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Major: All Engineering Majors Authors: Autar Kaw (Modified by P. Goel for IDC103)
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Transforming Numerical Methods Education for STEM Undergraduates
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3/25/2010
Gauss-Seidel Method
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Gauss-Seidel Method
An iterative method. Basic Procedure :
-Algebraically solve each linear equation for xi -Assume an initial guess solution array -Solve for each xi and repeat -Use absolute relative approximate error after each iteration to check if error is within a pre-specified tolerance.
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Gauss-Seidel Method
Why?
Obviously it isn t possible to obtain better than machine precision for a solution of SLEs (using Gaussian Elimination and LU Decomposition). Actually, the situation is worse for large systems: it isn t possible to get close to machine precision in direct methods.
The Gauss-Seidel Method allows the user to control round-off error. In fact, iterative methods can be used to improve the solution obtained by direct methods.
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Gauss-Seidel Method
Algorithm
A set of n equations and n unknowns:
ex:
First equation, solve for x1 Second equation, solve for x2
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Gauss-Seidel Method
Algorithm
Rewriting each equation
x1 =
From Equation 1
x2 =
From equation 2
xn -1 = xn =
cn - an1 x1 - an 2 x2 - KK - an , n -1 xn -1
From equation n
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Gauss-Seidel Method
Algorithm
General Form of each equation
c1 - a1 j x j x1 =
j =1 j 1
cn -1 xn -1 =
j =1 j n -1
a
n
n -1, j
xj
a11
an -1,n -1
c2 - a2 j x j x2 =
j =1 j2
c n - a nj x j xn =
j =1 jn
a 22
a nn
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Gauss-Seidel Method
Algorithm
General Form for any row i
ci - aij x j xi =
j =1 j i
aii
, i = 1,2,K , n.
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Gauss-Seidel Method
Solve for the unknowns
Assume an initial guess for [X] Use rewritten equati ons to solve for each value of x i. Important: Remember to use the most recent value of xi. Which means to apply values calculated to the calculations remaining in the current iteration.
x1 x 2 M xn -1 xn
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Gauss-Seidel Method
Calculate the Absolute Relative Approximate Error
a i =
new i
-x
new i
old i
100
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a1 1 a = 2 2 a 3 5
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106.8 - 5a 2 - a 3 a1 = 25
177.2 - 64a1 - a 3 a2 = 8
279.2 - 144a1 - 12a 2 a3 = 1
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a1 =
When solving for a2, how many of the initial guess values were used?
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a i
a 1 =
a 3 =
Iteration #2
a1 = 106.8 - 5(- 7.8510 ) - 155.36 = 12.056 25
177.2 - 64(12.056 ) - 155.36 = -54.882 8
the values of ai are found:
a2 =
a3 =
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a = - 54.882 2 a3 - 798.54
a 3 =
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a 1 %
72.767 69.543 74.447 75.595 75.850 75.906
a 2 %
125.47 85.695 78.521 76.632 76.112 75.972
a 3 %
103.22 80.540 76.852 76.116 75.963 75.931
1 2 3 4 5 6 Notice
The relative errors are not dec reasing at any significant rate
a 1 0.29048 Also, the solution is not converging to the true s olution of a 2 = 19.690 a 3 1.0857
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Is there a fix?
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aii aij
j =1 j i
for all i
and
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12 x1 + 3 x2- 5 x3 = 1
x1 + 5 x2 + 3x3 = 28
3x1 + 7 x2 + 13x3 = 76
With an initial guess of
12 3 - 5 [A] = 1 5 3 3 7 13
Will the solution converge using the Gauss-Siedel method?
x1 1 x = 0 2 x3 1
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a 22 = 5 = 5 a 21 + a 23 = 1 + 3 = 4
a33 = 13 = 13 a31 + a32 = 3 + 7 = 10
The inequalities are all true and at least one row is strictly greater than: Therefore: The solution should converge using the Gauss-Siedel Method
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1 - 3x 2 + 5 x3 x1 = 12 28 - x1 - 3x3 x2 = 5
76 - 3x1 - 7 x 2 x3 = 13
a
a
The maximum absolute relative error after the first iteration is 100%
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After Iteration #2
x1 0.14679 x = 3.7153 2 x3 3.8118
x3 =
The maximum absolute relative error after the fi rst iteration is 240.61%
This is much larger than the maxi mum absolute relative error obtai ned in iteration #1. Is this a problem?
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a 1 %
100.00 240.61 80.236 21.546 4.5391 0.74307
a 2 %
100.00 31.889 17.408 4.4996 0.82499 0.10856
a 3 %
67.662 18.876 4.0042 0.65772 0.074383 0.00101
x1 0.99919 The solution obtained x = 3.0001 is close to the exact solution of 2 x3 4.0001
x1 1 x = 3 . 2 x 3 4
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3 x1 + 7 x2 + 13 x3 = 76
x1 + 5 x2 + 3x3 = 28
12 x1 + 3x2 - 5 x3 = 1
With an initial guess of
76 - 7 x2 - 13 x3 x1 = 3
x1 1 x = 0 2 x3 1
28 - x1 - 3x3 x2 = 5
1 - 12 x1 - 3 x 2 x3 = -5
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a 1 %
A2
a 2 %
100.00 94.453 112.43 109.63 109.92 109.89
a3
a 3 %
98.027 110.96 109.80 109.90 109.89 109.89
1 2 3 4 5 6
95.238 0.80000 110.71 14.421 109.83 116.02 109.90 1204.6 109.89 12140 109.89 1.2272105
The values are not converging. Does this mean that the Gauss-Seidel method cannot be used?
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Gauss-Seidel Method
The Gauss-Seidel Method can still be used
The coefficient matrix is not diagonally dominant But this is the same set of equations used in example #2, which did converge.
3 7 13 [A] = 1 5 3 12 3 - 5
12 3 - 5 [ A] = 1 5 3 3 7 13
If a system of linear equations is not diagonally dominant, check to see if rearranging the equati ons can form a di agonally dominant matrix.
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Gauss-Seidel Method
Not every system of equations can be rearranged to have a diagonally dominant coefficient matrix.
Observe the set of equati ons
x1 + x 2 + x3 = 3
2 x1 + 3 x 2 + 4 x3 = 9
x1 + 7 x 2 + x3 = 9
Which equation(s) prevents this set of equation from having a diagonally dominant coefficient matrix?
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Gauss-Seidel Method
Summary
-Advantages of the Gauss-Seidel Method -Algorithm for the Gauss-Seidel Method -Pitfalls of the Gauss -Seidel Method
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Gauss-Seidel Method
Questions?
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Additional Resources
For all resources on this topic such as digital audiovisual lectures, primers, textbook chapters, multiple-choice tests, worksheets in MATLAB, MATHEMATICA, MathCad and MAPLE, blogs, related physical problems, please visit http://numericalmethods.eng.usf.edu/topics/gauss_seid el.html
THE END
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