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METODE NUMERIK

Kuliah 4, 26 FEBRUARI 2014


SISTEM PERSAMAAN
LINEAR
Dr. Ir. Mochammad
Afifuddin, M.Eng
Jurusan Teknik Sipil
Universitas Siah !uala
OUTLINE
METODE LANGSUNG:
METODE SAPUAN GANDA CHOLESKI
METODE ITERASI:
METODE JACOBI
METODE GAUSS SEIDEL
PERSAMAAN
LINEAR
Kuliah 4 Metode Numerik
"2 ~
'"
De
e
k
ko
ompo
as
s
}
i

si

LU
Thiel upper trianqular matrix Cian be
denoted as U and iit 'is giiv'eln [by'
n.
:U~]2 ~xtB
'll,~
10 n. U
23
'U
! " u
3',i'#$'
(8)
,OJ
~ " "
co,
"
10
,
0 m
d
l2
d
n
" a
~
;
'#'"
s,
2
d .
~
!,
Deekkoompo
as
s
}
i

si LU
Dari metode elimiasi !auss kita
memiliki"
'm
d,
$e%
In
0 e
,~,~
~
0 m
!J!1 "J
'" " '"
co,
'" " '"
co,
'" '"
m
0 0 0 " e
!"'
DeekkoompoOSs}i

si LU
!
,
1
~
!J!
#,$i % .
d
! if
l,l&o!,',!#$l ,
#ib" (-
1,-', 2 &,.&,"$nr)
an
.
'
(
J,' - 1
..)
1
I..,
2!!.
,
&.&
, r
*J*+
$
1
#
!
In

*~$
, "
U12 u~]. U'lii' all an!
-I.u
alii'
.l2! In,
*+$ 10 $~+
1
i'ilt,
u
1m
ll:n a'2!- .a;n; aili:i
t-~ tu l#
10 10
1
0 m
''./l"i'l
.#J .l) ~0- an a'"i'l
~
l#li)~ Ii'lL
"
%)
l 0 0
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'
,
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"
c'o",
,
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"
a
11];
a'ml
11 i'l"$
L U .A.
!
m!
a:lii~ t#il-$.~
(12)
l#
*0
, 0
01
'n
U-li#
o to o 1
lllU12
lU
ll
11 . 11/1
lnun
J!Jl un 1 t
2
'J
u
2:3
lllU0J
l ~l!2U~~.l l'l.'J
u
~
,!#$'
Deekkoompo
as
s
}
i

si LU
#asil kali LU"
In
0 o to
%
U1J* U]'" U
"3l
2n
I
12
!$n
1.
**
,
0
'J
10
to 0
'"
u2:3
~;~'2.n
(13)
In U"ill 1l32
u
n'J 1l3!*U!1J
a .
De
e
koomposisi LUu
#asil kali LU"
[
In 11l~l.11
l~
(
IUl
1i)
In
III
l2.:! !4i)!ll . ~'2"
I
.J
:"
_
,4i.
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'
,
,
.....
.
l~
,lI..
-
...
)
r2!#.~i,b, . l21J~i 2~,
l,,%,'U'bl! . 11:;J;U~1 . l,n~!IJ!iiJ
, 5li". $
$l12 a,'. al
iiJ
a::
n
tl$n! a!
"
l
',
l ,a'b~
all
a
i2
a
#
OJ" !!l,n,
(]4)
PERSAMAAN
LINEAR
-l.
Dekomposisi LUu
In
111
J11U
1l
12M'tf!2 1
l:tJ
$
li
(
l~~l
,J
&
,% J.~l~,ll
l/II~0J +l22;U2~1
l11
J 5,~!~~!,~.
1,
ll,
l3.-4~&//ti 1 lnU~2 1 i#nU,,,l-
,#)$ &) ~
,arn
an "
',#
'
)$
i
!
,
all/.
a'll
ti,'~, a
23
2J, 1/n
all a"2
a
0%,
til!.n #il
.
,~ ~ & n: ,----:..'.il"_,~
&
a~'J"~
,,JI ,
./I!
~ 1 E!6!JII~U% u.31
,
,r i6! 13 % %%
.ill
( n
7
7
Deekompoosisi LU
J.
J]
=a
$$
s: _. 17
!!$t8r 1 !$.! !!!!!!!! , $ ,
,9$
l~ 8 !i" - L,likUtt $o# " 8 23, ... , n %1. an'9 8 i.i 1 %
~!!!!!n
"!#("
,9$
aii - " -"',!u! Ii
21:7
U
J1
8 ~( $o# j 8 2,3, ... ,n-l an' # 8 , 1 1," 1 2" ,1!1
JJ
~%
t: 8 t1J'1fl. - '1k~!I."
:"("
PERSAMAAN
LINEAR
2
#
$ootoh SSooaal"
Selesaika Persamaa %erikut de&a
metode Dekomposisi LU
;l +3#
2
1 2#
3
88 1: 1 3 2 $] 1%
2$
'!

%!'
.
T
%
;
'
4
,
1
7l
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"0

9
3
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!
3 4 > $] 3'
( ? +
PERSAMAAN
LINEAR
a
$cotooh Sooal"
<xamp~e" *=ont'd+
u ~i#n $< & >l~#
liL = ?l~#
~= 22 and 3! t~ere ,#,
III = all 1
I,:!" = a~l ( 2
#r 9"%$
,+)'"#
3L
3
.A.- 2 4 31
3 4 "7
$otoh Soal"
" E#a$ ple " *=ont'd+
U%.&'&&( <~" > ##
(1.J
%~&J ( !~
~!l.;
+ (, .an' 3, )*+e,e'o,e
" 3
-J
!>!(
!7
4 3
J > '@
~
/2%1 1
$cotooh
Sooal"
<xample " *=ont'd+ ,!!!!!9999999999
$--$siAil) E@ ..>.=#
A8 2 .& 3
1/21 ( /2
J.~IJ ( -
~) 8 .i!9
Ll~u~
$# ~
" 8 J ~an' ~( &/am#.u.il,3,/,
th,#,$,#,
"9" 7
1 .& >
!B.$~ (%
l~ ( i21/2 % L.,l~til~" ( C'2" 9 ~ I u~ ( AJ/2 %1/u ~7l (4 % 227 37 ( 9
~!$ ~
~~( a~n% ~l B~~ 8 [!"~ 9 LJ~~~8 t"~ %~/J.lBIJ/ 84%237237 (9D
il#9!" !.#9"
PERSAMAAN LINEAR
$=oto
o
h
<xample " *=ont'd+ ,!!!!99999999999,
$$-$sirng <*,!, >d##
%, ,)
"# )~~( 2
A=
,>9 ,
l.....&&. 8%,
,>9
riu (2
~ ~
l~ ~
l''n. ( El
JJ
% E !lll~~%J.( i)>/
l
##- &! E ll ~~l
d:-I 1;-.1
( ?i.0 9 ~~!F~~$% 1lll~~i31l
( > .%2372l7 % 2%77-O(77 8 0&+)
<xample " *=ont'=+
9, $Usi $ilg <q! '>$ "tle [e~eA-lAllents oA' $( 0~~l d U Gerle
Aot~nd to be
~!ll (%
,I! .,
E~I %%
Jl (. ~.J+
A,#" 9
12/t ( %2
~'#ti# #( %:
~'t!.l ( !#"!D
[l. $~ (#"
[l. $#.) (# ,
[l.'t.# ( $$tH
%,
0
,
<xample " *=ont'd+
&, Fen =e, the loGeA tria~~T$glusr #1I12t1J#ix l
r[esll!-l~~ngArom I
i~l#
~'il (%,
*$.i
9!9 1 o 0
~l#.#i
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L
&!
~l~
(92
Jl
(71
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~
/
l
)//!./
,
(.
9
(.
:
31
-5
33(:
~
5~ ( J ..D
$#.$99
<xample 1 *=ont'd+
%, All ' "trte upper ll-i~~lgu~am,ar trix t~r[e~,$-~til"lg
from A UHl#
61) I!!! =3
n 0 2
61) %,
U-
0
%
oC
J! tl (llK!,
0
OJ
"
~
,
Aor the lU$LLer and ~oGeG "T$ri!ilMl$gular matri=es
U and $t eomputeu in [l<xanlple ""s! hoG that
'$he multipli=ation oA ttl Gill result iI=lJ ths
=oeAAl=i ent m!atrix A.
8 2 % ~!9'llii999
A
J7
1
.3 >l 11
"
9
O
9
J)
<$ l
!~
/2
K 1 1,!
,""'
.,.. ~'
-, ,"I#
2.1&) (/2}0 2(2) $ % /1}(O.1)
1 1(1)& % - D~t7g 1(23 & 2%:D2E..:7 1 ~3(/iD-l7
1 %i /2
>l
------------------------------------a~~
PERSAMAAN
LINEAR
equaAions Guth =onstants *; i ( ",,2,
,n'
%
8n=e th, =oeAAi=ient matrix iis
d e=omposed into L and U" the#se
malri=es =an be used t= #sotNlea sysltem
oA
...(
The solution =an be obtai ned iiIl1
tG'o steps, A8$$lO,ard pass and ba =:
sulbsltiltll-"tionl!
PERSAMAAN
LINEAR
$ C,!
#
1i1)n
#t
+
Me=all that the matrix Aorm Aor the
simultaneous linear equations is
Fil t>1)
o 0 0
Q
1n
!r) +
1
'tla7
1i1
l2
$$ t $
,
1
$
ra-. rill.~
" $ $
t!i!J*..,
!#!r!~,
%
9
rC
-
$
2:7


"

,

"
"
i1&,1 A&,l
"


o 0 0 $
Q"
!n
~
r
t
8r in terms oA the loGer and upper
trianpular matri=es 7and U the system
oA eq uations =an be rep resented by
ill
0
0 o
11
lII1Jl lin
il$l!!
'''E"$
C),
l:u,
l
ll#
0
*$i
0 "
U/9J
U(,
.
$ X
J
C
"
267
1!1
l;u
In
*$i
0 0 1
#$t ~<J
%
c,
(
( #"'"
(
(
(
(
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a$
l.~ i:
l_ 0 1
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A
c.
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1
!" Me,=a,"$'(e A86,a-rd pass oA lh, $Call-slsian
e~ilmlil~ation tnat resuned i) '(e fo)o*i)+
IJ pper ~r~aln#gu~ar mamx
1
2G!1!2% a
l
%

a
l
",
~
&!!!!
%
110
1
*'+

i*+
0 1

,*
2A,
d'
3.i!J
'"
i
)
5
#'2
2>7
i~
$ "
" "
'+ n $$

" " "


" " "
~
110
0 0
tlUtl
'+ n $$


"
~,$
Aur
!! 2 "$
%
P8l6a-d Lass
$(e AorGard pass produ,e- "lhe+" values
$o## 81,2, ...., n of ,@uation 1 as AolloGs#
Q"! 8
+/
7
*(
l"~~
i' 8 .,.7,,&.. !&itJ!
L
Hale: Hubstitution
9 The ba=: substitution results in the ~li
val ues Aor i ( 1/2/%. (,n as AolloGs#
$$
"'R- ( e, - uJJ$
J
$o# t ( n %l,lJ % 2~..(~12H07
"..,#1
,
/._// .,... ......... ----... -
<xample 0
Holve the system oA equations oA <xample
" using the 7U de=omposition approa=h
&!!!!
%
~
~
The system oA equation in a matrix Aran+ is
1 3 2
$l
11:
2 4 3 $,
%
122
,
3 4 >
?l
3H
<xamlpille !0 *=ont'd+
The deeempesed loGelA' and upper
~rialngulaA' rnatriees Gere Aound OIFl [<xamplile
1 as
1
47
!
#7
..... !,!
l=
2!
(.,
&!!!!
%
!,,
&!&!
!
U'-
0 1
o
!!#
-
)il
[3
-5 3.:.
~
~
0 0
1.
~I i2 !!!! ~'''''''9 !&
!!!
ill (" 'U 2 83
<xample 0 *=ont'd+
Us-ng <q& Qa#
c
e~,
l
-
laa
=h,#,$o#,,
1:
I
#tl
-
9
!
9
J
'U
-
=2
ill 8/3
U#u 8 0.:
I 9&'l
#ti 9 9
l:l::, (9D
lJil 8 0,!D
1:
e
(
, (9
1
81:
,.,
2!7
3H
lol
%
<xample 0 *=ont'd+
I~ 82 u.,=2
Using <q! Sb#
$
I, 83 Uu =-.%
. - $$,l'
*T(999
J
)
i
999
/ I.
i 8 .2 an' 3. th,#,$o#,.
/%%1
$
I,I~!!!J
., - $!T~$
J
"
I~!=-2
1:
In 8%: =( 22
I'J ( C.C 3H
%
.0 -
I...J ,,,,
22 -In'"
22 % 22721 :7
11, -
1%1
f
/
,
1
III
%
-2
-4
.) - ;ilt&.
., - ;
,
I&&,
&,
,.1 ., 9$ll', 9"
n
*T! 3H%l21:7 %2%:7247
4
in 4u In
3.>
<xample 0 *=ont'd+
I. 8 1 U// ( 3
Using <q! U0#
I

8 2
U
$-
-')
99
I =3
u:
1
8 0.:
=h,#,$o#, .
!RV 8 4
~
$
l~ (92 "D
I,: (9D +8 22
I0 (0!D 3H $
&. %1:
": 4
A' 4
~ (>
,e,
..
.. ,..----- !!!~%///
_._//
<xample 0 *=ont'd+
~
,
("D
I, ( 1
I

8 2
u. ,3
U
,%
-
(
")
Using <q! Ub# ~# (>
!r, ( 6, % L
"
.uf.)J

I, ( 3
I
a --_
")
u
1
, ( 0.:
1:
J ' ,
i ( 2 an' ;
th,#,$o#,,

.1!%, ( 4
'll (9D
i; ,3.2
+8 22
3H
!r
.;.
(2"
-
,9
'
J
.'u
.
,
.J
.)
,
,
$
1 ..
'I#j (~98!D*~+("
!r =1I-L.U'J.f,=+l-u ..):-ul.) ("D9*0;2+9*2+*>+("
$
<xample 0 *=ont'd+
9 ThereAore, the solution Aor Ahe system or
equ ations i-
&!Is a result" ti"l,e t,t2 de=ernposition =an be
=orn puted more ,eAAe=tiv'sly&
iClho.lles:y Ke=o mlp,osnuilon6lethod
&,This nlelAhod UI1,El a, re=urren=e pro=edure
t8$ de=ompose a synlll"le."ri= rBlal"lrixinto
.Upper and ~),+Gerl-ri,a-~lglula!rmatri=es !!
%
for i =, /,,3, .". ",L/l
(22D)
%
,
Exa $A"Al$L$~e#
J,,,mKoC, the $ol~O!ILi~lMmatrix into, itC
$8"i'ie,r an ,ll up'p e r tria ngu la $$ matri ees
usung the Cho.es:y metr-od#
1
,
!!!
9
!!
,
&!!!!
%
~
~
!8$$,'#' 9 >.
s
%,
,0,
10
"2
<xample *=ont'd%
Using <q& "a#
1
" %)
~(
/2 C 10
a,
$9
-
9
1
a,
1
-
%
'
%
-
%
a
"""
a,t 83 ( a&
'$$ (".T~$,.Ii
=1
U siirng <q& "c*
i=2," =1
&
~
,
10 22
~(g
~ ( "? (1131)1
~8, ( 22
a1a _2_,3
% 111 % !. 99
%
12 11
l9$
~ !!! i9 !!&!
!!,! !! a .. 3 ,.,_ 3 _
?,
,9 !
<xample *=ont'd+
u~,Ailg <q! "b#
1
,
3
ill =~=a
.i8 2
M
10
?,-(0(a"
3 III ).2
~(g
a&. ( "*"( aa
IJI % .,.,
$ Ul 9 &9"
t -.-,
7 31 --
In 8 t1:u - L I~ 8 J3:, -J~ ( ~45(21!7!1 8 2
t#"
-9$)
!!
9!,!,
............ ~Nl~&!(..( (
9!!,
a,//.1
!" $<xalmlplle *=oll"ltl)d+
1 #4 1
a.. 82812! ..
U~il'ilg <!q!
",/
O( l.i ( l,ru7oi$!2
a!, % I..i..,~!..,
~! ( /0'
.1 ~
it
%
67., 2
!.i
#B
li$D1
!*it
"2"
a 83 ='a
II II
8
/It
8I
ai. 8!117 (,$l/!!
~
0lI# - -.-
I.. =2
l/It ( !2
~
a
...

<xample *=ont'd+
" 2 "
Cl
ll
( 1
+l
u
( 2 ( $l//1
Using <?& "b#
A-
%
2 a 10
!"
1(1
22
Cl
$$
( 3 (W$",
;i ( 3/
a", (#g
an ( "( A.&
11%1
,I
85
-
&
-
,
"
~
#
!( '/ i$i$JJ %!
2/J
~
~
~
l21 8 2
~'((!~
I" =3
la ( 2
12. %
~
~
<xample *=ont'd+
III 8 1
% =h el-leA8T,e
I
/1 -
%
.
!J
1 0
l 8 !D
L
%
1 2/ 0
lJ*1 ( /3
3 2/ .3
lJil 8 2
%
2
0,
lJJ 83
I9 =
0
'+ '+
0 0
'."J
!!!!!
<xample *=ont'd+
1 2o'e '(a' '(e 3alidi'4 of LL;r 8 A
~! 0 ~!
.oJ!
3 1 2
.
u.
l'
(~4!(
/2 2 0 0 2,
2# % 2
*+
5O
3 2 3 0
0 3 3 16 22
~
$
It,#atiP, E@uation%IolPinM
Q,tho'C
Himultaneous equations =an also be
solved using t)ial-and +))4) pro=edure!
$n this pro=edure, a solution =an be
assumed, that is, a set oA estimates Aor
the un:noGns!
Then, these estimates =an be revised
through some set oA rules!
It,#atiP, E@uation%IolPinM
Q,tho'C
This approa=h is the basis Aor iterative
methods Aor solving simultaneous
equations !
Imong these iterative methods, tGo
pro=edures are =onsidered#
9 -a=obi $teration, and
9 Causs9Heidel $teration
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 #a,obi I'era'io)
- 7o)-ider '(e follo*i)+ +e)eral -e' of
-imul'a)eou- e8ua'io):
.lll#
1
1 .l
12
#
2
1 .l13#3 1 1 .l1n#
n
(
+
"
.l
21
#
1
. .l
22
#
2
. a20 #3 +'''+.l
2n
#
n
8 +
2
.l
31
#
1
1 .l
32
#
2
1 .l
33
#3 +'''+.l
3n
#
n
8 +
3
227
Kul
_
ia
r
h 4
Metode Numerik
It,#atiP, E@uation%IolPinM
Q,tho'C
-a=obi $teration
9 The Airst step in this method is rearrange
ea=h equation in <q! 2 to produ=e an
expression Aor a single un:noGn!
9 To start the iterative =al=ulations, an initial
solution estimate Aor ~ un:noGns is
required!
"
2
Kul
_
ia
r
h 4
Metode Numerik
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 #a,obi I'era'io)
: - +
"9
-a
12
$
2
-a
13
$
3
-'''-a
1n
$
n
all
$ ( +
2
-a
21
$
1
-a
23
$
3
-'''-a
2n
$
n
53)
a
22
Kuliah 4 Metode Numerik
It,#atiP, E@uation%IolPinM
Q,tho'C
-a=obi $teration
9 The initial estimates Aor all the #, are
substituted into the right sides oA <q! 0 to
obtain a neG set oA =al=ulated *leAt side+
values Aor the ~!C.
9 These neG values are substituted into the
right side oA <q! 0 and a neG set oA values
Aor the ~!C is obtained!
9 This iterative pro=ess =ontinues until the
=al=ulated values Aor ~!C =onverge to an
a==eptable solution!
Kuliah 4 Metode Numerik
It,#atiP, E@uation%IolPinM
Q,tho'C
!il!iU6!A #)#)# &o$m~!!!!!H!!t2!!2 )ii::..== .
<xample# -a=obi $teration
Holve the AolloGing set oA equations using
the ,a=obi iterative method#
3#
1
+#
2
-2#
3
,;
-#+7#2-3#3,-5
#l - #
2
1 7#
3
8 1
PERSAMAAN
LINEAR
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 9:ample %,o)''d: #a,obi I'era'io)
The Airst step is to rearrange ea=h equation as
AolloGs#
3#
1
1 #
2
-2#3 ,;
- $ 1 6"782 - 3"78
3
8 %R
#
1
- #
2
+7#3 ,1
PERSAMAAN
LINEAR
Kul
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Metode Numerik
PERSAMAAN
LINEAR
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 9:ample %,o)''d: #a,obi I'era'io)
7et an estimate oA the solution be ?l ( #
2
( #3 (
", thereAore,
# 8 ;-#2 +
2#
3 8 H%1.2217 8.).A83.333
$ !!, !!,!!,
*7 *7*7
# 8 -5+#I +3#3 8 %R.1.3217 8%1
244
#3 8 I-#I +#< 8 1%1.1 8()(8O.2:0
4 4 4
PERSAMAAN
LINEAR
Kuliah 4 Metode
Numerik
Kul
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Metode Numerik
PERSAMAAN
LINEAR
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 9:ample %,o)''d: #a,obi I'era'io)
R,PiC,' Palu,C $o# $I :
$I 8 3.333
$
2
=-1
#3 ,6.22
&!S&18 H % &!S&2 . 2&!S&38 H % *9"+ . 220.2:7 8 3.:
3 3
&!S&2 8 %R.&!S&1 +3#3 8 %R.3.3333.320.2:7 8%0.H>H2
4 4
&!S&3 8 "9 &!S&1. $2 8 "9 23.33337 . *9"+ 8 %0.R333
4 4
#3 8 1% .IT$. #2 23.:7 . 2%0.H>H27 8 %0.R6HR
,99999!,
It,#atiP, E@uation%IolPinM
Q,tho'C
. 1.1. eta s2!o#EiiI!llnnCN KiL&,!,l. 012.U lO,l X,,,!!!!!!!3! llVQnnC "::ii::0.==.
<xample *=ont'd+# -a=obi $teration
R,PiC,' Palu,C $o# $I :
;l 83.:
#
2
,-6.;=;2
? 8%0.R333 #I 8 ;-#2 +
2#
3 8 H%2%0.H>H27.22%0.R3337 8 2.>>0H
J
~%%%~ 3 3
# 8 -5+#I +3#3 8 %R.3.:.32%0.R3337 8 %1.>:00
2
4 4
8 1%
4 4
Kuliah 4 Metode Numerik
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 9:ample %,o)''d: #a,obi I'era'io)
It,#ation ?I 16.%1/11 ?l 16,,S!11 ?l IA?II
0 I
%
I
%
I
%
I 3.3333 2.3333 %1.0000 2.0000 0.2:00 0.>:00
=h, Colution conP,#M,C
to/
!$E
$
( 3
.I8
2
8 %2
!$E0(9"
2 3.:000 0.166> %0.H>H2 0.020R %0.R333 1.0R33
3 2.>>0R 0.>2H2 %1.>:00 0.>>0R %0.R6HR 0.036:
4 3.003: 0.2326 %1.H:H6 0.20H6 %0.RR02 0.0104
: 3.0664 0.062H %1.H0H3 0.0:03 %0.HH0R 0.1106
6 2.H>:H 0.0H0: %1.H>6: 0.06>2 %0.HH3H 0.0031
> 2.HH62 0.0203 %2.001: 0.02:0 %0.HRR1 0.00:R
R 3.00R4 0.0122 %1.HH20 0.00H4 %0.HHH4 0.0113
H 2.HH>> 0.010> %1.HH>: 0.00:4 %1.0001 0.000>
10 2.HHH1 0.0014 %2.000> 0.0032 %0.HHRR 0.0013
11 3.0010 0.001H %1.HHH3 0.0013 %0.HHHH 0.0011
12 2.HHHR 0.0012 %1.HHH> 0.0004 %1.0001 0.0002
13 2.HHHR 0.0000 %2.0001 0.0004 %0.HHHH 0.0002
14 0.0003
II 3.0000 $+ 0.0001 ~
0.0002
& nnnn
0.0001
~ 0.0000 %1.0000 $+ 0.0000
It,#atiP, E@uation%IolPinM
Q,tho'C
Causs9Heidel $teration
9 7i:e in the -a=obi iteration, the Airst step in
this method is rearrange ea=h equation in
<q! 2 to produ=e an expression Aor a single
un:noGn!
9 To start the iterative =al=ulations, an initial
solution estimate Aor #; un:noGns is
required!
Kul
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Metode Numerik
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 ;au---Seidel I'era'io)
N'" & +
"
-5912$2 -413$3 --59IIl$
n
%&1. " 9
(111
$! _ +
2
9 *T2"?l 9 5l23$3 _ ... - 4211$n
%&1. 2 %
2G22
247
-"8 $$ (
C$$ -5l91$
2
-591I2$3 9'''9all&l!$$9"En&l
(*. *.../*. **(%%8%%(* ( *.(* *(
!lin
It,#atiP, E@uation%IolPinM
Q,tho'C
Causs9Heidel $teration
9 $n ,a=obi iteration a Aull =y=le is =ompleted
over all the equations beAore updating the
solutions estimates!
9 $n Causs9Heidel pro=edure, ea=h un:noGn
is updated as soon as a neG estimate oA
that un:noGn is =ompleted!
9 The notion here is that the most re=ent
estimate is the best estimate, and
thereAore, should be used as soon it is
available!
PERSAMAAN
LINEAR
It,#atiP, E@uation%IolPinM
Q,tho'C
<xample# Causs9Heidel $teration
Holve the AolloGing system oA equations
using the Causs9Heidel $teration pro=edure
Gith initial estimates oA ;l 8 #
2
8 #3 8 "#
7#-2) +3> ,12.=
-2# +7)- Y ( 9">!"
3# 1 )-3> ( %4.2
PERSAMAAN
LINEAR
Kuliah 4 Metode
Numerik
PERSAMAAN
LINEAR
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 9:ample %,o)''d: ;au---Seidel I'era'io)
7.;.?-2)+3>,I-.=
-2# +7) - Y ( 9">!"
3# 1 ) - 3O ( %4.2
#,l-.=+2)-3>
>
) 8 -17.l+2# .O
4
O 8 -7.2-3# -)
!!,
9,+
PERSAMAAN
LINEAR
Kul
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Metode Numerik
PERSAMAAN
LINEAR
), -17.1+2#+>
4
8 %14.1.223.6>:07.217 8%l.43>:
4
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 9:ample %,o)''d: ;au---Seidel I'era'io)
In estimate oA the solution is &!<l 8 #
1
8 #3 8 ",
thereAore,
#, I-.=+2)-3> 8 1:.>.2217%3217 83.6>:0
4 4
O 8 % 4.2 % 3.1@ - ) 8 % 4.2 % 323.6>:07 % 2%l.43>:7 8 4.:H:R
-3 -3
Kuliah 4 Metode
PERSAMAAN
LINEAR
Numerik
Kul
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r
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Metode Numerik
PERSAMAAN
LINEAR
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 9:ample %,o)''d: ;au---Seidel I'era'io)
R,PiC,' Palu,C $o# #i :
#,3.A=26
),-1.73=2
O 8 4.:H:R
&,T8 1:.>.22%1.43>:7%324.:H:R7 8 %0.2406
4
:= -17.1+2#+>
4
8 %14.1.22%0.24067.4.:H:R7
4
8%2.4H64
O8 -7.2-3#-)
-3
8 %4.2%32%0.24067%2%2.4H647
-3
80.32>3
Kul
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Metode Numerik
PERSAMAAN
LINEAR
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 9:ample %,o)''d: ;au---Seidel I'era'io)
R,PiC,' Palu,C $o# $, :
# ,-6.276A
),-2.7;A7
O ( 0.32>3
; 8 1:.> . 28 %32 8 1:.> .22%2.4H647 %320.32>37 8 2.4313
4 4
8= -16.l#2$#2 8 %14.1.222.43137.0.32>3 8%2.22>:
4 4
2 8 % 4.2 % 3.1) - ) 8 % 4.2 % 322.43137 % 2%2.22>:7 8 3.0RRR
-3 -3
PERSAMAAN
LINEAR
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
1 9:ample %,o)''d: ;au---Seidel I'era'io)
It,#ation $ $ $l3$
B
$~E$ 9 $~$
0 1 % 1 % 1 %
=h, Colution conP,#M,C
to/
#, 1.3
B, -2.6
O8 1.H
1 3.6>:0 2.6>:0 %1.43>: 2.43>: 4.:H:R 3.:H:R
2 %0.2406 3.H1:6 %2.4H64 1.0:RH 0.32>3 4.26R6
3 2.4314 2.6>20 %2.22>: 0.26RH 3.0RRH 2.>616
4 0.4H46 1.H36R %2.:0:: 0.2>R0 1.0:H4 2.02H:
: 1.R>>> 1.3R31 %2.3213 0.1R42 2.:03H 1.444:
6 0.RR64 0.HH13 %2.4::R 0.134: 1.46>R 1.0361
30 1.2HHH 0.0003 %2.4000 0.0000 1.RHHH 0.0003
31 1.3001 0.0002 %2.4000 0.0000 1.H001 0.0002
32 1.2HHH 0.0002 %2.4000 0.0000 1.RHHH 0.0002
33 1.3001 0.0001 %2.4000 0.0000 1.H001 0.0001
34 1.3000 0.0001 %2.4000 0.0000 1.H000 0.0001
3:
"
0.0001 0.0000 0.0001
36 $ ~ 1.3000 2 0.0000 %2.4000 0.0000 ..& 1.H000 0.0000
PERSAMAAN
LINEAR
Kuliah 4 Metode
Numerik
Kul
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Metode Numerik
I suAAi=ient =ondition Aor a solution to be
Aound is that the absolute value oA the
diagonal =oeAAi=ient in any equation must
greater than the sum oA the absolute values
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods

7o)3er+e),e 7o)-idera'io) for '(e I'era'i3e
<e'(od-
Por these iterative te=hniques oA -a=obi and
Causs9Heidel to Gor:, =ertain additional
=onditions must be =onsidered#
"! The set oA equations must possess a strong
diagonal!
2!
oA
all other =oeAAi=ients appearing in that
Kul
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Metode Numerik
It,#atiP, E@uation%IolPinM
Q,tho'C
~
Convergen=e Consideration Aor the
$terative 6ethods
9 BeAore solving a set oA equations using the
iterative methods, do the AolloGing#
Mearrange the set oA n x n equations so that the
diagonal =oeAAi=ient is the largest in any
equation!
Kul
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Metode Numerik
It,#atiP, E@uation%IolPinM
Q,tho'C
<xample# Convergen=e
Che=: the AolloGing set oA equations Aor
=onvergen=e! $A they do not meet the
=ondition Aor =onvergen=e, try to rearrange
the equation so that they meet the
requirement!
#l +7#2 -2#3 ,3
2#
l
-2#
2
. #3 8 4
#l +2#2 +7#3 ,1=
Kul
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Metode Numerik
I)e,a)&4e E5*a)&on/%o24&n6
Me)+ods
!l'E
$
1 7#
2
- 2#
3
8 0
2#
1
- 2#
2
1 #3 8 4
!l'E
$
+2#
2
+7#3
,1=
$$$ 2 ">"1"92" ~ " 2 6
L.F
=tW #,a##anM, th, ,@uationC.
2#
1
-2#
2
1 #3 ,7
!l'E
$
. 7#
2
- 2#
3
8 0
!l'E
$
. 2#
2
. 7.1')
3
8 "@
"D"Z "92"1""" ~ D Z 3 O.K
">"Z """1"92" ~ > Z 3 O.K.
">"Z """1"2"~ >Z 3 O.K.
=h,#,$o#,. uC, th, a0oP, C,t in it,#atiP, m,tho'C,
IEKIAL
AnW Au,Ction 555

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