Lectwe- 6 |-7 |P-11

We nant to write al three a bove methods

(iteratve) standared form.
methods can be wri Hen in a
Writen (omþact
way For iteratins
K+1
-

K+l

G-5: = J =i+I

K+1
K

sOR: ; (-o) j= j=itl

for
Rave aumed
Fos defiingt tke methodo
ai0 for i=l, 2,-,n.

basc idea of all threo method above is:

1. To slove the sytem A=b. 0

form
hrite the sytem in the for some ME Ma(R)
and iven.
-2 Egnohion is alled fxd point fomalatio.

Ans: Lot w deing a fmcion F:R"’ R^ by

MeMa R) and

find a sole. o to Find a pt

To
that As=b,

sgui valanty, to fnd a pt. seR" o thot

=Ms+b.

of, qwvalonty find

Ne conl
Thomfore
fnd pt the funchion F
 JLactwa-tol-E |P-2)
2To find t aa fixad pt F, iwt Wse

iterai on We cho05R.

and gonerate
K+I K=0,l,-.
- F() = Mz+,
CRY îs
3. Shoà thot

covgt (sag)
Assume. F is cHtinwos
in

Ne havc im

s=FG) = Ms+

his
P-4 We noa dis cnss undoe
wndoe hat condition on Mony
dafncd in (3) convorges

Defespcetrl Radine)
spectal radie f Ai
Lat Mt M(R), The
(M) sndand is defned by

p)
ma
M)c}.
from the ntplimentoy nots
Lat reGall tuo reSnlt
Iheoremerewn 7.9, P^g -t90)
=0 tn M. (R) iff P)<4.
Let MeM.(R)

(theoren 10, page- 491)

eem- 2 Mn()
M Convog ent in
Let MEM, (R) The series j=0

Tn t that Case
 Con vonenca analysis of itratve
Errors and methods,
ethod
all the iteaive
We have Kneun thret
dhscss od above an be put in he form

Mak. ke NUso.
the eqnen
Theorem t3 For any ¬K
to he
above Co Voge
Maty (ahich in tuen
wniqne soltion o x= p)<.
soiy of A =b) tf and ony if
Thenem Acand 2 ab ove..
2
pror: Lot (M) < 4. By lm M^= 0 n
Ne Know that
, matoi
nom)
M Gamvoges and
thesgcl
M. ().

= Mx for
Noa, Fom
= M(Na+)+

= Mat (MM +)A

 Hens, ( Su ts defnsd
)
By and have

Rists and sat

= I-M)
Hence, atsfes

das roomy
Candy,
|Note: In the imxk eists
and henc Gondnded

He
I have
be defined

To shro p(M) <<1.,

For my

M*(-)
(e-)= 0 ’
 all thrl methods above are

writn is the form

of the mabix A:
Spliting
A = L+ D+ U

A= (a;) EM. (R) Then,

ain
Dij=
o 2 3
2 3
L= 4 0 O
4 56 |7 8 o oo9
L789
 [P -8)
Noe, Ne have Ax =b

(L+D+U)x=b
Lx+ D Ux= b

G-Jtituation Dt b-La

)x)
aii 0 i,=l,2,.n

invecible

Kt
M,x * here

My=-(L+ujeM
G-S itoration
DyKt
Dxk+LkH b - Vxk

(Q+Ljb-(+LU
Note deb (p+ L)
- det D 0
ohr M,-- (b+ju, -(0 tLjb ko (DtL) isivekue
P-91 |Lectve l6-17
SoR.
=(l-o) TD

ohere.
Msoa

dsig
it hdps w to d0
this representation ts tako tatA
Advantages f
comVyene analysis he iteaton scheme
p-0

lkertam()l Lat AeM (R) bs ahictyd n

domirant x'e R
Then, Grg and Grs Con vorges pr ang
pro of: suficas to h
and p (Ma) <1
the rolt fotloos.
by therom(3)

M
Let valne of corrupondn
Ne

be sudh thatt
Let ke l,,,
man | = A.

1siS n.

LtU)v= DU
For Kth mfpenent =(L+U)9)
Lecture-\6-7 P-1t

1sisi[n
)

J=ktt

( )=1

diogmal
doiront
P-12

To shea p(Ms)<
Valne

an
igen vector oith

Chamiing1Sksm

(P: M- (*)

Cnido the k-th Commfonan (U),-((o+)),

j=\

J=Kt

j=kt
 ILecture-16-7
Since
j=Ktl

j=kt

j= Ktt

(lud-lagl)

This fnishes the oo f the tharem.

 ((-o)". -
Hone,
sf
elemaut diogonal
=0Vil
elements
of diagonal
d(p)
L-D
-o (D+oL) det Msoe Jet
(D+oL)-)D
-o Msog reall) wLut
(Mse) dut camfate fot we \Pre
convages,
then method SoR Hente,
i
2. o
|i-wl. p(Mssn) ER, anFor (lhenrem
5)
 \Lectre -\6|-\7 IP-15pad

which cntadicts
so tha

thhen
tor the 2nd arct f 50R muthed Con ug

( therom (9))

(pro ve)

$o Theorem ( 0strowski -Ruch)

Qnd
de fite matei
If A¬ M (a) bobe þositive
1F method Comvegos
them the S0R
inkal aprtyamat on x'.
fpr ang choia ofNam
Nwmerwiol analy as)
Ovtaga,
lveoTem 7)(Gu: and tridiagonal, ten
positve definite
TR A EM, (R) be
the optimal 2 choica of for soR
<1 and Henee
p(M) =(o (M)) is 1+1-P(M)