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Clase 8 Calculo Numerico I

Here is a MATLAB M-file that implements the Gauss-Seidel method: function [x,resnorm,iterations] = GaussSeidel(A,b,x0,tol,maxiter) % GaussSeidel - Solve a linear system Ax=b using Gauss-Seidel iteration % % Inputs: % A - Coefficient matrix % b - Right hand side vector % x0 - Initial guess % tol - Tolerance for convergence test % maxiter - Maximum number of iterations n = length(b); % Number of equations x = x0; % Initialize solution vector resnorm = Inf; % Initialize residual norm iterations

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48 views16 pages

Clase 8 Calculo Numerico I

Here is a MATLAB M-file that implements the Gauss-Seidel method: function [x,resnorm,iterations] = GaussSeidel(A,b,x0,tol,maxiter) % GaussSeidel - Solve a linear system Ax=b using Gauss-Seidel iteration % % Inputs: % A - Coefficient matrix % b - Right hand side vector % x0 - Initial guess % tol - Tolerance for convergence test % maxiter - Maximum number of iterations n = length(b); % Number of equations x = x0; % Initialize solution vector resnorm = Inf; % Initialize residual norm iterations

Uploaded by

enrique
Copyright
© © All Rights Reserved
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Calculo Numérico I

Métodos Iterativos:
método de Gauss-Seidel

Dr. Luis Sanchez


Gauss-Siedel

• 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. We will
limit ourselves to a 3x3 set of equations.
Gauss-Siedel

a11x1  a12 x2  a13 x3  b1 b1  a12 x2  a13 x3


x1 
a11

a21x1  a22 x2  a23 x3  b2  x2 


b2  a21x1  a23 x3
a22
b3  a31x1  a32 x2
x1 
a31x1  a32 x2  a33 x3  b3 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 x1 equation to calculate a new x1=b1/a11.
Gauss-Siedel

• New x1 is substituted to calculate x2 and x3. The


procedure is repeated until the convergence
criterion is satisfied:

new
x x old
 a ,i  i
new
i
100%   s
x i
Jacobi iteration Method

An alternative approach, called Jacobi iteration,


utilizes a somewhat different technique. This technique
includes computing a set of new x’s on the basis of a
set of old x’s. Thus, as the new values are generated,
they are not immediately used but are retained for the
next iteration.
Gauss-Siedel

The Gauss-Seidel method The Jacobi iteration method


Convergence Criterion for Gauss-Seidel Method

• The gauss-siedel method is similar to the technique of


fixed-point iteration.
• The Gauss-Seidel method has two fundamental problems
as any iterative method:
1. It is sometimes non-convergent, and
2. If it converges, converges very slowly.
• 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
Convergence Criterion for Gauss-Seidel
Method (cont’d)
• Similarly, in case of two simultaneous equations, the
Gauss-Seidel algorithm can be expressed as:
b1 a12
u (x 1 , x 2 )   x2
a11 a11
b 2 a21
v (x 1 , x 2 )   x1
a22 a22
u u a12
0 
x 1 x 2 a11
v a21 v
 0
x 1 a22 x 2
Convergence Criterion for Gauss-Seidel
Method (cont’d)
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 For n equations
n

a22  a21 aii  a


j 1
i, j

j i

That is, the diagonal element must be greater than the off-
diagonal element for each row.
Gauss-Siedel Method- Example 1
7.85  0.1x2  0.2 x3
 3  0.1 0.2   x1   7.85  x1  3
0.1   x    19.3  19.3  0.1x1  0.3 x3
 7  0.3  2     x2 
7
0.3  0.2 10   x3   71.4  x3  71.4  0.3 x1  0.2 x2
10

• Guess x1, x2, x3= zero for the first guess


Iter. x1 x2 x3 |ea,1|(%) |ea,2| (%) |ea,3| (%)
0 0 0 0 - - -
1 2.6167 -2.7945 7.005610 100 100 100
2 2.990557 -2.499625 7.000291 12.5 11.8 0.076
Improvement of Convergence Using Relaxation

x i
new
  x i
new
 1     x old
i

• Where  is a weighting factor that is assigned a value


between [0, 2]
• If  = 1 the method is unmodified.
• If  is between 0 and 1 (under relaxation) this is
employed to make a non convergent system to
converge.
• If  is between 1 and 2 (over relaxation) this is
employed to accelerate the convergence.
Gauss-Siedel Method- Example 2

 8 x1  x2  2 x3  20
 3x1  x2  7 x3  34
2 x1  6 x2  x3  38
8x 1  x 2  2x 3  20
Rearrange so that the
equations are 2x 1  6x 2  x 3  38
diagonally dominant
3x 1  x 2  7 x 3  34

 20  x2  2 x3  38  2 x1  x3  34  3x1  x2
x1  x2  x3 
8 6 7
Gauss-Siedel Method- Example 2

iteration unknown value a maximum a


0 x1 0
x2 0
x3 0
1 x1 2.5 100.00%
x2 7.166667 100.00%
x3 -2.7619 100.00% 100.00%
2 x1 4.08631 38.82%
x2 8.155754 12.13%
x3 -1.94076 42.31% 42.31%
3 x1 4.004659 2.04%
x2 7.99168 2.05%
x3 -1.99919 2.92% 2.92%
Gauss-Siedel Method- Example 2
The same computation can be developed with relaxation where
 = 1.2
First iteration:
 20  x 2  2 x3  20  0  2(0)
x1    2.5
8 8
Relaxation yields: x1  1.2(2.5)  0.2(0)  3
38  2x 1  x 3 38  2(3)  0
x2    7.333333
6 6
Relaxation yields: x2  1.2(7.333333)  0.2(0)  8.8
 34  3x1  x 2  34  3(3)  8.8
x3    2.3142857
7 7
Relaxation yields: x3  1.2(2.3142857)  0.2(0)  2.7771429
Gauss-Siedel Method- Example 2
Iter. unknown value relaxation a maximum a
1 x1 2.5 3 100.00%
x2 7.3333333 8.8 100.00%
x3 -2.314286 -2.777143 100.00% 100.000%
2 x1 4.2942857 4.5531429 34.11%
x2 8.3139048 8.2166857 7.10%
x3 -1.731984 -1.522952 82.35% 82.353%
3 x1 3.9078237 3.7787598 20.49%
x2 7.8467453 7.7727572 5.71%
x3 -2.12728 -2.248146 32.26% 32.257%
4 x1 4.0336312 4.0846055 7.49%
x2 8.0695595 8.12892 4.38%
x3 -1.945323 -1.884759 19.28% 19.280%
MATLAB M-file: GaussSeidel
Before developing an algorithm, let us first recast Gauss-Seidel in a
form that is compatible with MATLAB’s ability to perform matrix
operations

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