Systems of Equations

!"A* | B* #$
(v+1) (v) (v+1)
x = Br x + B x +c
 System of Nonlinear Equations
A system of nonlinear equations is a set of n equations that
contains n unknowns
f1 ( x1, x2 , x3,, xn ) = 0
f2 ( x1, x2 , x3,, xn ) = 0
  
fn ( x1, x2 , x3,, xn ) = 0

Or in compact form, may be written as

F (x) = 0
 Methods
• Jacobi Iteration
• Gauss-Seidel Iteration
• Newton’s method
 Jacobi Iteration
The original equation may be written in suitable
arrangement such that
x1 = g1 ( x1, x2 , x3,, xn )
x2 = g2 ( x1, x2 , x3,, xn )
  
xn = gn ( x1, x2 , x3,, xn )

The solution may be obtained by iteration, starting with x(0),

such that xi( ) = gi ( x ( ) ) or
n+1 n

x (n+1)
=G x( )(n)
 Example
Solve following nonlinear equations

1 x2 x1
sin ( x1 x2 ) − − =0
2 4π 2
" 1 % 2 x1 ex2
$1− ' ( e − e) + = 2ex1
# 4π & π
 Jacobi Iteration

Solution to Example
Using iteration functions
x2( )
n
x(n+1)
1 ( (n)
= g1 x , x
1 2)
(n)
( (n) (n)
= sin x x −
1 2
2π
)
(n) " 1 % 2 x1(n) −1
x2( )
n+1
= g ( x ( ), x ( ) )
2 1
n
2
n
= 2π x1 − $ π − ' e
# 4& ( )
−1

We have
 Gauss-Seidel Iteration
The Gauss-Seidel iteration is similar to linear
systems, such that the xi is updated using the
previous and newer estimates of the elements of x
as follows:

(n+1)
xi (
= gi x1 (n+1) (n+1) (n+1) n (n) (n)
, x2 ,…, xi−1 , x , xi+1 ,…, xn−1, xn
i
(n)
)
New estimates Previous estimates
 Gauss-Seidel Iteration

Solution to Example
Using iteration functions
x2( )
n
x(n+1)
1 ( (n) (n)
)
= g1 x , x = sin x x −
1 2 (
2π
(n) (n)
1 2 )
(n+1) " 1 % 2 x1(n+1) −1
(n+1)
( (n+1) (n)
)
x2 = g2 x1 , x2 = 2π x1 − $ π − ' e
# 4& (
−1 )
We have
 Newton’s Method
• The solution may be obtained by iteration, starting with
x(0), such that
−1
x (n+1) (n)
= x + Δx (n)
= x − #$J x
(n)
( ) (n) % ⋅ F x (n)
& ( )
( )
Where J x (n) ≡ the Jacobian of the system evaluated for
the vector x(n). The element of the Jacobian matrix is

( )
∂fi x (
n)

( )≡
Jij x (n)
∂x j
 References
• Engeln-Mullges G. and Uhlig F. Numerical Algorithms with C,
Springer, © 1996
• Carnahan B., et.al., Applied Numerical Methods, John Wiley & Sons,
Inc., © 1969.