Assignment 2( Open Book Examination)

Submit solution before 12:00 Noon, March 21, 2021.

All questions are in context of linear system 𝐴𝑢 = 𝑏. Iterative methods means
basic iterative methods for linear systems, which are Gauss Jacobi, Gauss Seidel
and Successive Over Relaxation methods.

1. Show that the iteration given by

𝑢𝑘+1 = 𝑢𝑘 + 𝑒 𝑘 , for 𝑘 = 0,1,2, … Eq. (1)
can be written in the form
𝑢𝑘+1 = 𝑇𝑢𝑘 + 𝑐, Eq. (2)
−1 𝑘 −1 𝑘 𝑘 𝑘
where 𝑇 = 𝐼 − 𝑃 𝐴, 𝑒 = 𝑃 𝑟 and 𝑟 = 𝑏 − 𝐴𝑢 .
2. Write Gauss Jacobi and Gauss Seidel iterations in form given in Eq. (2).
Identify 𝑃 in each method.
3. Consider the iterative method given in Eq. (2) for solving any linear system
𝐴𝑢 = 𝑏. Choosing initial guess 𝑢0 = 𝟎, prove that solution after 𝑘 𝑡ℎ
iterations will be 𝑢𝑘 = (𝐼 − 𝑇 𝑘 )𝐴−1 𝑏.
4. Use four iterations of Gauss Jacobi and Gauss Seidel on problem
10𝑥 + 𝑦 = 1
𝑥 + 10𝑦 = 10,
while choosing (0,0) as initial guess. Write results in format given under
Table (1). Exact answer is (0,1).
5. Repeat Q. 4 for problem
𝑥+𝑦 =2
4𝑥 + 5𝑦 = 9.
Write results in a separate table of same format. Exact answer is (1,1).
6. Compare convergence speed of Gauss Jacobi for two problem given in Q. 4
and Q. 5.
7. Compare convergence speed of Gauss Seidel for two problem given in Q. 4
and Q. 5.
8. Identify 𝑇 of Eq. (2) from Q. 4 and Q. 5 for each Gauss Jacobi and Gauss
Seidel method. Then find eigenvalues of such matrices 𝑇.
 Jacobi Sol Jacobi Seidel Sol Seidel
𝒖𝒌 Convergence 𝒖𝒌 Convergence
Q. 4
Rate Rate
𝒆 /𝒆𝒌−𝟏
𝒌
𝒆 /𝒆𝒌−𝟏
𝒌

k=0 (0,0) N.A (0,0) N.A

k=1
k=2
k=3
k=4

Jacobi Sol Jacobi Seidel Sol Seidel

𝒖𝒌 Convergence 𝒖𝒌 Convergence
Q. 5
Rate Rate
𝒆 /𝒆𝒌−𝟏
𝒌
𝒆 /𝒆𝒌−𝟏
𝒌

k=0 (0,0) N.A (0,0) N.A

k=1
k=2
k=3
k=4