On Algebraic Structure of Improved Gauss-Seidel Iteration
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Date
2014
Journal Title
Journal ISSN
Volume Title
Publisher
World Academy of Science, Engineering and Technology
Abstract
Analysis of real life problems often results in linear systems of equations for which solutions are sought. The method to employ depends, to some extent, on the properties of the coefficient matrix. It is not always feasible to solve linear systems of equations by direct methods, as such the need to use an iterative method
becomes imperative. Before an iterative method can be employed
to solve a linear system of equations there must be a guaranty that
the process of solution will converge. This guaranty, which must
be determined apriori, involve the use of some criterion expressible
in terms of the entries of the coefficient matrix. It is, therefore,
logical that the convergence criterion should depend implicitly on the
algebraic structure of such a method. However, in deference to this
view is the practice of conducting convergence analysis for Gauss-
Seidel iteration on a criterion formulated based on the algebraic
structure of Jacobi iteration. To remedy this anomaly, the Gauss-
Seidel iteration was studied for its algebraic structure and contrary
to the usual assumption, it was discovered that some property of the
iteration matrix of Gauss-Seidel method is only diagonally dominant
in its first row while the other rows do not satisfy diagonal dominance.
With the aid of this structure we herein fashion out an improved
version of Gauss-Seidel iteration with the prospect of enhancing
convergence and robustness of the method. A numerical section is
included to demonstrate the validity of the theoretical results obtained
for the improved Gauss-Seidel method.
Description
International Journal of Mathematical, Computational, Physical and
Quantum Engineering 8(10), 1161 - 1166. http://www.waset.org/publication/9999476
Keywords
Linear system of equations, Gauss-Seidel iteration, Algebraic structure, Convergence