College of Engineering
Civil Engineering Department
ITERATIVE METHODS
• Introduction
Contents
• Gauss – Seidel Method
• Jacobi Method
• In solving sets of linear algebraic equations by
elimination, iterative methods are preferred over
direct methods especially when the coefficient
INTRODUCTION
matrix is sparse (has many zeros).
• Iterative Methods may converge rapidly and may
be more economical in memory requirement of
computers.
• For hand computations, the have the distinct
advantage of being self – correcting if errors are
encountered in the solution.
• They are sometimes used to reduce round – off
errors in the solution computed by Direct Methods.
• Iterative Methods are also applied to find
solutions for nonlinear equations.
➢ One of the most useful technique in
solving large numbers of simultaneous
equations.
GAUSS - SEIDEL
➢ Gauss – Seidel Method may not always
or may sometimes slowly converge to a
solution.
➢ This method will always converge to a
solution when the set of equations are
arranged in a “diagonal system”.
➢ A “diagonal system is sufficient to
ensure convergence but is not
necessary.
Algorithm for Gauss – Seidel
Given is a set of simultaneous linear algebraic equations:
GAUSS - SEIDEL
a11X1 + a12X2 + a13X3 = C1
a21X1 + a22X2 + a23X3 = C2
a31X1 + a32X2 + a33X3 = C3
1. Assign initial value for each unknown starting with the
first equation, solve for the largest unknown coefficient
say:
X2 = 0; X3 = 0; X1 = ?
a11X1 + a12(0) + a13(0) = C1
X1 = C1/a11
2. Go to the 2nd equation, solve for the largest coefficient.
X1 = C1/a11; X3 = 0; X2 = ?
a21X1 + a22(X2) + a23(0) = C2
GAUSS - SEIDEL
a21(C1/a11 )+ a22(X2) + a23(0) = C2
C2−a21(C1/a11 )
X2 =
a22
3. Go to the 3rd equation and solve for the largest coefficient.
C −a (C /a )
X1 = C1/a11; X2 = 2 21 1 11 ; X3 = ?
a22
a31X1 + a32(X2) + a33(X3) = C3
C −a (C /a )
a31 (C1/a11 ) + a32{ 2 21 1 11 } + a33(X3) = C3
a22
C C −a (C /a )
X3 = {C3 – [a31 ( 1 ) + a32 [ 2 21 1 11 ]}/a3𝟑
a11 a22
4. Solve for the new Xi
5. Continue iteration until the value of each unknown
determined in a particular iteration differs from its respective
value obtained in the preceding iteration by an amount less
than some arbitrary selected approximate error / σ𝑎/.
GAUSS - SEIDEL
𝑃𝑟𝑒𝑠𝑒𝑛𝑡 −𝑃𝑟𝑒𝑣𝑖𝑜𝑢𝑠
Where: / σ𝑎/ = / / x 100
𝑃𝑟𝑒𝑠𝑒𝑛𝑡
/ σ𝑎/≤ / σ𝑠/
➢ Jacobi Method is also known as the
Method of Simultaneous Displacement.
JACOBI METHOD
➢ Each of the equations is simultaneously
changed by using the most recent set
of variables.
➢ Just like Gauss – Seidel Method, Jacobi
iteration follows the “diagonal system”
to ensure convergence to a solution.
Systems of Linear Equations Algorithm for Jacobi Method
Given is a set of simultaneous linear algebraic equations:
a11X1 + a12X2 + a13X3 = C1
a21X1 + a22X2 + a23X3 = C2
a31X1 + a32X2 + a33X3 = C3
Rewrite the equations in the following form:
(𝒏+𝟏) 𝑪𝟏−𝒂𝟏𝟐𝒙𝟐𝒏−𝒂𝟏𝟑𝒙𝟑𝒏
𝑿𝟏 =
𝒂𝟏𝟏
(𝒏+𝟏)
𝑪𝟐 − 𝒂𝟐𝟏𝒙𝟏𝒏 − 𝒂𝟐𝟑𝒙𝟑𝒏
𝑿𝟐 =
𝒂𝟐𝟐
(𝒏+𝟏)
𝑪𝟑 − 𝒂𝟑𝟏𝒙𝟏𝒏 − 𝒂𝟑𝟐𝒙𝟐𝒏
𝑿𝟑 =
𝒂𝟑𝟑
Systems of Linear Equations
2. 1.
1. Assume initial approximations to the value of
variables X1n, X2n and X3n.
2. Substitute these initial approximations on the right -
hand side of the set of equations (re-written
equations) to get new approximations - X1n+1, X2n+1
and X3n+1.
3. The process is repeated until successive values of
each of the variables are sufficiently alike or if the
value of each unknown determined in a particular
iteration differs from its respective value obtained in
the preceding iteration by an amount less than the
arbitrary selected approximate error / σ𝑎/.
/ σ𝑎/≤ / σ𝑠/
