Iterative Methods

The term ``iterative method'' refers to a wide range of techniques

that use successive approximations to obtain more accurate
solutions to a linear system at each step. In this book we will
cover two types of iterative methods. Stationary methods are
older, simpler to understand and implement, but usually not as
effective. Nonstationary methods are a relatively recent
development; their analysis is usually harder to understand, but
they can be highly effective. The nonstationary methods we
present are based on the idea of sequences of orthogonal
vectors. (An exception is the Chebyshev iteration method, which
is based on orthogonal polynomials.)
Stationary iterative method: Iterative method that performs in each
iteration the same operations on the current iteration vectors.
Nonstationary iterative method: Iterative method that has iteration-
dependent coefficients. Dense matrix: Matrix for which the number
of zero elements is too small to warrant specialized algorithms.
Sparse matrix: Matrix for which the number of zero elements is
large enough that algorithms avoiding operations on zero
elements pay off. Matrices derived from partial differential
equations typically have a number of nonzero elements that is
proportional to the matrix size, while the total number of matrix
elements is the square of the matrix size.
The rate at which an iterative method converges depends greatly
on the spectrum of the coefficient matrix. Hence, iterative methods
usually involve a second matrix that transforms the coefficient
matrix into one with a more favorable spectrum. The
transformation matrix is called a preconditioner. A good
preconditioner improves the convergence of the iterative method,
sufficiently to overcome the extra cost of constructing and applying
the preconditioner. Indeed, without a preconditioner the iterative
method may even fail to converge. Iteration is a way of solving
equations. You would usually use iteration when you cannot solve
the equation any other way.
Iteration Method
Let the given equation be f(x) = 0 and the value of x to be determined.
By using the Iteration method you can find the roots of the equation.
To find the root of the equation first we have to write equation like
below
x = pi(x)
Let x=x0 be an initial approximation of the required root α then the first
approximation x1 is given by x1 = pi(x0).

Similarly for second, third and so on. approximation

x2 = pi(x1)
x3 = pi(x2)
x4 = pi(x3)
xn = pi(xn-1)
Example:
Find the real root of the equation x 3 + x 2 = 1 by iteration
method.
Given: x3 + x 2 = 1
Find: Real Root
Solution:
We can rewrite the above equation by
x3 + x 2 - 1 = 0;
Let f(x) = x3 + x 2 - 1
f(0) = -1 (positive)
f(1) = 1 (negative)
Hence the root value lie between 0 to 1
x3 + x 2 - 1 = 0
x2 (x + 1) = 1
x2 = 1/ (x + 1)
x = 1/ √(x + 1)
pi(x) = 1/ √(x + 1)

Let the initial approximation be x0 = 0.5

x1 = pi(x0) = 1/√1+ 0.5 = 0.81649

x2 = pi(x1) = 1/√1+ 0.81649 = 0.74196

x3 = pi(x2) = 1/√1+ 0.74196 = 0.75767

x4 = pi(x3) = 1/√1+ 0.75767 = 0.75427

x5 = pi(x4) = 1/√1+ 0.75427 = 0.75500

x6 = pi(x5) = 1/√1+ 0.75500 = 0.75485

x7 = pi(x6) = 1/√1+ 0.75485 = 0.75488

Since the difference between x6 and x7 are very small, so the

root is 0.75488.
Example
Use iteration method to obtain a root of the equation x² -
4x - 8 = 0 accurate to five decimal places.
Given: x² - 4x - 8 = 0
Solution:
x² - 4x = 8
x(x-4) = 8
pi(x) =
Let us say, we try xo = 2
x1= pi(xo) = = -4
x2 = pi(x1) = = -1
x3 = pi(x2) = = -1.6
x4 = pi(x3) = = - 1.4285
x5 = pi(x4) = = -1.473704
.
.
.
X9 = - 1.46409
X10 = -1.46411
X11= -1.46410
Therefore, the root is -1.46410
End