MÉTODOS

ITERATIVOS
SOLUCIÓN DE SISTEMAS DE
ECUACIONES LINEALES
 𝐼𝑁𝑇𝑅𝑂𝐷𝑈𝐶𝐶𝐼Ó𝑁
𝑆𝑒𝑎 𝑑𝑎𝑑𝑜 𝑢𝑛 𝑆𝑖𝑠𝑡𝑒𝑚𝑎 𝑑𝑒 𝐸𝑐𝑢𝑎𝑐𝑖𝑜𝑛𝑒𝑠 𝐿𝑖𝑛𝑒𝑎𝑙𝑒𝑠:

𝑎11 𝑎12 𝑎13 ⋯ 𝑎1,𝑛−1 𝑎1𝑛 𝑥1 𝑏1

𝑎21 𝑎22 𝑎23 ⋯ 𝑎2,𝑛−1 𝑎2𝑛 𝑥2 𝑏2
𝑎31 𝑎32 𝑎32 ⋯ 𝑎3,𝑛−1 𝑎3𝑛 𝑥3 𝑏3
= (1)
⋮ ⋮ ⋮ ⋯ ⋮ ⋮ ⋮ ⋮
𝑎𝑛−1,1 𝑎𝑛−1,2 𝑎𝑛−1,2 ⋯ 𝑎𝑛−1,𝑛−1 𝑎𝑛−1,𝑛 𝑥𝑛−1 𝑏𝑛−1
𝑎𝑛1 𝑎𝑛2 𝑎𝑛2 ⋯ 𝑎𝑛,𝑛−1 𝑎𝑛𝑛 𝑥𝑛 𝑏𝑛

𝑨 𝒙 𝒃
𝐸𝑛 𝑓𝑜𝑟𝑚𝑎 𝑚𝑎𝑡𝑟𝑖𝑐𝑖𝑎𝑙 𝑎𝑏𝑟𝑒𝑣𝑖𝑎𝑑𝑜: 𝑨 ∙ 𝒙 = 𝒃
 𝐼𝑁𝑇𝑅𝑂𝐷𝑈𝐶𝐶𝐼Ó𝑁
𝐸𝑙 𝑜𝑏𝑗𝑒𝑡𝑖𝑣𝑜 𝑑𝑒 𝑒𝑠𝑡𝑒 𝑡𝑒𝑚𝑎 𝑒𝑠 𝑟𝑒𝑠𝑜𝑙𝑣𝑒𝑟 𝑒𝑙 𝑠𝑖𝑠𝑡𝑒𝑚𝑎 1 , 𝑑𝑒 𝑓𝑜𝑟𝑚𝑎 𝑖𝑡𝑒𝑟𝑎𝑡𝑖𝑣𝑎,
𝑒𝑠 𝑑𝑒𝑐𝑖𝑟, 𝑝𝑜𝑟 𝑎𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑐𝑖𝑜𝑛𝑒𝑠 𝑠𝑢𝑐𝑒𝑠𝑖𝑣𝑎𝑠. 𝑃𝑎𝑟𝑎 𝑒𝑙𝑙o, 𝑠𝑒 𝑑𝑒𝑏𝑒 𝑏𝑢𝑠𝑐𝑎𝑟 𝑢𝑛𝑎
𝑒𝑐𝑢𝑎𝑐𝑖ó𝑛 𝑒𝑞𝑢𝑖𝑣𝑎𝑙𝑒𝑛𝑡𝑒 𝑎 𝑙𝑎 𝑒𝑐𝑢𝑎𝑐𝑖ó𝑛 1 𝑡𝑎𝑙 𝑞𝑢𝑒 𝑒𝑙 𝑣𝑒𝑐𝑡𝑜𝑟 𝑑𝑒 𝑙𝑎𝑠 𝑖𝑛𝑐𝑜𝑔𝑛𝑖𝑡𝑎𝑠
𝒙 𝑒𝑠𝑡𝑒 𝑒𝑛 𝑎𝑚𝑏𝑜𝑠 𝑙𝑎𝑑𝑜𝑠 𝑑𝑒 𝑙𝑎 𝑒𝑐𝑢𝑎𝑐𝑖ó𝑛:
𝒙= 𝑩∙𝒙+𝒄 (2)

𝐷𝑒 𝑚𝑎𝑛𝑒𝑟𝑎 𝑞𝑢𝑒 𝑙𝑎 𝑠𝑜𝑙𝑢𝑐𝑖ó𝑛 𝑑𝑒 (2) 𝑠𝑒𝑎 𝑡𝑎𝑚𝑏𝑖é𝑛 𝑙𝑎 𝑠𝑜𝑙𝑢𝑐𝑖ó𝑛 𝑑𝑒 (1).

𝐸𝑙 𝑝𝑟𝑜𝑐𝑒𝑠𝑜 𝑖𝑡𝑒𝑟𝑎𝑡𝑖𝑣𝑜 𝑠𝑒 𝑖𝑛𝑖𝑐𝑖𝑎 𝑑𝑎𝑛𝑑𝑜 𝑢𝑛 𝑣𝑎𝑙𝑜𝑟 𝑖𝑛𝑖𝑐𝑖𝑎𝑙 𝑎 𝒙 𝑙𝑎𝑑𝑜 𝑑𝑒𝑟𝑒𝑐ℎ𝑜 𝑑𝑒 (2) ,

𝑝𝑜𝑟 𝑒𝑗𝑒𝑚𝑝𝑙𝑜, 𝒙 = 𝟎 𝑦 𝑠𝑒 𝑟𝑒𝑠𝑢𝑒𝑙𝑣𝑒 𝑙𝑎 𝑒𝑐𝑢𝑎𝑐𝑖ó𝑛 2 . 𝐸𝑙 𝑣𝑎𝑙𝑜𝑟 𝑜𝑏𝑡𝑒𝑛𝑖𝑑𝑜 𝑠𝑒 𝑟𝑒𝑒𝑚𝑝𝑙𝑎𝑧𝑎
𝑛𝑢𝑒𝑣𝑎𝑚𝑒𝑛𝑡𝑒 𝑒𝑛 𝑒𝑙 𝑙𝑎𝑑𝑜 𝑑𝑒𝑟𝑒𝑐ℎ𝑜 𝑑𝑒 2 𝑦 𝑠𝑒 𝑟𝑒𝑠𝑢𝑒𝑙𝑣𝑒 𝑛𝑢𝑒𝑣𝑎𝑚𝑒𝑛𝑡𝑒. 𝐸𝑠𝑡𝑒 𝑝𝑟𝑜𝑐𝑒𝑠𝑜 𝑠𝑒
𝑟𝑒𝑝𝑖𝑡𝑒 ℎ𝑎𝑠𝑡𝑎 𝑞𝑢𝑒 𝑙𝑎 𝑑𝑖𝑓𝑒𝑟𝑒𝑛𝑐𝑖𝑎 𝑒𝑛𝑡𝑟𝑒 𝑑𝑜𝑠 𝑣𝑎𝑙𝑜𝑟𝑒𝑠 𝑠𝑢𝑐𝑒𝑠𝑖𝑣𝑜𝑠 𝑑𝑒 𝒙 𝑒𝑠𝑡𝑒 𝑑𝑒𝑛𝑡𝑟𝑜 𝑑𝑒
𝑙𝑎 𝑡𝑜𝑙𝑒𝑟𝑎𝑛𝑐𝑖𝑎 𝑒𝑠𝑝𝑒𝑟𝑎𝑑𝑎.
𝐴𝑙𝑔𝑜𝑟𝑖𝑡𝑚𝑜.
𝑀é𝑡𝑜𝑑𝑜 𝑖𝑡𝑒𝑟𝑎𝑡𝑖𝑣𝑜 𝑑𝑒 𝐽𝑎𝑐𝑜𝑏𝑖
𝑆𝑒𝑎 𝑑𝑎𝑑𝑜 𝑒𝑙 𝑠𝑖𝑡𝑒𝑚𝑎 𝑨 ∙ 𝒙 = 𝒃 𝑎 𝑝𝑎𝑟𝑡𝑖𝑟 𝑑𝑒𝑙 𝑐𝑢𝑎𝑙 𝑠𝑒 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎 𝑙𝑎 𝑒𝑐𝑢𝑎𝑐𝑖ó𝑛 𝑒𝑞𝑢𝑖𝑣𝑎𝑙𝑒𝑛𝑡𝑒
𝒙 = 𝑩 ∙ 𝒙 + 𝒄.
𝐷𝑜𝑛𝑑𝑒 𝑙𝑜𝑠 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒𝑠 𝑏𝑖𝑗 𝑑𝑒 𝑙𝑎 𝑚𝑎𝑡𝑟𝑖𝑧 𝑩 𝑦 𝑙𝑜𝑠 𝑐𝑖 𝑑𝑒𝑙 𝑣𝑒𝑐𝑡𝑜𝑟 𝒄 𝑠𝑒 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛 𝑝𝑜𝑟:
𝑎𝑖𝑗
− 𝑠𝑖 𝑖 ≠ 𝑗 𝑏𝑖
𝑏𝑖𝑗 = ቐ 𝑎𝑖𝑖 ; 𝑐𝑖 =
0 𝑠𝑖 𝑖 = 𝑗 𝑎𝑖𝑖

𝐸𝑙𝑒𝑔𝑖𝑟 𝑒𝑙 𝑣𝑎𝑙𝑜𝑟 𝑖𝑛𝑖𝑐𝑖𝑎𝑙 𝑝𝑎𝑟𝑎 𝒙 𝑝𝑜𝑟 𝑒𝑗𝑒𝑚𝑝𝑙𝑜 𝒙 = 𝟎 .

𝑃𝑎𝑟𝑎 𝑚 = 1, … , ℎ𝑎𝑠𝑡𝑎 𝑑𝑜𝑛𝑑𝑒 𝑠𝑒 𝑠𝑎𝑡𝑖𝑠𝑓𝑎𝑔𝑎.
𝐶𝑎𝑙𝑐𝑢𝑙𝑎𝑟:
(𝑚) (𝑚−1)
𝑥𝑖 = σ𝑛𝑗=1 𝑏𝑖𝑗 ∙ 𝑥𝑗 + 𝑐𝑖 (i=1, …, n)
 𝐸𝑗𝑒𝑚𝑝𝑙𝑜 1
𝑅𝑒𝑠𝑜𝑙𝑣𝑒𝑟 𝑝𝑜𝑟 𝐽𝑎𝑐𝑜𝑏𝑖:
10𝑥1 + 𝑥2 + 𝑥3 = 12
𝑥1 + 10𝑥2 + 𝑥3 = 12
𝑥1 + 𝑥2 + 10𝑥3 = 12
𝑆𝑜𝑙𝑢𝑐𝑖ó𝑛:
𝑥1 = −0.1𝑥2 − 0.1𝑥3 + 1.2
𝑥2 = −0.1𝑥1 − 0.1𝑥3 + 1.2
𝑥3 = −0.1𝑥1 − 0.1𝑥2 + 1.2
“𝑳𝒂 𝒔𝒐𝒍𝒖𝒄𝒊ó𝒏 𝒆𝒔
𝒄𝒐𝒏𝒗𝒆𝒓𝒈𝒆𝒏𝒕𝒆 𝒂 𝒍𝒂
𝒔𝒐𝒍𝒖𝒄𝒊ó𝒏 𝒆𝒙𝒂𝒄𝒕𝒂:
𝒙𝟏 = 𝒙𝟐 = 𝒙𝟑 = 𝟏"
 𝐸𝑗𝑒𝑚𝑝𝑙𝑜 2
𝑅𝑒𝑠𝑜𝑙𝑣𝑒𝑟 𝑝𝑜𝑟 𝐽𝑎𝑐𝑜𝑏𝑖:
𝑥1 + 𝑥2 + 10𝑥3 = 12
10 𝑥1 + 𝑥2 + 𝑥3 = 12
𝑥1 + 10𝑥2 + 𝑥3 = 12
𝑆𝑜𝑙𝑢𝑐𝑖ó𝑛:
𝑥1 = −𝑥2 − 10𝑥3 + 12
𝑥2 = −10𝑥1 − 𝑥3 + 12
𝑥3 = −𝑥1 − 10𝑥2 + 12 “𝑳𝒂 𝒔𝒐𝒍𝒖𝒄𝒊ó𝒏 𝒆𝒔
Divergente”
𝑵𝒐 𝒕𝒊𝒆𝒏𝒆 𝒔𝒐𝒍𝒖𝒄𝒊ó𝒏
 𝑆𝐼𝑆𝑇𝐸𝑀𝐴𝑆 𝐷𝐼𝐴𝐺𝑂𝑁𝐴𝐿𝑀𝐸𝑁𝑇𝐸 𝐷𝑂𝑀𝐼𝑁𝐴𝑁𝑇𝐸
𝑫𝑬𝑭𝑰𝑵𝑰𝑪𝑰Ó𝑵

𝑆𝑒 𝑑𝑖𝑐𝑒 𝑞𝑢𝑒 𝑢𝑛𝑎 𝑚𝑎𝑡𝑟𝑖𝑧 𝑑𝑒 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒𝑠 𝑨 𝑛𝑥𝑛 𝑒𝑠 𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙𝑚𝑒𝑛𝑡𝑒 𝐷𝑜𝑚𝑖𝑛𝑎𝑛𝑡𝑒

𝑐𝑢𝑎𝑛𝑑𝑜 𝑐𝑎𝑑𝑎 𝑢𝑛𝑜 𝑑𝑒 𝑙𝑜𝑠 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒𝑠 𝑑𝑒 𝑙𝑎 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑝𝑟𝑖𝑛𝑐𝑖𝑝𝑎𝑙 𝑒𝑠 𝑚𝑎𝑦𝑜𝑟 𝑎𝑙 𝑣𝑎𝑙𝑜𝑟
𝑎𝑏𝑠𝑜𝑙𝑢𝑡𝑜 𝑑𝑒 𝑙𝑎 𝑠𝑢𝑚𝑎 𝑑𝑒 𝑙𝑜𝑠 𝑜𝑡𝑟𝑜𝑠 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒𝑠 (𝑒𝑛 𝑣𝑎𝑙𝑜𝑟 𝑎𝑏𝑠𝑜𝑙𝑢𝑡𝑜) 𝑑𝑒 𝑙𝑎 𝑓𝑖𝑙𝑎
𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑒𝑛𝑡𝑒:
𝑛

𝑎𝑖𝑖 > ෍ 𝑎𝑖𝑗 (𝑖 ≠ 𝑗 = 1, . . , 𝑛)

𝑖=1
𝑆𝐼𝑆𝑇𝐸𝑀𝐴𝑆 𝐷𝐼𝐴𝐺𝑂𝑁𝐴𝐿𝑀𝐸𝑁𝑇𝐸 𝐷𝑂𝑀𝐼𝑁𝐴𝑁𝑇𝐸
𝑪𝑶𝑹𝑶𝑳𝑨𝑹𝑰𝑶

𝑆𝑖 𝑒𝑛 𝑢𝑛 𝑆𝑖𝑠𝑡𝑒𝑚𝑎 𝑑𝑒 𝐸𝑐𝑢𝑎𝑐𝑖𝑜𝑛𝑒𝑠 𝐿𝑖𝑛𝑒𝑎𝑙𝑒𝑠 𝑙𝑎 𝑚𝑎𝑡𝑟𝑖𝑧 𝑑𝑒

𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒𝑠 𝑨 𝑛𝑥𝑛 𝑒𝑠 𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙𝑚𝑒𝑛𝑡𝑒 𝐷𝑜𝑚𝑖𝑛𝑎𝑛𝑡𝑒, 𝑒𝑠
𝒄𝒐𝒏𝒅𝒊𝒄𝒊ó𝒏 𝒔𝒖𝒇𝒊𝒄𝒊𝒆𝒏𝒕𝒆 𝑝𝑎𝑟𝑎 𝑞𝑢𝑒 𝑙𝑎 𝑠𝑜𝑙𝑢𝑐𝑖ó𝑛 𝑝𝑜𝑟 𝑙𝑜𝑠
𝑚é𝑡𝑜𝑑𝑜𝑠 𝑖𝑡𝑒𝑟𝑎𝑡𝑖𝑣𝑜𝑠 𝑠𝑒𝑎 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡𝑒.
• 𝐸𝑛 𝑒𝑙 𝑒𝑗𝑒𝑚𝑝𝑙𝑜 1, 𝑙𝑎 𝑚𝑎𝑡𝑟𝑖𝑧 𝑑𝑒 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒𝑠:

10 1 1 → 𝑎11 = 10 > 𝑎12 + 𝑎13 = 2

A= 1 10 1 → 𝑎22 = 10 > 𝑎21 + 𝑎23 = 2
1 1 10 → 𝑎33 = 10 > 𝑎31 + 𝑎32 = 2

→ 𝑨 𝒆𝒔 𝑫𝒊𝒂𝒈𝒐𝒏𝒂𝒍𝒎𝒆𝒏𝒕𝒆 𝑫𝒐𝒎𝒊𝒏𝒂𝒏𝒕𝒆 𝑦 𝑝𝑜𝑟 𝑙𝑜 𝑡𝑎𝑛𝑡𝑜 𝑙𝑎

𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑐𝑖𝑎 𝑒𝑠𝑡𝑎ƴ 𝑔𝑎𝑟𝑎𝑛𝑡𝑖𝑧𝑎𝑑𝑎. 𝐿𝑎 𝑠𝑜𝑙𝑢𝑐𝑖ó𝑛 𝒆𝒔 𝒄𝒐𝒏𝒗𝒆𝒓𝒈𝒆𝒏𝒕𝒆.
• 𝐸𝑛 𝑒𝑙 𝑒𝑗𝑒𝑚𝑝𝑙𝑜 2, 𝑙𝑎 𝑚𝑎𝑡𝑟𝑖𝑧 𝑑𝑒 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒𝑠:

1 1 10 → 𝑎11 = 1 ≯ 𝑎12 + 𝑎13 = 11

A = 10 1 1 → 𝑎22 = 1 ≯ 𝑎21 + 𝑎23 = 11
1 10 1 → 𝑎33 = 1 ≯ 𝑎31 + 𝑎32 = 11

→ 𝑨 𝒏𝒐 𝒆𝒔 𝑫𝒊𝒂𝒈𝒐𝒏𝒂𝒍𝒎𝒆𝒏𝒕𝒆 𝑫𝒐𝒎𝒊𝒏𝒂𝒏𝒕𝒆 𝑦 𝑝𝑜𝑟 𝑙𝑜 𝑡𝑎𝑛𝑡𝑜 𝑙𝑎

𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑐𝑖𝑎 𝒏𝒐 𝒆𝒔𝒕𝒂ƴ 𝑔𝑎𝑟𝑎𝑛𝑡𝑖𝑧𝑎𝑑𝑎. 𝐿𝑎 𝑠𝑜𝑙𝑢𝑐𝑖ó𝑛 𝒆𝒔 𝒅𝒊𝒗𝒆𝒓𝒈𝒆𝒏𝒕𝒆.
𝑶𝒃𝒔𝒆𝒓𝒗𝒂𝒄𝒊ó𝒏:

𝑃𝑟𝑒𝑣𝑖𝑜 𝑎𝑙 𝑖𝑛𝑖𝑐𝑖𝑜 𝑑𝑒 𝑙𝑎 𝑠𝑜𝑙𝑢𝑐𝑖ó𝑛, 𝑠𝑒 𝑑𝑒𝑏𝑒 𝑣𝑒𝑟𝑖𝑓𝑖𝑐𝑎𝑟 𝑠𝑖 𝑙𝑎

𝑚𝑎𝑡𝑟𝑖𝑧 𝑑𝑒 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒𝑠 𝑨, 𝑒𝑠 𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙𝑚𝑒𝑛𝑡𝑒 𝐷𝑜𝑚𝑖𝑛𝑎𝑛𝑡𝑒.
𝐶𝑎𝑠𝑜 𝑛𝑜 𝑙𝑜 𝑠𝑒𝑎, 𝑠𝑒 𝑑𝑒𝑏𝑒𝑛 ℎ𝑎𝑐𝑒𝑟 𝑙𝑎𝑠 𝑝𝑒𝑟𝑚𝑢𝑡𝑎𝑐𝑖𝑜𝑛𝑒𝑠 𝑑𝑒 𝑓𝑖𝑙𝑎𝑠
𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑒𝑛𝑡𝑒𝑠 𝑝𝑎𝑟𝑎 𝑙𝑙𝑒𝑣𝑎𝑟 𝑨 𝑎 𝑠𝑢 𝑓𝑜𝑟𝑚𝑎 𝑒𝑞𝑢𝑖𝑣𝑎𝑙𝑒𝑛𝑡𝑒
𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙𝑚𝑒𝑛𝑡𝑒 𝐷𝑜𝑚𝑖𝑛𝑎𝑡𝑒, 𝑜 𝑙𝑜 𝑚á𝑠 𝑎𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑑𝑜 𝑝𝑜𝑠𝑖𝑏𝑙𝑒.

𝑃𝑎𝑟𝑎 𝑒𝑙 𝑒𝑗𝑒𝑚𝑝𝑙𝑜 2, ℎ𝑎𝑐𝑖𝑒𝑛𝑑𝑜 𝑙𝑎𝑠 𝑝𝑒𝑟𝑚𝑢𝑡𝑎𝑐𝑖𝑜𝑛𝑒𝑠 𝑑𝑒 𝑓𝑖𝑙𝑎

𝑠𝑒 𝑙𝑙𝑒𝑔𝑎 𝑎 𝑙𝑎 𝑚𝑎𝑡𝑟𝑖𝑧 𝑑𝑒𝑙 𝑒𝑗𝑒𝑚𝑝𝑙𝑜 1, 𝑞𝑢𝑒 𝑒𝑠 𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙𝑚𝑒𝑛𝑡𝑒
𝐷𝑜𝑚𝑖𝑛𝑎𝑛𝑡𝑒.

1 1 10 10 1 1 𝑓1 ← 𝑓2
A = 10 1 1 1 10 1 𝑓2 ← 𝑓3
1 10 1 1 1 10 𝑓3 ← 𝑓1
𝐴𝑙𝑔𝑜𝑟𝑖𝑡𝑚𝑜.
𝑀é𝑡𝑜𝑑𝑜 𝑖𝑡𝑒𝑟𝑎𝑡𝑖𝑣𝑜 𝑑𝑒 𝐺𝑎𝑢𝑠𝑠 − 𝑆𝑒𝑖𝑑𝑒𝑙
𝑆𝑒𝑎 𝑑𝑎𝑑𝑜 𝑒𝑙 𝑠𝑖𝑡𝑒𝑚𝑎 𝑨 ∙ 𝒙 = 𝒃 𝑎 𝑝𝑎𝑟𝑡𝑖𝑟 𝑑𝑒𝑙 𝑐𝑢𝑎𝑙 𝑠𝑒 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎 𝑙𝑎 𝑒𝑐𝑢𝑎𝑐𝑖ó𝑛 𝑒𝑞𝑢𝑖𝑣𝑎𝑙𝑒𝑛𝑡𝑒
𝒙 = 𝑩 ∙ 𝒙 + 𝒄.
𝐷𝑜𝑛𝑑𝑒 𝑙𝑜𝑠 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒𝑠 𝑏𝑖𝑗 𝑑𝑒 𝑙𝑎 𝑚𝑎𝑡𝑟𝑖𝑧 𝑩 𝑦 𝑙𝑜𝑠 𝑐𝑖 𝑑𝑒𝑙 𝑣𝑒𝑐𝑡𝑜𝑟 𝒄 𝑠𝑒 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛 𝑝𝑜𝑟:

𝑎𝑖𝑗
− 𝑠𝑖 𝑖 ≠ 𝑗 𝑏𝑖
𝑏𝑖𝑗 = ቐ 𝑎𝑖𝑖 ; 𝑐𝑖 =
𝑎𝑖𝑖
0 𝑠𝑖 𝑖 = 𝑗

𝐸𝑙𝑒𝑔𝑖𝑟 𝑒𝑙 𝑣𝑎𝑙𝑜𝑟 𝑖𝑛𝑖𝑐𝑖𝑎𝑙 𝑝𝑎𝑟𝑎 𝒙 𝑝𝑜𝑟 𝑒𝑗𝑒𝑚𝑝𝑙𝑜 𝒙 = 𝟎 .

𝑃𝑎𝑟𝑎 𝑚 = 1, … , ℎ𝑎𝑠𝑡𝑎 𝑑𝑜𝑛𝑑𝑒 𝑠𝑒 𝑠𝑎𝑡𝑖𝑠𝑓𝑎𝑔𝑎.
𝐶𝑎𝑙𝑐𝑢𝑙𝑎𝑟:
(𝑚) (𝑚−1) (𝑚−1)
𝑥𝑖 = σ𝑖−1
𝑗=1 𝑏𝑖𝑗 ∙ 𝑥𝑗 + σ𝑛𝑗=𝑖+1 𝑏𝑖𝑗 ∙ 𝑥𝑗 + 𝑐𝑖 (i=1, …, n)
Observación
𝐸𝑙 𝑀é𝑡𝑜𝑑𝑜 𝑖𝑡𝑒𝑟𝑎𝑡𝑖𝑣𝑜 𝑑𝑒 𝐺𝑎𝑢𝑠𝑠 − 𝑆𝑒𝑖𝑑𝑒𝑙 𝑒𝑠 𝑚á𝑠 𝑎𝑐𝑒𝑙𝑒𝑟𝑎𝑑𝑜
𝑞𝑢𝑒 𝑒𝑙 𝑚é𝑡𝑜𝑑𝑜 𝑑𝑒 𝐽𝑎𝑐𝑜𝑏𝑖, 𝑝𝑢𝑒𝑠, 𝑢𝑡𝑖𝑙𝑖𝑧𝑎 𝑒𝑙 ú𝑙𝑡𝑖𝑚𝑜 𝑣𝑎𝑙𝑜𝑟
𝑐𝑎𝑙𝑐𝑢𝑙𝑎𝑑𝑜 𝑑𝑒 𝑥, 𝑥𝑖𝑚 . 𝑌 lo 𝑖𝑛𝑡𝑟𝑜𝑑𝑢𝑐𝑒 𝑝𝑎𝑟𝑎 𝑐𝑎𝑙𝑐𝑢𝑙𝑎𝑟 𝑒𝑙 𝑠𝑖𝑔𝑢𝑖𝑒𝑛𝑡𝑒
𝑚
𝑣𝑎𝑙𝑜𝑟 𝑑𝑒 𝑥 𝑒𝑛 𝑙𝑎 𝑚𝑖𝑠𝑚𝑎 𝑓𝑖𝑙𝑎, 𝑥𝑖+1 .
Ejemplo.
𝑅𝑒𝑠𝑜𝑙𝑣𝑒𝑟 𝑝𝑜𝑟 𝑚é𝑡𝑜𝑑𝑜 𝑑𝑒 𝐺𝑎𝑢𝑠𝑠 − 𝑆𝑒𝑖𝑑𝑒𝑙:
10𝑥1 + 𝑥2 + 𝑥3 = 12
𝑥1 + 10𝑥2 + 𝑥3 = 12
𝑥1 + 𝑥2 + 10𝑥3 = 12
𝑆𝑜𝑙𝑢𝑐𝑖ó𝑛:
𝑥1 = −0.1𝑥2 − 0.1𝑥3 + 1.2
𝑥2 = −0.1𝑥1 − 0.1𝑥3 + 1.2
𝑥3 = −0.1𝑥1 − 0.1𝑥2 + 1.2
“𝑳𝒂 𝒔𝒐𝒍𝒖𝒄𝒊ó𝒏 𝒆𝒔
𝒄𝒐𝒏𝒗𝒆𝒓𝒈𝒆𝒏𝒕𝒆 𝒂 𝒍𝒂
𝒔𝒐𝒍𝒖𝒄𝒊ó𝒏 𝒆𝒙𝒂𝒄𝒕𝒂:
𝒙𝟏 = 𝒙𝟐 = 𝒙𝟑 = 𝟏"