Assignment 2: Numerical Solution of System of Linear Equations

1. Use (a) Jacobi method and (b) Gauss-Seidel iteration 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.
x-x x -
-x x x
5 1 2 2 +3 3 = 1

x -x - x
3 1 +9 2 + 3 = 2

2 1 2 7 3 = 3.

2. Apply 5 iterations of (a) the Jacobi method and (b) the Gauss-Seidel
iteration method to approximate the solution of the following system
of linear equations using the initial approximation
x x x ) = (0, 0, 0).

x -x
( , ,1 2 3

x-x x -
2 1 2 = 0

-x x - x -
1 3 2 + 3 = 2

1 + 2 3 3 = 6.

-
- - x
1 4 1
3. Consider the system of linear equations = . Apply three
4 1 0

iterations of the Gauss-Siedel method to the system. Use the initial

estimate [0.25, 0.25] T .

4. Which of the following systems of linear equations has a strictly

diagonally dominant coefficient matrix?
x -x - x x -x -
x x -
4 1 +2 2 3 = 1

x x
3 = 4
a. b.
1 2

x-x x
1 +2 3 = 4
2 1 +5 2 = 2,
3 1
5 2
+ 3
= 3.

5. Computationally show that Gauss-Seidel method applied to the

following system of equations diverges
x-x x
- x x -x -
3 1 6 2 +2 3 = 23

x-x x
4 1 + 2 3 = 8

approximations as x =0.9, x - x
1 3 2 +7 3 = 17.

Take the initial = 3.1, = 0.9. 1 2 3

Interchange the first and second equations and solve the resulting
system by the Gauss-Seidel method. Again take the initial
approximations as =0.9, = 3.1, x x
= 0.9, and obtain the result - x
x
1 2 3

correct to two decimal places. The exact solution is =1.0,

x - x
1

= 2
3.0, = 1.0. 3

6. For the solution of the system of equations

 x
- y
3 2 0 5

- z
2 3 1 4

0 1 2 1

setup the relaxation method. Perform three iterations of

(i) the SOR method with relaxation parameter 𝜔 = 1.25
(ii) the SUR method with relaxation parameter 𝜔 = 0.8
starting with (x,y,z)=(0,0,0).