MA2032 Assignment 5b

07/11/2017

1. Give an expression for Gauss-Seidel method in the form

xp k q  Tg xpk
1q cg

2. Find the first two iterations of the Jacobi method for the following linear systems, using
xp0q  0.

(a) (b)

4x1 x2
x3 5, 4x1 x2
x3 x4 
2,

x 1 3x2 x3 
4, x1 4x2
x3
x4 
1,
2x1 2x2 5x3  1.
x 1
x 2 5x3 x4  0,
x1
x2 x3 3x4  1.

3. Repeat Exercise 2 using the Gauss-Seidel method.

4. Let xpkq  Tj xpk
1q cj and xpkq  Tg xpk
1q cg represent the Jacobi and Gauss-Seidel
methods repectively. Consider the following linear systems.

(a) (b)

2x1
x2 x3
1, x1 2x2
2x3  7,

2x1 2x2 2x3  4, x1 x2 x3  2,

x 1
x 2 2x3 
5. 2x1 2x2 x3  5.

What happens when you use Gauss-Seidel and Jacobi iterations to solve the above systems?
(Use your MATLAB/OCTAVE codes). Find ρpTg q and ρpTj q in both problems.

5. Show that if A is strictly diagonally dominant, then kTj k8   1.

6. Verify the estimates (i) x
xpkq ¤ kT kk xp0q
x ; (ii) x
xpkq ¤ 1kT p1q

kT k x
x
kk p0q

for Exercises 2 and 3 with k.k8 . How many iterations will ensure given T OL?