1

Gauss-Seidel iterative procedure

Introduction
The Gauss-Seidel iterative procedure is widely used to decompose the total static
shifts into source, receiver, structural, and residual-NMO components. To simplify the
problem, lets assume that the structural and residual-NMO components are zero.
Therefore, equation (5.2) becomes: T
ij
= S
i
+ R
j
. Suppose further that we have only one
source and four receivers giving us the following equations:
T
1
= S + R
1
, T
2
= S + R
2
, T
3
= S + R
3
, T
4
= S + R
4
.
A relation can be used to express the above equations. For example, a linear relation of
the form T
i
= a + b i would result in the following equations:
T
1
= a + b, T
2
= a + 2b, T
3
= a + 3b, T
4
= a + 4b.
Our problem is to find a and b that will best-fit the observed data. This problem is a
typical least-squares problem that can be solved as follows: First, we find the error
between the estimate and observed data given by:
e
1
= a + b - T
1
, e
2
= a + 2b T
2
, e
3
= a + 3b T
3
, e
4
= a + 4b T
4
.
Second, we minimize the cumulative error energy:

=
=
M
i
i
e E
1
2
,
where M is the number of observations (equations), which is 4 in this example. This
process involves solving the following equations simultaneously:
0 =
c
c
a
E
and
0 =
c
c
b
E
,
which leads to the following two linear equations in the unknowns a and b:
2

=
= + +
M
i
i
T b M M Ma
1
2 ) 1 ( 2
, (1)

=
= + + + +
M
i
i
T i b M M M a M M
1
) ( 6 ) 1 2 )( 1 ( ) 1 ( 3
, (2)
These equations can be put in the following matrix form:
(
(
(
(

=
(

+ + +
+

=
=
M
i
i
M
i
i
T i
T
b
a
M M M M M
M M M
1
1
) ( 6
2
) 1 2 )( 1 ( ) 1 ( 3
) 1 ( 2
,
which can be solved uniquely for a and b by any matrix inversion technique (e.g.,
Cramers rule). Equations (1) and (2) can also be put in the following iterative form:
] 2 ) 1 ( )[ (
1
2
1
1
=
+
+ + =
M
i
i j M j
T b M M a
, for j=0,1,,N (3)
] ) ( 6 ) 1 ( 3 ][ [
1
) 1 2 )( 1 (
1
1
=
+ + +
+ + =
M
i
i j M M M j
T i a M M b
, for j=0,1,,N, (4)
where N is the number of desired iterations. The form given by equations (3) and (4) is
called the Gauss-Seidel iterative procedure, which consists of the following steps:
(1) Select starting value for a
0
and b
0
(for statics, usually zero for both).
(2) Put a
0
and b
0
into equations (3) and (4) to calculate a
1
and b
1
, respectively.
(3) Put a
1
and b
1
into equations (3) and (4) again to calculate a
2
and b
2
, respectively.
(4) Continue this until the change in a and b is less than a threshold value (i.e., desired
precision).
- See Yilmaz (2001) for more information on the Gauss-Seidel iterative procedure.

3
Exercise
In an experiment, we have a source and four receivers that gave us the following values
for the total statics:
i T
i
(ms)
1 2.4
2 2.9
3 3.6
4 4.1
(1) Use the Gauss-Seidel procedure to find the correct values of a and b to a precision of
0.1 ms.
(2) The actual values of a and b are 1.8 and 0.58, respectively. How many iterations did
it take you to reach this precision?

Solution
See solution in the provided MS-EXCEL file.