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Chaos, Solitons and Fractals 41 (2009) 152156

www.elsevier.com/locate/chaos

An approach to the solution of linear system

of equations by Hes homotopy perturbation method
B. Keramati
Department of Mathematics, Faculty of Science, Semnan University, P.O. Box 35195-363, Sadi Square, Semnan, Iran

Accepted 13 November 2007

Abstract

In this paper, we present an ecient numerical algorithm for solving system of linear equations based on homotopy
perturbation method. Some numerical illustrations are given to show the eciency of the algorithm.
2007 Elsevier Ltd. All rights reserved.

1. Introduction

Approximating the solutions of the system of linear and nonlinear equations has widespread applications in applied
mathematics. In 1992, Liao [7] employed the basic ideas of homotopy to propose a general method for nonlinear prob-
lems, and modied it step by step [812]. This method has been successfully applied to solve many types of nonlinear
problems. Following Liao, an analytic approach based on the same theory in 1998, which is so called homotopy per-
turbation method (HPM), is provided by He [24,6]. In most cases, using HPM, gives a very rapid convergence of the
solution series, and usually only a few iterations leading to very accurate solutions, specially when the modied one is
applied [1]. In this article, HPM is applied to the solution of the system Ax b and the convergence of the method is
considered under certain conditions.

2. Analysis of the method

Consider the system

Ax b; 1
where
A aij ; x xj ; b bi ; i 1; 2; . . . ; j 1; 2; . . . ;
let
Lu Au  b; F u u  w0 ;

E-mail address: br_keramati@yahoo.com

0960-0779/$ - see front matter 2007 Elsevier Ltd. All rights reserved.
doi:10.1016/j.chaos.2007.11.020
 B. Keramati / Chaos, Solitons and Fractals 41 (2009) 152156 153

we dene homotopy H u; p by
H u; 0 F u; H u; 1 Lu;
and typically, a convex homotopy as follows
H u; p 1  pF u pLu 0; 2
where F is an operator with known solution w0 . HPM uses the homotopy parameter p as an expanding parameter [3,5]
to obtain
u u0 pu1 p2 u2    3
and for p ! 1, it gives an approximation to the solution of (1) as follows
v limu0 pu1 p2 u2   :
p!1

By substituting (3) in (2) and equating the terms with identical powers of p, we obtain
p0 : u0  w0 0; u0 w0 ;
1
p : A  Iu0 u1  w0  b 0; u1 b  A  Iu0 w0 ;
p2 : A  Iu1 u2 0; u2 A  Iu1
and in general
un1 A  Iun ; n 1; 2; . . . ;
if we take u0 w0 0, then we have
u1 b;
u2 A  Iu1 ;
A  Ib;
u3 A  I2 b;
..
.
n n
un1 1 A  I b;
hence, the solution can be of the form
u u0 u1 u2    ;
or
u I  A  I A  I2    b: 4

Theorem 1. The sequence

" #
Xm
k
m
u A  I b;
k0

is a Chauchy sequence if
kA  Ik < 1:

Proof. we must show that

lim kump  um k 0;

m!1

so for showing this we can write

" #
X
p
mk mk
mp m
u u 1 A  I b;
k1
154 B. Keramati / Chaos, Solitons and Fractals 41 (2009) 152156

or
X
p
kump  um k 6 kbk: kA  Ikmk ;
k1

let c kA  Ik, then

X
p  p 
c 1 m
kump  um k 6 kbkcm ck ; 6 kbk c ;
k1
c1

now if c < 1, then we have

   
cp  1
lim kump  um k 6 kbk lim cm ;
m!1 c1 m!1

hence, we obtain

lim kump  um k 0;

m!1

which completes the proof. h

Theorem 2. If A is diagonally dominated and B bi j, where

(
1 i j i 1; 2; . . . ;
bi j aij
aii
ij j 1; 2; . . . ;

then kB  Ik1 < 1.

Proof. Let C B  I, then we can write

(
0 ij
cij aij
aii
ij;

since A is diagonally dominated, then

X
n
jaii j > jaij j;
j1;ji

or
X n
jaij j
< 1; i 1; 2; . . . ; n;
j1;ji
jaii j
hence
X
n
jcij j < 1; i 1; 2; . . . ; n;
j1

which implies
kCk1 kB  Ik1 < 1: 

3. Numerical results

Example 1. Approximate the solution of the system

8
< 4x y  z 7
>
x 6y 2z 9
>
:
y  3z 5
The true solution is u 1; 2; 1t . For the given system we have

Au b
 B. Keramati / Chaos, Solitons and Fractals 41 (2009) 152156 155

where
2 3
4 1 1 
6 7 bt 7; 9; 5;
A 4 1 6 1 5;
ut x; y; z;
0 1 3

since A is diagonally dominated we write the new system as follows

Bu q;
for which
2 1
3
1 4
 14  
6 1 7 7 3 5
B 46 1 1
3 5; qt ; ; ;
3 2 3
0  13 1
and consequently
2 1
3
0 4
 14
6 1 7
B  I 4  16 0 3 5
;
1
0 3 0
from (4) we have
u I  B  I B  I2    q;
and using six terms, we approximate the solution vector u as follows
u  u0 u1    u5 ;
or
ut  0:99565; 2:00984; 1:00087:

Example 2. Solve the system Au b, where

2 3 2 3
0:5 0:5 0:2 1:2
6 7 6 7
A 4 0:1 0:3 0:1 5; b 4 0:5 5:
0:1 0:1 0:3 0:5
The true solution is ut 1; 1; 1.
Matrix A is nearly diagonally dominated, so by similar operations we have
2 3
0:5 0:5 0:2
6 7
A  I 4 0:1 0:7 0:1 5;
0:1 0:1 0:7
and using ten iterations, an approximation to the solution will be as follows
2 3
1:12159
6 7
u 4 0:94454 5:
0:94454

4. Conclusion

In this paper, we used homotopy perturbation method to approximate the solution of system of linear equations in
terms of the subtraction of the coecient and unit matrices. Solved problems show the convergence of the method
increases as the coecient matrix becomes more strictly diagonally dominated.
156 B. Keramati / Chaos, Solitons and Fractals 41 (2009) 152156

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