Jacobi Iteration

Test: Approximations of Convergence

Diagonally Dominant Matrix:

45 ≥ ( 2+3 ) (True )
22 ≥ (−3+ 2 ) (True)
20 ≥ (5+ 1 ) (True)
∴ The given matix is diagonally dominant

45 x 1=58−2 x 2−3 x 3

58−2 x 2−3 x3
x 1=
45

22 x2 =47+3 x 1−2 x 3

47+3 x 1−2 x 3
x 2=
22
2 0 x3 =6 7−5 x 1−x 2

67−5 x 1−x 2
x 3=
20
 Initial : Ist Iteration: 2nd Iteration 3rd Iteration
x 1=0 ; x 2=0; x 3=0 x 1=0 ; x 2=0; x 3=0 x 1=¿0.970606;
x 1=1.28889 ; x2 =2.136363
; x 3=3.35 x 2=¿ 2.007576;
x 3=2.92095935
58−2 x 2−3 x3
x 1= 58−2(0)−3(0) 58 x 1=1.00493
45 x 1= = =1.28889x =¿
45 45 1 0.970606

47+3 x 1−2 x 3 47+3 (0)−2(0) 47 x =¿2.007576 x 2=¿2.003177

x 2= x 2= = =2.1363632
22 22 22

67−5 (0)−(0) 67 x 3=2.92095935 x 3=3.0069697

x 3= = =3.35
20 20

Gauss-Seidel Iteration

Test: Approximations of Convergence

Diagonally Dominant Matrix:

 45 ≥ ( 2+3 ) (True )

22 ≥ (−3+ 2 ) (True)
20 ≥ (5+ 1 ) (True)
∴ The given matix is diagonally dominant

45 x 1=58−2 x 2−3 x 3

58−2 x 2−3 x3
x 1=
45

22 x2 =47+3 x 1−2 x 3

47+3 x 1−2 x 3
x 2=
22
20 x 3=67−5 x 1−x 2

67−5 x 1−x 2
x 3=
20

Initial : Ist Iteration: 2nd Iteration

x 1=0 ; x 2=0; x 3=0 x 1=0 ; x 2=0; x 3=0

58−2 x 2−3 x3 58−2(2.31212)−3( 2.91217)

x 1= 58−2(0)−3(0) 58 x 1= =0.991983
45 x 1= = =1.28889 45
45 45
 47+3 x 1−2 x 3 47+3 (1.28889)−2(0) 47+3 (0.991983)−2(2.91217)
x 2= x 2= =2.31212 x 2= =2.0067
22 22 22

67−5 (1.28889)−(2.31212) 67−5 (0.991983)−(2.0067)

x 3= =2.91217 x 3= =3.00167
20 20

LU Decomposition

x 1+ x2 + x 3=1

3 x 1+ x 2−3 x 3=5

x 1−2 x2 −5 x 3=1 0

1.) Ax=B

( ) () []
1 1 1 x1 1
A= 3 1 −3 x= x 2 B= 5
1 −2 −5 x3 10

Ax=B
( )( ) [ ]
1 1 1 x1 1
3 1 −3 x2 = 5
1 −2 −5 x 3 10

2.) LU = A LU = A

( ) ( ) ( )( )( )
1 0 0 u 11 u12 u13 1 0 0 u11 u12 u 13 1 1 1
L= l21 1 0 U = 0 u22 u23 l 21 1 0 0 u 22 u 23 = 3 1 −3
l 3 1 l 32 1 0 0 u33 l 31 l 32 1 0 0 u 33 1 −2 −5

( )( )( )
a=1 b=0 c =0 j=u11 k =u12 l=u13 1 1 1
d=l 21 e=1 f =0 m=0 n=u 22 o=u23 = 3 1 −3
g=l 31 h=l 32 i=1 p=0 q=0 r=u33 1 −2 −5

LU = A

( )( )
u11 u12 u1 3 1 1 1
l 21 u 11 l 21 u1 2+ u22 l 21 u1 3 +u2 3 = 3 1 −3
l 3 1 u 11 l 3 1 u12 +l 3 2 u2 2 l 31 u1 3 +l 32 u2 3 +u3 3 1 −2 −5
 ( )( )
u 11=1 u12=1 u13=1 1 1 1
l 21 u 11=3 l 21 u 12+u22=1 l 21 u13 +u23=−3 = 3 1 −3
l 31 u 11=1 l 31 u12 +l 32 u22=−2 l 31 u13 +l 32 u23 +u33 =−5 1 −2 −5

u11=1 ; l 21 =3 ;l 3 1=1 ; u12=1 ; u13=1 ; u22=−2 ; l3 2 =1.5; u 23 =−6 ; u3 3=3

( ) ( )
1 0 0 u11=1 u12=1 u13=1
L= l 21=3 1 0 U= 0 u22=−2 u23=−6
l 31=1 l 32=1.5 1 0 0 u33=3

3. LY =B

( )( ) [ ]
1 0 0 y1 1
l 21 =3 1 0 y2 = 5
l 31 =1 l 32=1.5 1 y 3 10

y 1=1
3 y 1+ y 2=5
y 1+ 1.5 y 2+ y 3=1 0
y 1=1; y 2=2 ; y 3=6

4. UX = Y
( )( ) [ ]
u11=1 u12 =1 u13=1 x 1 1
0 u22 =−2 u 23 =−6 x 2 = 2
0 0 u33=3 x 3 6

x 1+ x2 + x 3=1

0 x 1−2 x2 −6 x3 =2

0 x 1+ 0 x 2 +3 x 3=6

x 3=2 ; x2 =−7 ; x 3=6