UNIVERSITY OF CEBU

LAPU-LAPU & MANDAUE

A.C. Cortes Ave., LoocMandaue City, Philippines

Numerical Methods
(1:30-3:00 TTh LECTURE)
(3:00-4:30 TTh LABORATORY)

Submitted by:
Mariel B. Densing BSEcE-4

Submitted to:

Engr. Jonah Aubrey Delani

Two examples:

EQUATIONS:

1. 6x + 3y + z =10
-x + 2y 2z =-1
x y + 6z =8

Solving for x,y and z gives:

x= (10-3y-z)/6
y=(-1+x+2z)/2
z=(8-x+y)/6

Suppose we choose (0, 0, 0, 0) as the initial approximation, then the first

approximate solution is given by,

x=(10-3(0)-0)/6 = 1.666667
y=(-1+(1.666667)+2(0))/2 = .333333
z=(8-(1.666667)+(.333333))/6 =1.111111
Using the approximations obtained, the iterative procedure is repeated until
the desired accuracy has been reached. The following are the approximated
solutions after five iterations.

The exact solution of the system is

x=0.77465

y=1.30986

z=1.42254

2. 12x 2y + z = 8
 -2x + 15y + 6z =-1
2x 3y + 9z = 5

Solving for x , y, and z gives :

x= (8+2y-z)/12
y=(-1+2x-6z)/15
z=(5-2x+3y)/9

Suppose we choose (0, 0, 0, 0) as the initial approximation, then the first

approximate solution is given by,

x=(8+2(0)-0)/12=0.666667
y=(-1+2(.666667)-6(0))/15=0.022222
z=(5-2(0.666667+3(0.022222))/9=0.414815
Using the approximations obtained, the iterative procedure is repeated until
the desired accuracy has been reached. The following are the approximated
solutions after five iterations

The exact solution of the system is

X= 0.61301

Y=-0.1347

Z=0.3744

BACKGROUND
In numerical linear algebra, the GaussSeidel method, also known as the
Liebmann method or the method of successive displacement, is an iterative
method used to solve a linear system of equations. It is named after the
German mathematicians Carl Friedrich Gauss and Philipp Ludwig von Seidel,
and is similar to the Jacobi method.

Though it can be applied to any matrix with non-zero elements on the

diagonals, convergence is only guaranteed if the matrix is either diagonally
dominant, or symmetric and positive definite. It was only mentioned in a
private letter from Gauss to his student Gerling in 1823. A publication was
not delivered before 1874 by Seidel.The element-wise formula for the Gauss
Seidel method is extremely similar to that of the Jacobi method.

ADVANTAGES

Simplicity in technique

Small computer memory requirement

Less computational time per iteration

The Gauss-Seidel Method allows the user to control round-off error. In

fact, iterative methods can be used to improve the solution obtained
by direct methods.

DISADVANTAGES

Slow rate of convergence resulting in larger number of iterations

Increase in the number of iterations with increase in the number of

buses.

LIMITATIONS

The Gauss-Seidel method converges only for special systems of equations;

thus it can be used only for those systems.

For large values of n, Gaussian elimination requires approximately

2n^3/3 arithmetic operations to solve the problem. While Gauss-Seidel
method requires 2n^2 n arithmetic operations per iteration.Therefore, if
the number of iterations is less than or equal to n/3, the iterative method
requires fewer arithmetic operations. This method involves less arithmetic; it
is more efficient.

Errors in Gauss-Seidel are only the errors committed in the final

iteration, the result of the next to last iteration can be interpreted as a very
good initial estimate.

SUMMARY OF STEPS
DERIVATIONS

The Gauss-Seidel Method. For each generate the

components

Namely,

Matrix form of Gauss-Seidel method.

Define and , Gauss-Seidel
method can be written as k = 1, 2, 3,