This preview shows page 1. Sign up to view the full content.
Unformatted text preview: ij b
x(j ) + a i
j =1 j 6=i aii i = 1 2 : : : N: (9.2.11) Example 9.2.2. The Jacobi method for the Poisson equation (8.1.2a) is
Ujk +1) = ()
x (Uj ;1 k + Uj +1 k ) + y (Uj k;1 + Uj k+1) + xy fjk j = 1 2 ::: J ; 1 k = 1 2 : : : K ; 1: (9.2.12) Updates to the solution at (j k) are computed as a weighted average of solutions at
its four neighboring points. Contrary to solutions obtained by direct methods, parallel
computational techniques are easily used with Jacobi's method since the solution state
at iteration + 1 is explicit.
It's easy to show that Jacobi iteration converges when A satis es some rather restrictive properties. De nition 9.2.2. A matrix A is strictly diagonally dominant if
j =1 j 6=i jaij j < jaiij i = 1 2 : : : N: (9.2.13) 9.2. Basic Iterative Solution Methods 13 Theorem 9.2.3. The Jacobi iteration converges in the maximum norm when A is strictly
diagonally dominant. Proof. If A is strictly diagonally dominant, we may use (9.2.8) and (9.2.10) to obtain kMJ k1 = 1max
X jaij j j =1 j 6=i jaii j < 1: Convergence of Jacobi's method is too slow for practical serial computation, although
it may be used for parallel computation. Gauss-Seidel iteration uses the latest solution
information as soon as it becomes available. Thus, when computing x(i +1) according to
(9.2.11), we could use the latest iterates x(j +1) , j = 1 2 : : : i ; 1, on the right to obtain x(i +1) i;1
X aij N
( +1) X aij ( )
xj ; a xj + a i
j =i ii
j =1 aii i = 1 2 : : : N: (9.2.14) In the matrix form of (9.2.9), this is equivalent to
(D ; L)x( +1) = Ux( ) + b (9.2.15a) which has the form of (9.2.2) with MGS = (D ; L);1 U ^
bGS = (D ; L);1b: (9.2.15b) Example 9.2.3. The Gauss-Seidel iteration for the Poisson equation (8.1.2a) is
Ujk +1) = ( +1)
x (Uj ;1 k + Uj +1 k ) + y (Uj k;1 + Uj k+1) + xy fjk j = 1 2 ::: J ; 1 k = 1 2 : : : K ; 1: (9.2.16) The solution process depends on the order in which the equations are written. As described above and as shown in Figure 9.2.1, row ordering has been assumed....
View Full Document
This document was uploaded on 03/16/2014 for the course CSCI 6840 at Rensselaer Polytechnic Institute.
- Spring '14