Evaluating numerical algorithm
The Gauss-Seidel Method is an iterative technique designed to solve large systems of linear equations. By immediately plugging newly calculated variable values into subsequent equations within the exact same pass, it accelerates convergence!
Solve the 3x3 linear system starting from initial guess :
Solve each equation for its diagonal dominant variable:
Substitute initial guess to find , then immediately use to find , and so on:
Plug into the recurrence formulas:
| Step (k) | x | y | z |
|---|---|---|---|
| 0 | 0.0000 | 0.0000 | 0.0000 |
| 1 | 3.0000 | 4.8000 | 1.2000 |
| 2 | 1.5000 | 4.6200 | 1.7300 |
| 3 | 1.4125 | 4.4255 | 1.7916 |
| 4 | 1.4457 | 4.3742 | 1.8057 |
By immediately reusing newly solved values within each pass, Gauss-Seidel converges much faster than Jacobi iteration!