Scribd
Upload
29 views

Iterative Techniqwe for Linear System

Uploaded by

hamzajabbar019
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
29 views

Iterative Techniqwe for Linear System

Uploaded by

hamzajabbar019
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 13

ITERATIVE

TECHNIQUES FOR
SOLVING LINEAR
SYSTEM
ITERATIVE TECHNIQUES

• SOLUTION OF NONHOMOGENEOUS SYSTEM OF LINEAR EQUATION


• The system of simultaneous equation of our concern will involve n equation in
n unknown having the general form.
xx00

--------------------------------------------------
---------------------------------------------------
ITERATIVE TECHNIQUES

• The coefficient matrix of the system of equation is

and the augmented matrix is


ITERATIVE TECHNIQUES

• The following type of method are available to find solution of simultaneous linear equation.

(i) Direct Method: The method of first type are called elimination method ,
reduction method or direct method. In this category we will consider the
following method.
(a) Gauss elimination method.
(b) Gauss Jordan Method.
(c) Matrix Inversion Method.
(d) Croute's Method also called the method of LU decomposition.
ITERATIVE TECHNIQUES

• (ii) Indirect Method or Iterative Method: The method of second type are
called
indirect or iterative method. In this category, we will consider the following
method.
(a) Jacobi’s method.
(b) Gauss Seidel method.
JACOBI’S METHOD
• (a) Jacobi’s Method: The sequence of steps constituting the Jacobi’s method is as follow.
Step1: Assign an initial value to each unknown if you can make a reasonable
guess. These initial value will not effect the convergence, but will affect the
number of iteration needed for convergence. Usually we assign zero values
to all unknowns if no better initial estimates are at hand.
Step2: Starting with the first equation, solve this equation for by substituting the
initial value of the other unknown.
Step3: Go to second equation and solve this equation for by substituting the initial
values
of the other unknown.
JACOBI’S METHOD

Step4: Proceed with the remaining equation when the final equation has been solved
yielding the value of the last unknown, one iteration is said to have been completed.
Step5: Continue iterating until the successive values of each unknown is less than or

equal to some arbitrary selected epsilon. The procedure is then complete.


The smaller the magnitude of the epsilon, the greater will be the accuracy of the
solution.
JACOBI’S METHOD

Condition For Convergence: The method of iteration is not applicable to all


system of equations. For this each of the system must contain one large coefficient
(must greater than the others in that equation) and the large coefficient must be
attached to a different unknown in that equation. In other words, the solution to a
system of linear equation will exist by iterative procedure if the absolute value of
the largest coefficient is greater than the sum of the absolute value of all remaining
coefficient in each equation. i.e.
JACOBI’S METHOD

Consider the following system of equation.

let
JACOBI’S METHOD

i.e. in each equation the coefficient of the diagonal term are larger or dominant.
Hence the system is ready for iteration.
Note: In the absence of any better estimate, the initial approximation are taken
as
GAUSS SEIDEL ITERATION METHOD
This is a modification of Gauss Jacobi method as before, the system of linear
equation 1
2
3

is written as, 4

5
y=
6
GAUSS SEIDEL ITERATION METHOD

We start with the initial approximation , putting and in eq: (4),i.e.

Now substituting in eq: (5),i.e.

Now substituting in eq: (6), I.e.


GAUSS SEIDEL ITERATION METHOD

CONCLUSION: This process is continued till the values of x, y and z are obtained to
the desired degree of accuracy.
Since the current values of the unknown at each stage of iteration are used in
proceeding to the next stage of iteration, this method is more rapid in convergence
than Gauss Jacobi’s method.
The rate of convergence of Gauss Seidel method is roughly twice that of Gauss
Jacobi
method and condition of convergence is same as that of Jacobi’s method.

You might also like