Chapter 11

by Lale Yurttas, Texas A Chapter 11 1

&M University
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 Gauss-Seidel
• Iterative or approximate methods provide an
alternative to the elimination methods. The
Gauss-Seidel method is the most commonly
used iterative method.
• The system [A]{X}={B} is reshaped by solving
the first equation for x1, the second equation
for x2, and the third for x3, …and nth equation
for xn. For conciseness, we will limit ourselves
to a 3x3 set of equations.
by Lale Yurttas, Texas A Chapter 11 2
&M University
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 b1  a12 x2  a13 x3
x1 
a11
b2  a21 x1  a23 x3
x2 
a22
b3  a31 x1  a32 x2
x1 
a33

•Now we can start the solution process by choosing

guesses for the x’s. A simple way to obtain initial
guesses is to assume that they are zero. These zeros
can be substituted into x1equation to calculate a new
x1=b1/a11.
by Lale Yurttas, Texas A Chapter 11 3
&M University
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
• New x1 is substituted to calculate x2 and x3. The
procedure is repeated until the convergence criterion
is satisfied:

xij  xij 1
 a ,i  j
100%  s
xi

For all i, where j and j-1 are the present and previous
iterations.

by Lale Yurttas, Texas A Chapter 11 4

&M University
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Fig. 11.4

by Lale Yurttas, Texas A Chapter 11 5

&M University
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 Convergence Criterion for Gauss-
Seidel Method
• The Gauss-Seidel method has two fundamental
problems as any iterative method:
– It is sometimes nonconvergent, and
– If it converges, converges very slowly.
• Recalling that sufficient conditions for convergence
of two linear equations, u(x,y) and v(x,y) are
u u
 1
x y
v v
 1
x y
by Lale Yurttas, Texas A Chapter 11 6
&M University
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• Similarly, in case of two simultaneous equations,
the Gauss-Seidel algorithm can be expressed as

b1 a12
u ( x1 , x2 )   x2
a11 a11
b2 a21
v( x1 , x2 )   x1
a22 a22
u u a12
0 
x1 x2 a11
v a v
  21 0
x1 a22 x2

by Lale Yurttas, Texas A Chapter 11 7

&M University
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 • Substitution into convergence criterion of two linear
equations yield:
a12 a21
1 1
a11 a22
• In other words, the absolute values of the slopes
must be less than unity for convergence:
a11  a12
a22  a21
For n equations :
n
aii   ai , j
j 1
by Lale Yurttas, Texas A jChapter
i 11 8
&M University
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Figure 11.5

by Lale Yurttas, Texas A Chapter 11 9

&M University
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.