(k) with xi(k+1), as that value will be needed
by the rest of the computation.
Convergence criterion to Gauss- Seidel method
To ensure the convergence for the method, the
diagonal coefficient of each equation must be
higher than the sum of the absolute value from the
others coefficients of the equation
n
| aij | | ai , j |
j 1
j i
x x 1 0
2
Could be written as
f ( x) c Where f ( x) x x 2
And C=1