IterativeMethodsforSolving[i]Ax[/i]=[i]b[/i]

GaussSeidelMethod
Author(s):
DavidM.Strong
LetustakeJacobisMethodonestepfurther.Wherethetruesolutionisx=(x1 ,x2 ,,xn ),ifx1 (k+1)isa
betterapproximationtothetruevalueofx1 thanx1 (k)is,thenitwouldmakesensethatoncewehavefound
thenewvaluex1 (k+1)touseit(ratherthantheoldvaluex1 (k))infindingx2 (k+1),,xn (k+1).Sox1 (k+1)is
foundasinJacobi'sMethod,butinfindingx2 (k+1),insteadofusingtheoldvalueofx1 (k)andtheoldvalues
x3 (k),,xn (k),wenowusethenewvaluex1 (k+1)andtheoldvaluesx3 (k),,xn (k),andsimilarlyforfinding
x3 (k+1),,xn (k+1).ThistechniqueiscalledtheGaussSeidelMethodeventhough,asnotedbyGilStrang
inhisIntroductiontoAppliedMathematics,GaussdidntknowaboutitandSeideldidntrecommendit.Itis
describedby

Thiscanalsobewritten

Thatis,
,
sothat

Example2
Let'sapplytheGaussSeidelMethodtothesystemfromExample1:

Ateachstep,giventhecurrentvaluesx1 (k),x2 (k),x3 (k),wesolveforx1 (k+1),x2 (k+1),x3 (k+1)in

Tocompareourresultsfromthetwomethods,weagainchoosex(0)=(0,0,0).Wethenfind
x(1)=(x1 (1),x2 (1),x3 (1))bysolving

Letusbeclearabouthowwesolvethissystem.Wefirstsolveforx1 (1)inthefirstequationandfindthat
x1 (1)=3/4=0.750.
Wethensolveforx2 (1)inthesecondequation,usingthenewvalueofx1 (1)=0.750,andfindthat
x2 (1)=[9+2(0.750)]/6=1.750.
Finally,wesolveforx3 (1)inthethirdequation,usingthenewvaluesofx1 (1)=0.750andx2 (1)=1.750,and
findthat
x3 (1)=[6+0.7501.750]/7=1.000.
TheresultofthisfirstiterationoftheGaussSeidelMethodis
x(1)=(x1 (1),x2 (1),x3 (1))=(0.750,1.750,1.000).
Weiteratethisprocesstogenerateasequenceofincreasinglybetterapproximationsx(0),x(1),x(2),andfind
resultssimilartothosethatwefoundforExample1.
k x(k)
0

x(k)x(k1)

0.000 0.000 0.000

e(k)=xx(k)

||e(k)||

0.000 0.000 1.000 2.449

0.750

1.750 1.000 0.000 0.000 1.000

0.250

0.250

0.000 0.354

0.938

1.979 1.006

0.188

0.229 0.006

0.063

0.021

0.006 0.066

0.993

1.999 1.001

0.056

0.020

0.005

0.007

0.001

0.001 0.007

0.999

2.000 1.000

0.006

0.001

0.001

0.001

0.000

0.000 0.001

1.000

2.000 1.000

0.000

0.000

0.000

0.000

0.000

0.000 0.000

AsinExample1,westopiteratingafterx(k)x(k1),e(k),and||e(k)||areall0tothreedecimalplaces.Notice
thatthissequenceofiterationsconvergestothetruesolution(1,2,1)muchmorequicklythanwefoundin
Example1usingtheJacobiMethod.Thisisgenerallyexpected,sincetheGaussSeidelMethodusesnew
valuesaswefindthem,ratherthanwaitinguntilthesubsequentiteration,asisdonewiththeJacobiMethod.

JOMA
JournalofOnlineMathematicsanditsApplications