368 CHAPTER 6 Direct Methods for Solving Linear Systems

Multiplications/divisions

2n3 + 3n2 5n n2 + n n3 n
+ = + n2 .
6 2 3 3

Additions/subtractions

n3 n n2 n n3 n2 5n
+ = + .
3 2 3 2 6

For large n, the total number of multiplications and divisions is approximately n3 /3,
as is the total number of additions and subtractions. Thus the amount of computation and
the time required increases with n in proportion to n3 , as shown in Table 6.1.

Table 6.1 n Multiplications/Divisions Additions/Subtractions

3 17 11
10 430 375
50 44,150 42,875
100 343,300 338,250

E X E R C I S E S E T 6.1
1. For each of the following linear systems, obtain a solution by graphical methods, if possible. Explain
the results from a geometrical standpoint.
a. x1 + 2x2 = 3, b. x1 + 2x2 = 3, c. x1 + 2x2 = 0, d. 2x1 + x2 = 1,
x1 x2 = 0. 2x1 + 4x2 = 6. 2x1 + 4x2 = 0. 4x1 + 2x2 = 2,
x1 3x2 = 5.
2. For each of the following linear systems, obtain a solution by graphical methods, if possible. Explain
the results from a geometrical standpoint.
a. x1 + 2x2 = 0, b. x1 + 2x2 = 3, c. 2x1 + x2 = 1, d. 2x1 + x2 + x3 = 1,
x1 x2 = 0. 2x1 4x2 = 6. x1 + x2 = 2, 2x1 + 4x2 x3 = 1.
x1 3x2 = 5.
3. Use Gaussian elimination with backward substitution and two-digit rounding arithmetic to solve
the following linear systems. Do not reorder the equations. (The exact solution to each system is
x1 = 1, x2 = 1, x3 = 3.)
a. 4x1 x2 + x3 = 8, b. 4x1 + x2 + 2x3 = 9,
2x1 + 5x2 + 2x3 = 3, 2x1 + 4x2 x3 = 5,
x1 + 2x2 + 4x3 = 11. x1 + x2 3x3 = 9.
4. Use Gaussian elimination with backward substitution and two-digit rounding arithmetic to solve
the following linear systems. Do not reorder the equations. (The exact solution to each system is
x1 = 1, x2 = 1, x3 = 3.)
a. x1 + 4x2 + x3 = 8, b. 4x1 + 2x2 x3 = 5,
5
x
3 1
+ 23 x2 + 23 x3 = 1, 1
x
9 1
+ 19 x2 13 x3 = 1,
2x1 + x2 + 4x3 = 11. x1 + 4x2 + 2x3 = 9.

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 6.1 Linear Systems of Equations 369

5. Use the Gaussian Elimination Algorithm to solve the following linear systems, if possible, and deter-
mine whether row interchanges are necessary:
a. x1 x2 + 3x3 = 2, b. 2x1 1.5x2 + 3x3 = 1,
3x1 3x2 + x3 = 1, x1 + 2x3 = 3,
x1 + x2 = 3. 4x1 4.5x2 + 5x3 = 1.
c. 2x1 = 3, d. x 1 + x2 + x4 = 2,
x1 + 1.5x2 = 4.5, 2x1 + x2 x3 + x4 = 1,
3x2 + 0.5x3 = 6.6, 4x1 x2 2x3 + 2x4 = 0,
2x1 2x2 + x3 + x4 = 0.8. 3x1 x2 x3 + 2x4 = 3.
6. Use the Gaussian Elimination Algorithm to solve the following linear systems, if possible, and deter-
mine whether row interchanges are necessary:
a. x2 2x3 = 4, b. x1 21 x2 + x3 = 4,
x1 x2 + x3 = 6, 2x1 x2 x3 + x4 = 5,
x1 x3 = 2. x1 + x2 + 21 x3 = 2,
x1 1
x
2 2
+ x3 + x4 = 5.

c. 2x1 x2 +x3 x4 = 6, d. x1 + x2 + x4 = 2,
x2 x3 +x4 = 5, 2x1 + x2 x3 + x4 = 1,
x4 = 5, x1 + 2x2 + 3x3 x4 = 4,
x3 x4 = 3. 3x1 x2 x3 + 2x4 = 3.
7. Use Algorithm 6.1 and Maple with Digits:= 10 to solve the following linear systems.
a. 41 x1 + 15 x2 + 16 x3 = 9, b. 3.333x1 + 15920x2 10.333x3 = 15913,
1
x
3 1
+ 41 x2 + 15 x3 = 8, 2.222x1 + 16.71x2 + 9.612x3 = 28.544,
1
x
2 1
+ x2 + 2x3 = 8. 1.5611x1 + 5.1791x2 + 1.6852x3 = 8.4254.
c. x1 + 21 x2 + 13 x3 + 41 x4 = 16 , d. 2x1 + x2 x3 + x4 3x5 = 7,
1
x
2 1
+ 1
x
3 2
+ 1
x
4 3
+ 1
x =1,
5 4 7
x1 + 2x3 x4 + x5 = 2,
1
x
3 1
+ 1
x
4 2
+ 1
x
5 3
+ 1
x =1,
6 4 8
2x2 x3 + x4 x5 = 5,
1
x
4 1
+ 15 x2 + 16 x3 + 1
x =1.
7 4 9
3x1 + x2 4x3 + 5x5 = 6,
x1 x2 x3 x4 + x5 = 3.
8. Use Algorithm 6.1 and Maple with Digits:= 10 to solve the following linear systems.
a. 21 x1 + 41 x2 18 x3 = 0, b. 2.71x1 + x2 + 1032x3 = 12,
1
x
3 1
16 x2 + 1
x
9 3
= 1, 4.12x1 x2 + 500x3 = 11.49,
1
x
7 1
+ 1
x
7 2
+ 1
10 3
x = 2. 3.33x1 + 2x2 200x3 = 41.

c. x1 + 2x2 x3 + x4 = 0, d. x1 + x2 x3 + x4 x5 = 2,
ex1 x2 + x3 + 2x4 = 1, 2x1 + 2x2 + x3 x4 + x5 = 4,

x1 + x2 3x3 + x4 = 2, 3x1 + x2 3x3 2x4 + 3x5 = 8,

x1 x2 + x3 5x4 = 3. 4x1 + x2 x3 + 4x4 5x5 = 16,
16x1 x2 + x3 x4 x5 = 32.
9. Given the linear system

2x1 6x2 = 3,
3x1 x2 = 23 .

a. Find value(s) of for which the system has no solutions.

b. Find value(s) of for which the system has an innite number of solutions.
c. Assuming a unique solution exists for a given , nd the solution.

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 7.3 The Jacobi and Gauss-Siedel Iterative Techniques 459

Theorem 7.21 If A is strictly diagonally dominant, then for any choice of x(0) , both the Jacobi and
Gauss-Seidel methods give sequences {x(k) }k=0 that converge to the unique solution of
Ax = b.

The relationship of the rapidity of convergence to the spectral radius of the iteration
matrix T can be seen from Corollary 7.20. The inequalities hold for any natural matrix
norm, so it follows from the statement after Theorem 7.15 on page 446 that

x(k) x (T )k x(0) x. (7.12)

Thus we would like to select the iterative technique with minimal (T ) < 1 for a particular
system Ax = b. No general results exist to tell which of the two techniques, Jacobi or Gauss-
Seidel, will be most successful for an arbitrary linear system. In special cases, however, the
answer is known, as is demonstrated in the following theorem. The proof of this result can
be found in [Y], pp. 120127.

Theorem 7.22 (Stein-Rosenberg)

If ai j 0, for each i = j and aii > 0, for each i = 1, 2, . . . , n, then one and only one of the
following statements holds:
(i) 0 (Tg ) < (Tj ) < 1; (ii) 1 < (Tj ) < (Tg );
(iii) (Tj ) = (Tg ) = 0; (iv) (Tj ) = (Tg ) = 1.

For the special case described in Theorem 7.22, we see from part (i) that when one
method gives convergence, then both give convergence, and the Gauss-Seidel method con-
verges faster than the Jacobi method. Part (ii) indicates that when one method diverges then
both diverge, and the divergence is more pronounced for the Gauss-Seidel method.

E X E R C I S E S E T 7.3
1. Find the rst two iterations of the Jacobi method for the following linear systems, using x(0) = 0:
a. 3x1 x2 + x3 = 1, b. 10x1 x2 = 9,
3x1 + 6x2 + 2x3 = 0, x1 + 10x2 2x3 = 7,
3x1 + 3x2 + 7x3 = 4. 2x2 + 10x3 = 6.
c. 10x1 + 5x2 = 6, d. 4x1 + x2 + x3 + x5 = 6,
5x1 + 10x2 4x3 = 25, x1 3x2 + x3 + x4 = 6,
4x2 + 8x3 x4 = 11, 2x1 + x2 + 5x3 x4 x5 = 6,
x3 + 5x4 = 11. x1 x2 x3 + 4x4 = 6,
2x2 x3 + x4 + 4x5 = 6.
2. Find the rst two iterations of the Jacobi method for the following linear systems, using x(0) = 0:
a. 4x1 + x2 x3 = 5, b. 2x1 + x2 + 21 x3 = 4,
x1 + 3x2 + x3 = 4, x1 2x2 21 x3 = 4,
2x1 + 2x2 + 5x3 = 1. x2 + 2x3 = 0.
c. 4x1 + x2 x3 + x4 = 2, d. 4x1 x2 x4 = 0,
x1 + 4x2 x3 x4 = 1, x1 + 4x2 x3 x5 = 5,
x1 x2 + 5x3 + x4 = 0, x2 + 4x3 x6 = 0,
x1 x2 + x3 + 3x4 = 1. x1 + 4x4 x5 = 6,
x2 x4 + 4x5 x6 = 2,
x3 x5 + 4x6 = 6.

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460 CHAPTER 7 Iterative Techniques in Matrix Algebra

3. Repeat Exercise 1 using the Gauss-Seidel method.

4. Repeat Exercise 2 using the Gauss-Seidel method.
5. Use the Jacobi method to solve the linear systems in Exercise 1, with TOL = 103 in the l norm.
6. Use the Jacobi method to solve the linear systems in Exercise 2, with TOL = 103 in the l norm.
7. Use the Gauss-Seidel method to solve the linear systems in Exercise 1, with TOL = 103 in the l
norm.
8. Use the Gauss-Seidel method to solve the linear systems in Exercise 2, with TOL = 103 in the l
norm.
9. The linear system
2x1 x2 + x3 = 1,
2x1 + 2x2 + 2x3 = 4,
x1 x2 + 2x3 = 5

has the solution (1, 2, 1)t .

a. Show that (Tj ) = 25 > 1.
b. Show that the Jacobi method with x(0) = 0 fails to give a good approximation after 25 iterations.
c. Show that (Tg ) = 21 .
d. Use the Gauss-Seidel method with x(0) = 0 to approximate the solution to the linear system to
within 105 in the l norm.
10. The linear system
x1 + 2x2 2x3 = 7,
x1 + x2 + x3 = 2,
2x1 + 2x2 + x3 = 5
has the solution (1, 2, 1)t .
a. Show that (Tj ) = 0.
b. Use the Jacobi method with x(0) = 0 to approximate the solution to the linear system to within
105 in the l norm.
c. Show that (Tg ) = 2.
d. Show that the Gauss-Seidel method applied as in part (b) fails to give a good approximation in
25 iterations.
11. The linear system
x1 x3 = 0.2,
1 1
x1 + x2 x3 = 1.425,
2 4
1
x1 x2 + x3 = 2.
2
has the solution (0.9, 0.8, 0.7)t .
a. Is the coefcient matrix

1 0 1

A = 21 1 41
1 21 1
strictly diagonally dominant?
b. Compute the spectral radius of the Gauss-Seidel matrix Tg .
c. Use the Gauss-Seidel iterative method to approximate the solution to the linear system with a
tolerance of 102 and a maximum of 300 iterations.
d. What happens in part (c) when the system is changed to
x1 2x3 = 0.2,
1 1
x1 + x2 x3 = 1.425,
2 4
1
x1 x2 + x3 = 2.
2

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