Scribd
Upload
42 views

Convergency Gauss Jacobi Method

The document discusses two iterative methods for solving systems of linear equations: 1) The Jacobi method, which decomposes the matrix into diagonal and remainder components and iteratively solves for the solution. It converges if the matrix is strictly or irreducibly diagonally dominant. 2) The Gauss-Seidel method, which decomposes the matrix into lower triangular, strictly upper triangular, and rewrites the system. It iteratively computes elements of the solution sequentially using forward substitution. It converges if the matrix is symmetric positive-definite or strictly/irreducibly diagonally dominant.

Uploaded by

vg_mrt
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
42 views

Convergency Gauss Jacobi Method

The document discusses two iterative methods for solving systems of linear equations: 1) The Jacobi method, which decomposes the matrix into diagonal and remainder components and iteratively solves for the solution. It converges if the matrix is strictly or irreducibly diagonally dominant. 2) The Gauss-Seidel method, which decomposes the matrix into lower triangular, strictly upper triangular, and rewrites the system. It iteratively computes elements of the solution sequentially using forward substitution. It converges if the matrix is symmetric positive-definite or strictly/irreducibly diagonally dominant.

Uploaded by

vg_mrt
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 2

Convergency Gauss Jacobi Method Given a square system of n linear equations: Given a square system of n linear equations with

unknown x:

where:

Then A can be decomposed into a diagonal component D, and the remainder R:

The solution is then obtained iteratively:

Convergency
The standard convergence condition (for any iterative method) is when the spectral radius of the iteration matrix is less than 1:

The method is guaranteed to converge if the matrix A is strictly or irreducibly diagonally dominant. Strict row diagonal dominance means that for each row, the absolute value of the diagonal term is greater than the sum of absolute values of other terms:

The Jacobi method sometimes converges even if these conditions are not satisfied.

GaussSeidel method Given a square system of n linear equations with unknown x:

where:

Then A can be decomposed into a lower triangular component , and a strictly upper triangular component U:

The system of linear equations may be rewritten as:

The GaussSeidel 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:

However, by taking advantage of the triangular form of , the elements of x(k+1) can be computed sequentially using forward substitution:

Convergence The convergence properties of the GaussSeidel method are dependent on the matrix A. Namely, the procedure is known to converge if either: A is symmetric positive-definite, or A is strictly or irreducibly diagonally dominant. The GaussSeidel method sometimes converges even if these conditions are not satisfied.

You might also like