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  • Numerical Analysis: A.abdulshahed@eng - Misuratau.edu - Ly

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    The document discusses numerical methods for solving systems of linear equations, including relaxation methods. Relaxation methods can accelerate the convergence of Jacobi and Gauss-Seidel methods by introducing a relaxation parameter ω. For ω between 0 and 1, the methods are called under-relaxation, while for ω greater than 1 they are called over-relaxation. The successive over-relaxation method is shown to often converge faster than Gauss-Seidel. The best relaxation parameter can vary between systems, so methods to determine the optimal parameter are discussed. Examples are provided to illustrate the effect of different relaxation parameters on convergence.

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    Lecture 05

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    The document discusses numerical methods for solving systems of linear equations, including relaxation methods. Relaxation methods can accelerate the convergence of Jacobi and Gauss-Seidel methods by introducing a relaxation parameter ω. For ω between 0 and 1, the methods are called under-relaxation, while for ω greater than 1 they are called over-relaxation. The successive over-relaxation method is shown to often converge faster than Gauss-Seidel. The best relaxation parameter can vary between systems, so methods to determine the optimal parameter are discussed. Examples are provided to illustrate the effect of different relaxation parameters on convergence.

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    © All Rights Reserved
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    10 views25 pages

    Numerical Analysis: A.abdulshahed@eng - Misuratau.edu - Ly

    Uploaded by

    mohammed Assadawi
    The document discusses numerical methods for solving systems of linear equations, including relaxation methods. Relaxation methods can accelerate the convergence of Jacobi and Gauss-Seidel methods by introducing a relaxation parameter ω. For ω between 0 and 1, the methods are called under-relaxation, while for ω greater than 1 they are called over-relaxation. The successive over-relaxation method is shown to often converge faster than Gauss-Seidel. The best relaxation parameter can vary between systems, so methods to determine the optimal parameter are discussed. Examples are provided to illustrate the effect of different relaxation parameters on convergence.

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    of 25

    Numerical Analysis

    ‫التحليل العددي‬
    ‫ علي محمد عبد الشاهد‬:‫إعداد الدكتور‬

    Ali Mohmed Abdulshahed, BSc, MSc, PhD.


    Systems of Linear Equations :05 ‫المحاضرة‬
    Email: aa_shahed@yahoo.com
    Email: a.abdulshahed@eng.misuratau.edu.ly
    Google scholar page: https://scholar.google.co.uk/citations?user=U4s6PyYAAAAJ&hl=en 1
    Systems of Linear Equations Relaxation Method

    The system linear equations can be rewritten as follows

    The relaxation method is used to accelerate


    the convergence of Jacobi and Gauss–Seidel
    methods.

    In case 0 < ω < 1, the methods are called as under-relaxation methods


    Note: The method (successive displacements: Gauss–Seidel) with
    In case ω > 1, the methods are called as over-relaxation methods over-relaxation is known as a successive over-relaxation (SOR)
    method.
    2
    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

    5
    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

    Note: Here, we observe that Gauss–Seidel method (ω =1.0)


    requires a minimum number of iterations (9 iterations) for
    the accuracy of 0.000001 as compared to relaxation
    method with relaxation parameters ω = 0.9 and 1.1.
    But, this is not the case always, which will be clear from
    the following example.

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

    Let us solve this system using Relaxation method with relaxation parameter, ω = 1.2. The iterations are given by

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

    It is easy to see that the difference between 12th iteration and 13th iteration is less than 0.000001. So, total 13
    iterations of the SOR method are required for the accuracy of 0.000001. It is easy to conclude that the number of
    iterations required in SOR method is pretty less than the number of iterations of the Gauss–Seidel method .

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

    Note: Consider the relaxation method with different relaxation parameter ω for the solution of the system in Example 5.29.
    The numbers of iterations required for the accuracy of 0.000001 with different values of relaxation parameter ω are given in
    the following table.

    It is easy to see that for relaxation parameter ω = 1.2


    and 1.25, the minimum number of iterations are
    required for a given accuracy 0.000001. So, these
    values of relaxation parameter are appropriate for this
    system. It is further worth mentioning here that the
    best relaxation parameter varies for different systems.

    So, the obvious question is which relaxation parameter


    is the best relaxation parameter for a given system?

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

    Relaxation

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method
    The Gauss–Seidel iterations

    It is easy to see that both the Jacobi and


    Gauss–Seidel methods diverge for the
    given system.

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method
    The system is not satisfying the convergence conditions, so Jacobi and Gauss–Seidel methods are diverging for the given
    system in the present form.

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations Relaxation Method

    The Gauss–Seidel method provides following iterations for the given system.

    After seven iterations of the Gauss–Seidel method, the approximate solution correct up to three decimal places is as follows

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    Systems of Linear Equations

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    a.abdulshahed@eng.misuratau.edu.ly ‫إعداد الدكتور علي عبد الشاهد‬
    ‫‪HW‬‬
    ‫الكود البرمجي السابق يعتبر بسيط لتوضيح فكرة الحل فقط‬
    ‫المطلوب تطوير الكود السابق إلظهار معلومات أكثر حول (التباعد أو‬
    ‫التقارب‪ -‬عدد التك اررات – األخطاء – دقة الحل – شروط الحل)‬

    ‫‪25‬‬

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