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ISSN No:-2456-2165
Keywords:- Iterative method, Jacobi, Gauss-Seidel, SOR, Using the iterative method developed by Wheaton and
Convergence. Samuel[1], Saha[2] proposed the generalized Jacobi method
for solving non-square linear systems, and he also proposed
I. INTRODUCTION generalized Guass-Seidal method which looks somewhat
hollow as the inverse of a strictly lower triangular matrix
Without loss of generality, we consider a linear system doesn't exist.
of ‘m’ equations in ‘n’ unknowns (m<n) of the form
𝑥1 + 𝑎12 𝑥2 + 𝑎13 𝑥3 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1 In this paper, we describe the generalized SOR
𝑎21 𝑥1 + 𝑥2 + 𝑎23 𝑥3 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2 method in section 2 and in section 3 its convergence criteria
. . . . . is discussed. A numerical example is presented in the
. . . . . concluding section to show the superiority of the proposed
𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + 𝑎𝑚3 𝑥3 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚 (1.1) method.
These equations can be expressed as a matrix system II. GENERALIZED SUCCESSIVE OVER
AX = b ..(1.2) RELAXATION (GSOR)
Method
where 𝐴 ∈ ℝ𝑚×𝑛 and 𝑋 and 𝑏 are unknown and
known m and n dimensional vectors respectively. Let X (k) be the kth approximate solution to the
Partitioning the rectangular matrix A as system(1.2). Then as mentioned in [1] , the (k+1)
̃] approximate is obtained as
A = [B B ..(1.3)
where B ∈ ℝm×n and B ̃ ∈ ℝm,n−m , then the equation X (k+1) = X (k) + S(A)d(k) ..(2.1)
(1.2) can be put in the form
where S(A) is the 𝑛 × 𝑚 matrix having 0, −1 and 1 as
̃ ] ( X1 ) = b
[B B ..(1.4) its elements indicating the signs of the transpose matrix of A
X2 and
T
where X1 and X2 are m and n − m dimensional b1 −A1 X(k) b2 −A2 X(k) bm −Am X(k)
d(k) = [ , , … … ]
vectors respectively. m‖A1 ‖ m‖A2 ‖ m‖Am ‖
bi −Ai X1 (k)
= ..(3.1)
Applying the SOR method (1.7) with (1.8) to the m.‖𝐵̃𝑖 ‖
square linear system 𝐵𝑧 = 𝑏̂ (𝑘) with the initial guess 𝑋1 (𝑘)
to obtain 𝑋1 (𝑘+1) i. e; If we denote the non-singular matrix
̃ ̃ ̃m ‖) by N(𝐵̃ ), then (3.1) can be put
diag(‖B1 ‖, ‖B2 ‖, … . . ‖B
X1 (k+1) = (I − ωL)−1 [{(1 − ωL)I + ωU}X1 (k) + in the form
ωb̂ (k) ] .. (2.7
) d(k) =
1
̃)−1 (b −
N(B
m
AX (k) ) . . (3.2)
(or) X1 (k+1) = Lω X1 (k) + (I − ωL)−1 . ωb̂ (k) ..(2.8)
By the equation (2.4) of step2 of the algorithm, we have
where Lω = (I − ωL)−1 {(1 − ω)I + ωU} is the SOR 1
iteration matrix and '𝜔′ is as given in (1.8). X2 (k+1) = X2 (k) + S(B ̃). N(B̃)−1 (b − AX (k) ) . . (3.3)
m
X1 (k+1) With this the equation (2.6) of step3 further reduces to
Step 4: Obtain X (k+1) = ( ) where X2 (k+1) and
X2 (k+1)
̃X2 (k) + 1 S(B
b̂ (k) = b − B ̃). N(B̃)−1 (AX (k) −
m
X1 (k+1) are obtained in steps 2 and 3 respectively. b) ..(3.4)
Step 5: If ‖AX (k+1) − b‖ < ϵ where 𝜖 is the fixed The SOR method now for obtaining 𝑋1 (𝑘+1) is derived
threshold, take 𝑋 (𝑘+1) as the solution of (1.2). If not assign from (2.7) can be rewritten as
k ← k + 1 and go to step 2.
X1 (k+1) = (I − ωL)−1 [(I − ωL + ωI + ωL + ωU)X1 (k)
+ ωb̂ (k) ]
Remark
For 𝜔 = 1 in (2.7), the generalized SOR method = (I − ωL)−1 [(I − ωL)X1 (k)
realizes generalized Gauss-seidal method and for the − ω{(I − L − U)X1 (k) − b̂ (k) }]
generalized Jacobi method, replace the equation = X1 − ω(I − ωL)−1 {BX1 (k) − b̂ (k) }
(k)
. . (3.5)
(2.7) by
X1 (k+1) = (L + U)X1 (k) + b̂ (k) . . (2.9) ̃X2 (k+1) , from (3.3),
Since AX (k+1) = BX1 (k+1) + B
(3.4) and (3.5) we can have
̃X2 (k+1)
AX (k+1) = BX1 (k+1) + B
̃X2 (k)
= BX1 (k) − ωB(I − ωL)−1 {BX1 (k) − b + B
1
− S(B ̃). B ̃)−1 (AX (k) − b)}
̃. N(B
m
1
̃X2 (k) + S(B
+B ̃). B ̃)−1 (b − AX (k) )
̃. N(B
m
‖I − ωB(I − ωL)−1 ‖ < 1 ..(3.8) n Values of ‖𝑏 − 𝐴𝑋‖1 in successive iterations and obtained
and final solution upto an error less than 0.5E-10
‖(I − P)‖ <
1 ..(3.9) Generalised Generalised Generalised
JACOBI GAUSS-SEIDAL SOR
where P is the matrix as given in (3.6).For the existence of
x, we consider 1 4.09352609 1.83483632 1.08856249
‖X (k+1) − X (k) ‖ = ‖X1 (k+1) − X1 (k) ‖ + ‖X 2 (k+1) − X2 (k) ‖ 2 1.87329034 0.51129288 0.29789633
3 0.72835033 0.16122001 0.08271513
. ‖ω(I − ωL)−1 (I − P)(b − AX (k) )‖ . . . .
1
+ ‖ S(B ̃)N(B̃)−1 (b . . . .
m 16 10.3774186E 4.25251637E-8 10.3810175E-9
− AX (k) )‖ -6
17 3.9486858E- 1.93810483E-8 10.3810175E-9
≤ ‖𝜔(𝐼 − 𝜔𝐿)−1 (𝐼 − 𝑃)‖
6
1 −1
+ ‖ 𝑆(𝐵̃ )N(𝐵̃ ) ‖ ‖𝐴𝑋 (𝑘) − 𝑏‖ . . . (x,y,z,p,q,r,s)
𝑚 . . . =(5.01262429,
. . (3.10)
. . . 2.96595439,
With this we can conclude that 𝑋 = lim 𝑋 (𝑘) exists as 2.06287791
𝑘
0.87928128,
𝑋 (𝑘) is a Cauchy-sequence.
2.42931515,
Hence, the generalized SOR method converges under -2.42931515,
the conditions (3.8) and (3.9) for any matrix norm. 1.06376678)
22 7.7626535E-9
Remark 23 7.7626535E-9
It can be shown that the Generalized Guass-seidal and (x,y,z,p,q,r,s)=(4.9921
Generalized Jacobi methods converge under the conditions. 4357,2.93471021,
‖I − B(I − L)−1 ‖ < 1 and ‖I − B‖ < 1 1.99688395,
..(3.11)
0.91817848,
respectively along with the condition (3.9), as done above. 2.48270963,
-2.48270963,
IV. NUMERICAL EXAMPLE 1.04977851)
In this section, we consider the following non-square . .
linear system i.e; . .
x 30 11.09537E-9
1 −2/5 0 −1/5 3/5 1/5 2/5 y 31 11.09537E-9
−14/35 1 −2/7 0 4/10 4/10 −3/10 z (x,y,z,p,q,r,s)
[ ] p
0 −14/35 1 −1/5 3/5 −3/5 1/5 q =
−1/5 0 −1/5 1 −2/5 3/5 1/5 r (3.19440836,
(s)
530/105 1.12036248,
11/210 2.59066879,
=( ) -
134/35
−289/105 1.05611782,
2.62982539,
This system can be expressed as in (1.5), as 0.51312802,
1 −2/5 0 −1/5 𝑥 1.02402821)
−14/35 1 −2/5 0 ] (𝑦) Table 1
[
0 −14/35 1 −1/5 𝑧
−1/5 0 −1/5 1 𝑝
REFERENCES
[1]. I. Wheaton and S. Awoniyi. A new iterative method
for solving non-square systems of linear equations.
Journal of Computational and Applied Mathematics,
322:1-6, 2017.
[2]. Manideepa Saha. Generalized Jacobi and Gauss-Seidal
method for solving non-square NIT Megalaya,
Shillong, India arXiv:1706.07640vl [math.NA] 23 Jun
2017.
[3]. R.S. Varga Matrix iterative analysis. Springer, 2000.
[4]. M.T.Micheal Scientific Computing: An introductory
survey. McGraw Hill, 2002.
[5]. C.T.Kelley Iterative methods for linear and non-linear
equations. SIAM, Philadelphia 1995.
[6]. W.Hackbusch Iterative solution of large Sparse systems
of equations. Springer-Verlag, 1994.
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Systems, Academic Press, New York and London,
1971.