Gauss-Seidel Method

Outline
• Gauss-Seidel Method
• Gauss Seidel Solving Steps
• Stopping Criteria
• Which one is Jacobi/Gauss Seidel?
• Solved Example
• Self-Check Exercise
Gauss-Seidel Method
• Gauss–Seidel Method is used to solve the linear system Equations.
• It is an improved form of Jacobi method, also known as the successive displacement
method.
• It is a method of iteration for solving n linear equation with the unknown variables.
• The difference between the Gauss–Seidel and Jacobi methods is that the Jacobi
method uses the values obtained from the previous step while the Gauss–Seidel
method always applies the latest updated values during the iterative procedures.
• The reason the Gauss–Seidel method is commonly known as the successive
displacement method is because the second unknown is determined from the first
unknown in the current iteration, the third unknown is determined from the first
and second unknowns, etc.
Gauss Seidel Solving Steps
• Given a general set of n equations and n unknowns, we have:

A set of n equations and n unknowns:

If: the diagonal elements are
a x  a x  a x  ...  a x  b non-zero
 a23 x3  ...  a2n xn  Rewrite each equation solving
a21x1  a22 x2
.
b2 for the corresponding
. . unknown
. .
 a x  ...  ann xn  bn
n3 .3 ex:
an1x1  an2 x2
First equation, solve for x1
Second equation, solve for x2
Gauss Seidel Solving Steps
Rewriting each equation
 a12 x2  a13 x3 ……  a1n xn From Equation 1
c1
x 
1
a11

c2  a21 x1  a23 x3 ……  a2n xn

x2  From equation 2
22

From equation n-1

xn 1  cn1  an1,1 x1  an1,2 x2 ……  an1,n2 x n2  an1,n xn
an1,n1

xn  cn  an1 x1  an 2 x2 ……  a n,n1xn1 From equation n

a nn

Now to find xi ’s, one assumes an initial guess for the xi ’s and then uses the rewritten equations to calculate the
new estimates. Remember, one always uses the most recent estimates to calculate the next estimates, x i .
Stopping Criteria
• At
  the end of each iteration, one calculates the absolute relative approximate
error for each xi as

xinew  xold
a i
i
100
 xnew
i
• where is the recently obtained value of xi , and is the previous value of xi. When
the absolute relative approximate error for each xi is less than the pre-specified
tolerance, the iterations are stopped.
Which one is Jacobi/Gauss Seidel?
Which one is Jacobi/Gauss Seidel?

Gauss Seidel Jacobi

Example
Example - Solution
Example - Solution
Example - Solution
Example - Solution
• Conducting more iterations gives the following values for the solution vector and the
corresponding absolute relative approximate errors. As you conduct more iterations, the solution
converges as follows.
Self-Check Exercise
• Use the Gauss-Seidel method to solve the system

• Ans: The exact solution is: x1 = 1, x2 = 2, x3 = 3.

References
• Numerical Analysis by Richard L. Burden, Cengage Learning; 10 edition (January 1, 2015)
• https://www.sciencedirect.com/topics/engineering/gauss-seidel-method
• https://slideplayer.com/slide/5041457/
• https://www.iiserpune.ac.in/~pgoel/GaussSeidel.pdf
• https://circuitglobe.com/gauss-seidel-method.html
• https://ma.mathforcollege.com/04sle/mws_gen_sle_txt_seidel.pdf
• https://s-mat-pcs.oulu.fi/~mpa/matreng/eem5_4-1.htm