Lecture 10 - Solving Equations by Jacobi Iterative Method

Jacobi Iteration 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
Has a unique solution.

• The coefficient matrix has no zeros on its main diagonal, namely,a11,a22,…….,ann , are
nonzeros. If any of the diagonal entries are zero, then rows or columns must be
interchanged to obtain a coefficient matrix that has nonzero entries on the main
diagonal.
Jacobi’s Solving Steps
• To
begin, solve the 1st equation for , the 2nd equation for and so on to obtain the
rewritten equations:
• Then make an initial guess of the solution . Substitute these values

into the right hand side the of the rewritten equations to obtain the first
approximation,
• This accomplishes one iteration.
Jacobi’s Solving Steps
• In the same way, the second approximation is computed by
substituting the first approximation’s x - vales into the right hand side of the
rewritten equations.
• By repeated iterations, we form a sequence of approximations
The Jacobi Method in Matrix Form
• Let Ax=b, be a square system of n linear equations, where:
• Then A can be decomposed into a diagonal component D, a lower triangular part L and an
upper triangular part U:
• The solution is then obtained iteratively via

• where x(k) is the kth approximation or iteration of x and x(k+1) is the next or k + 1 iteration of x.
Example 1
• Use the Jacobi method to approximate the solution of the following system of
linear equations.
• 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
2. Solve the following system below by using Jacob’s method.
The exact solution is (3.0714285714, 2.4285714285).

References
• Numerical Analysis by Richard L. Burden, Cengage Learning; 10 edition (January 1, 2015)
• https://college.cengage.com/mathematics/larson/elementary_linear/5e/students/ch08-10/chap_
10_2.pdf
• https://www3.nd.edu/~zxu2/acms40390F12/Lec-7.3.pdf
• https://en.wikipedia.org/wiki/Jacobi_method
• http://www.maths.lth.se/na/courses/FMN050/media/material/part5.pdf

Lecture 10 - Solving Equations by Jacobi Iterative Method

Uploaded by

Copyright:

Available Formats

Lecture 10 - Solving Equations by Jacobi Iterative Method

Uploaded by

Document Information

Original Description:

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Lecture 10 - Solving Equations by Jacobi Iterative Method

Uploaded by

Copyright:

Available Formats

Jacobi Iteration Method

Has a unique solution.

• Then make an initial guess of the solution . Substitute these values

• The solution is then obtained iteratively via

2. Solve the following system below by using Jacob’s method.

The exact solution is (3.0714285714, 2.4285714285).

You might also like