Jacobi and Gauss-Seidel

(Iterative methods in Solving System of Linear Equations)

Prepared by: Engr. Ralph F. Tan Sanchez

In computational mathematics, an iterative method is a
mathematical procedure that uses an initial value to generate a
sequence of improving approximate solutions for a class of
problems, in which the nth approximation is derived from the
previous ones. This is also called iteration.
For the process of Jacobi and Gauss-Seidel, simply follow these steps:

1. Arrange the given systems of linear equation in diagonally dominant.

2. Isolate one unknown in each of the equations. (Equation 1: In terms of x,

Equation 2: In terms of y & Equation 3: In terms of z.)

3. Initialize a value for the unknowns.

4. Perform iteration until the value of the unknowns don’t diverge anymore.
Example 1: Using Jacobi’s method of iteration, solve for the solution of the
following system of linear equations:

3x + y + 5z = 13
5x – 2y + z = 4
X + 6y – 2z = -1
Example 2: Using Gauss-Seidel’s method of iteration, solve for the solution of
the following system of linear equations:

3x + 8y – 2z = -25
x + y + 4z = 6
5x – y + 2z = 12
Example 3: Using Jacobi’s method of iteration, solve for the solution of the
following system of linear equations:

4x + 22y -13z = -128

19x - 13y + 4z = 111
8x + 8y + 17z = 10
Example 4: Using Gauss-Seidel’s method of iteration, solve for the solution of
the following system of linear equations:

4x + 22y -13z = -128

19x - 13y + 4z = 111
8x + 8y + 17z = 10
ANY QUESTIONS?
THANK YOU!