Lecture 10 - Solving Equations by Jacobi Iterative Method
Lecture 10 - Solving Equations by Jacobi Iterative Method
Outline
• Iterative Methods
• Jacobi’s Method
• Jacobi’s Method Assumptions
• Jacobi’s Solving Steps
• The Jacobi Method in Matrix Form
• Solved Examples
• Self-Check Exercises
Iterative Methods
• Iterative techniques are seldom used for solving linear systems of small
dimension since the time required for sufficient accuracy exceeds that required
for direct techniques such as Gaussian elimination.
• For large systems with a high percentage of 0 entries, however, these techniques
are efficient in terms of both computer storage and computation.
• Systems of this type arise frequently in circuit analysis and in the numerical
solution of boundary-value problems and partial-differential equations.
• An iterative technique to solve the n × n linear system Ax = b starts with an initial
approximation x(0) to the solution x and generates a sequence of vectors (x(k))∞k=0
that converges to x.
Jacobi’s Method
• In numerical linear algebra, the Jacobi method is an iterative algorithm for
determining the solutions of a strictly diagonally dominant system of linear
equations.
• Each diagonal element is solved for, and an approximate value is plugged in. The
process is then iterated until it converges.
• The Jacobi method is easily derived by examining each of the n equations in the
linear system of equations Ax=b in isolation.
• This algorithm was first called the Jacobi transformation process of matrix
diagonalization.
Jacobi’s Method Assumptions
• Two assumptions made on Jacobi Method:
• The system given by
• Then A can be decomposed into a diagonal component D, a lower triangular part L and an
upper triangular part U:
• Continue the iterations until two successive approximations are identical when
rounded to three significant digits.
Example 1 - Solution
Example 1 - Solution
• Continuing this procedure, you obtain the sequence of approximations shown in
Table below:
Example 1 – Result and Description
• Because the last two columns in Table above are identical, you can conclude that
to three significant digits the solution is
• For the system of linear equations given in Example above, the Jacobi method is
said to converge. That is, repeated iterations succeed in producing an
approximation that is correct to three significant digits. As is generally true for
iterative methods, greater accuracy would require more iterations.
Example 2 with Solution
Example 2 with Solution
Self-Check Exercises
1. The linear system Ax=b given by