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4 views4 pagesIn this paper, we propose SOR method for
the solution of non-square linear systems which can be
called as generalized SOR method. A numerical example
is considered to exhibit the superiority of this method
over the generalized Jacobi and generalized GaussSeidel methods. AMS Subject Classification:-
15A06,65F15,65F20,65F50

Dec 19, 2018

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In this paper, we propose SOR method for
the solution of non-square linear systems which can be
called as generalized SOR method. A numerical example
is considered to exhibit the superiority of this method
over the generalized Jacobi and generalized GaussSeidel methods. AMS Subject Classification:-
15A06,65F15,65F20,65F50

© All Rights Reserved

4 views

In this paper, we propose SOR method for
the solution of non-square linear systems which can be
called as generalized SOR method. A numerical example
is considered to exhibit the superiority of this method
over the generalized Jacobi and generalized GaussSeidel methods. AMS Subject Classification:-
15A06,65F15,65F20,65F50

© All Rights Reserved

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ISSN No:-2456-2165

Linear Systems

1

V.B. Kumar Vatti, 1M.Santosh Kumar , 2V.V.Kartheek

1

Dept. of Engineering Mathematics,

2

Dept. of Computer Science & Systems Eng.

Andhra University, Visakhapatnam, India

2

Abstract:- In this paper, we propose SOR method for ω= ..(1.8)

the solution of non-square linear systems which can be 1+√1+μ̅ 2

called as generalized SOR method. A numerical example

is considered to exhibit the superiority of this method

over the generalized Jacobi and generalized Gauss-

Seidel methods. AMS Subject Classification:- where 𝜇̅ = 𝑚𝑎𝑥|𝜇𝑖 | and 𝜇𝑖 are the eigenvalues of the

15A06,65F15,65F20,65F50 Jacobi matrix J = L + U.

Keywords:- Iterative method, Jacobi, Gauss-Seidel, SOR, Using the iterative method developed by Wheaton and

Convergence. Samuel[1], Saha[2] proposed the generalized Jacobi method

for solving non-square linear systems, and he also proposed

I. INTRODUCTION generalized Guass-Seidal method which looks somewhat

hollow as the inverse of a strictly lower triangular matrix

Without loss of generality, we consider a linear system doesn't exist.

of ‘m’ equations in ‘n’ unknowns (m<n) of the form

𝑥1 + 𝑎12 𝑥2 + 𝑎13 𝑥3 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1 In this paper, we describe the generalized SOR

𝑎21 𝑥1 + 𝑥2 + 𝑎23 𝑥3 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2 method in section 2 and in section 3 its convergence criteria

. . . . . is discussed. A numerical example is presented in the

. . . . . concluding section to show the superiority of the proposed

𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + 𝑎𝑚3 𝑥3 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚 (1.1) method.

These equations can be expressed as a matrix system II. GENERALIZED SUCCESSIVE OVER

AX = b ..(1.2) RELAXATION (GSOR)

Method

where 𝐴 ∈ ℝ𝑚×𝑛 and 𝑋 and 𝑏 are unknown and

known m and n dimensional vectors respectively. Let X (k) be the kth approximate solution to the

Partitioning the rectangular matrix A as system(1.2). Then as mentioned in [1] , the (k+1)

̃] approximate is obtained as

A = [B B ..(1.3)

where B ∈ ℝm×n and B ̃ ∈ ℝm,n−m , then the equation X (k+1) = X (k) + S(A)d(k) ..(2.1)

(1.2) can be put in the form

where S(A) is the 𝑛 × 𝑚 matrix having 0, −1 and 1 as

̃ ] ( X1 ) = b

[B B ..(1.4) its elements indicating the signs of the transpose matrix of A

X2 and

T

where X1 and X2 are m and n − m dimensional b1 −A1 X(k) b2 −A2 X(k) bm −Am X(k)

d(k) = [ , , … … ]

vectors respectively. m‖A1 ‖ m‖A2 ‖ m‖Am ‖

BX1 + B̃X2 = b ..(1.5)

Here ‖Ai ‖, (i = 1,2, , , , m) are l1 -norms of ith row vector of

For m = n in (1.1), the system (1.2) it can be expressed as

A.

(I − L − U)X = b ..(1.6)

Do the following steps by considering the equation

where −L and − U are strictly lower and upper X (0)

(1.4) with an initial approximation X (0) = ( 1 (0) ).

triangular parts of the coefficient matrix A respectively. The X2

SOR method for solving (1.6) is defined by

Step 1: Assign k ← 0

X (n+1) = (I − ωL)−1 {[(1 − ω)I + ωU]X (n) + ωb} ..(1.7)

Step 2: Calculate for a positive definite matrix B,

(n = 0,1,2, … )

with the choice of relaxation parameter 𝜔 𝑎𝑠 b̃ (k) = b − BX1 (k) ..(2.3)

Volume 3, Issue 11, November – 2018 International Journal of Innovative Science and Research Technology

ISSN No:-2456-2165

Applying the procedure given in [1] to the system III. CONVERGENCE CRITERIA

BY = b̃ (k) with the initial guess 𝑋2 (𝑘) to obtain 𝑋2 (𝑘+1) 𝑖. 𝑒.,

̃

𝑋 (𝑘)

Let 𝑋 (𝑘) = ( 1 (𝑘) ) where 𝑋1 (𝑘) ∈ ℝ𝑚 𝑎𝑛𝑑

X2 (k+1) = X2 (k) + S(B

̃) d(k) ..(2.4) 𝑋2

𝑋2 (𝑘) ∈ ℝ𝑛−𝑚 , be the kth appropriate solution of the system

where S(B ̃) is a matrix of order (n − m) × m whose (1.4)

̃ T and d(k) is m- As

elements are the signs of the elements of B

th

dimensional vector whose i entry is (k)

(k) b̃i − B ̃i X2 (k)

di =

di (k) = m. ‖𝐵̃𝑖 ‖

̃i (k) −B

b ̃ i X2 (k)

̃ i‖

..(2.5) bi − Bi X1 (k) − B̃i X2 (k)

m‖B

=

m. ‖B̃i ‖

Step 3: Calculate

bi − (Bi X1 (k) + B̃i X2 (k) )

=

b̂ (k) = b − B

̃X2 (k+1) ..(2.6) m. ‖𝐵̃𝑖 ‖

bi −Ai X1 (k)

= ..(3.1)

Applying the SOR method (1.7) with (1.8) to the m.‖𝐵̃𝑖 ‖

square linear system 𝐵𝑧 = 𝑏̂ (𝑘) with the initial guess 𝑋1 (𝑘)

to obtain 𝑋1 (𝑘+1) i. e; If we denote the non-singular matrix

̃ ̃ ̃m ‖) by N(𝐵̃ ), then (3.1) can be put

diag(‖B1 ‖, ‖B2 ‖, … . . ‖B

X1 (k+1) = (I − ωL)−1 [{(1 − ωL)I + ωU}X1 (k) + in the form

ωb̂ (k) ] .. (2.7

) d(k) =

1

̃)−1 (b −

N(B

m

AX (k) ) . . (3.2)

(or) X1 (k+1) = Lω X1 (k) + (I − ωL)−1 . ωb̂ (k) ..(2.8)

By the equation (2.4) of step2 of the algorithm, we have

where Lω = (I − ωL)−1 {(1 − ω)I + ωU} is the SOR 1

iteration matrix and '𝜔′ is as given in (1.8). X2 (k+1) = X2 (k) + S(B ̃). N(B̃)−1 (b − AX (k) ) . . (3.3)

m

X1 (k+1) With this the equation (2.6) of step3 further reduces to

Step 4: Obtain X (k+1) = ( ) where X2 (k+1) and

X2 (k+1)

̃X2 (k) + 1 S(B

b̂ (k) = b − B ̃). N(B̃)−1 (AX (k) −

m

X1 (k+1) are obtained in steps 2 and 3 respectively. b) ..(3.4)

Step 5: If ‖AX (k+1) − b‖ < ϵ where 𝜖 is the fixed The SOR method now for obtaining 𝑋1 (𝑘+1) is derived

threshold, take 𝑋 (𝑘+1) as the solution of (1.2). If not assign from (2.7) can be rewritten as

k ← k + 1 and go to step 2.

X1 (k+1) = (I − ωL)−1 [(I − ωL + ωI + ωL + ωU)X1 (k)

+ ωb̂ (k) ]

Remark

For 𝜔 = 1 in (2.7), the generalized SOR method = (I − ωL)−1 [(I − ωL)X1 (k)

realizes generalized Gauss-seidal method and for the − ω{(I − L − U)X1 (k) − b̂ (k) }]

generalized Jacobi method, replace the equation = X1 − ω(I − ωL)−1 {BX1 (k) − b̂ (k) }

(k)

. . (3.5)

(2.7) by

X1 (k+1) = (L + U)X1 (k) + b̂ (k) . . (2.9) ̃X2 (k+1) , from (3.3),

Since AX (k+1) = BX1 (k+1) + B

(3.4) and (3.5) we can have

̃X2 (k+1)

AX (k+1) = BX1 (k+1) + B

̃X2 (k)

= BX1 (k) − ωB(I − ωL)−1 {BX1 (k) − b + B

1

− S(B ̃). B ̃)−1 (AX (k) − b)}

̃. N(B

m

1

̃X2 (k) + S(B

+B ̃). B ̃)−1 (b − AX (k) )

̃. N(B

m

− P(AX (k) − b)} − P(AX (k) − b)

Volume 3, Issue 11, November – 2018 International Journal of Innovative Science and Research Technology

ISSN No:-2456-2165

where 3/5 1/5 2/5 530/105

𝑞

1

̃. S(B ̃)−1

̃)N(B 4/10 4/10 −3/10 11/210

P = .B ..(3.6) + [ ] (𝑟 ) = ( )

m 3/5 −3/5 1/5 134/35

𝑠

−2/5 3/5 1/5 −289/105

Now, AX (k+1) − b = (AX (k) − b) − ωB(I − ωL)−1

(I − P)(AX (k) − b) − P(AX (k) − b) It is to note that the conditions for convergence criteria

i.e; (3.8), (3.9) and (3.11) are satisfied for the above system.

= (AX (k) − b)[I − ωB(I − ωL)−1 (I − P) − P] Now applying the procedure given in section 2, we obtained

(k)

= (AX − b)[{I − ωB(I − ωL)−1 }. (I − P)] ..(3.7) the following data and the non-basic solutions upto an

From (3.8), we have X = lim X (k) is a solution of the accuracy of 0.5 × 10−10 starting with a null vector as a

k

system (1.4) provided initial guess.

‖I − ωB(I − ωL)−1 ‖ < 1 ..(3.8) n Values of ‖𝑏 − 𝐴𝑋‖1 in successive iterations and obtained

and final solution upto an error less than 0.5E-10

‖(I − P)‖ <

1 ..(3.9) Generalised Generalised Generalised

JACOBI GAUSS-SEIDAL SOR

where P is the matrix as given in (3.6).For the existence of

x, we consider 1 4.09352609 1.83483632 1.08856249

‖X (k+1) − X (k) ‖ = ‖X1 (k+1) − X1 (k) ‖ + ‖X 2 (k+1) − X2 (k) ‖ 2 1.87329034 0.51129288 0.29789633

3 0.72835033 0.16122001 0.08271513

. ‖ω(I − ωL)−1 (I − P)(b − AX (k) )‖ . . . .

1

+ ‖ S(B ̃)N(B̃)−1 (b . . . .

m 16 10.3774186E 4.25251637E-8 10.3810175E-9

− AX (k) )‖ -6

17 3.9486858E- 1.93810483E-8 10.3810175E-9

≤ ‖𝜔(𝐼 − 𝜔𝐿)−1 (𝐼 − 𝑃)‖

6

1 −1

+ ‖ 𝑆(𝐵̃ )N(𝐵̃ ) ‖ ‖𝐴𝑋 (𝑘) − 𝑏‖ . . . (x,y,z,p,q,r,s)

𝑚 . . . =(5.01262429,

. . (3.10)

. . . 2.96595439,

With this we can conclude that 𝑋 = lim 𝑋 (𝑘) exists as 2.06287791

𝑘

0.87928128,

𝑋 (𝑘) is a Cauchy-sequence.

2.42931515,

Hence, the generalized SOR method converges under -2.42931515,

the conditions (3.8) and (3.9) for any matrix norm. 1.06376678)

22 7.7626535E-9

Remark 23 7.7626535E-9

It can be shown that the Generalized Guass-seidal and (x,y,z,p,q,r,s)=(4.9921

Generalized Jacobi methods converge under the conditions. 4357,2.93471021,

‖I − B(I − L)−1 ‖ < 1 and ‖I − B‖ < 1 1.99688395,

..(3.11)

0.91817848,

respectively along with the condition (3.9), as done above. 2.48270963,

-2.48270963,

IV. NUMERICAL EXAMPLE 1.04977851)

In this section, we consider the following non-square . .

linear system i.e; . .

x 30 11.09537E-9

1 −2/5 0 −1/5 3/5 1/5 2/5 y 31 11.09537E-9

−14/35 1 −2/7 0 4/10 4/10 −3/10 z (x,y,z,p,q,r,s)

[ ] p

0 −14/35 1 −1/5 3/5 −3/5 1/5 q =

−1/5 0 −1/5 1 −2/5 3/5 1/5 r (3.19440836,

(s)

530/105 1.12036248,

11/210 2.59066879,

=( ) -

134/35

−289/105 1.05611782,

2.62982539,

This system can be expressed as in (1.5), as 0.51312802,

1 −2/5 0 −1/5 𝑥 1.02402821)

−14/35 1 −2/5 0 ] (𝑦) Table 1

[

0 −14/35 1 −1/5 𝑧

−1/5 0 −1/5 1 𝑝

Volume 3, Issue 11, November – 2018 International Journal of Innovative Science and Research Technology

ISSN No:-2456-2165

V. CONCLUSION

It is evident from the above table-1 that the GSOR

method converged more rapidly than the Generalised Jacobi

and Generalised Gauss-seidal methods for solving non-

square linear systems as in the case of SOR method with

respect to Jacobi and Gauss-seidal methods for the solution

of square linear systems.

REFERENCES

[1]. I. Wheaton and S. Awoniyi. A new iterative method

for solving non-square systems of linear equations.

Journal of Computational and Applied Mathematics,

322:1-6, 2017.

[2]. Manideepa Saha. Generalized Jacobi and Gauss-Seidal

method for solving non-square NIT Megalaya,

Shillong, India arXiv:1706.07640vl [math.NA] 23 Jun

2017.

[3]. R.S. Varga Matrix iterative analysis. Springer, 2000.

[4]. M.T.Micheal Scientific Computing: An introductory

survey. McGraw Hill, 2002.

[5]. C.T.Kelley Iterative methods for linear and non-linear

equations. SIAM, Philadelphia 1995.

[6]. W.Hackbusch Iterative solution of large Sparse systems

of equations. Springer-Verlag, 1994.

[7]. D.M.YOUNG, Iterative Solution of Large Linear

Systems, Academic Press, New York and London,

1971.

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