Numerical Methods

Week 2
 Solution of Linear System of
Equations
• Indirect Methods
– Jacobi’s Method
– Gauss-Seidal Method
 Indirect/Iterative Methods
• Direct methods not suitable if no. of equations is
too large
• Iterative methods are suitable for computers and
are efficient in terms of time and storage.
• They are self-correcting if an error is made.
• Efficient for solving large systems of large
number of variables.
• They use less computer memory when
programmed.
 Jacobi’s Method
• This method is valid only when ajj’s are
non-zero or if the equations can be
rearranged to make this so.
• Faster convergence can be achieved if the
magnitude of diagonal elements is
possibly as large as relative to the
magnitudes of other coefficient in the
same row.
Jacobi’s Method conti----
Gauss-Seidal Method
End of Lecture