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Assignment NO. 6

This document provides an algorithm for the Jacobi method to solve systems of linear equations. It also discusses: 1) Implementing the Jacobi method in Excel, MathCAD, MATLAB or Fortran to solve an example problem. 2) Solving an additional problem using one of the programming languages. 3) The convergence criteria, which includes repeating iterations until the maximum threshold is below a desired value and checking that the change in eigenvalues is less than a desired value.

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53 views2 pages

Assignment NO. 6

This document provides an algorithm for the Jacobi method to solve systems of linear equations. It also discusses: 1) Implementing the Jacobi method in Excel, MathCAD, MATLAB or Fortran to solve an example problem. 2) Solving an additional problem using one of the programming languages. 3) The convergence criteria, which includes repeating iterations until the maximum threshold is below a desired value and checking that the change in eigenvalues is less than a desired value.

Uploaded by

asmasm123
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Numerical Analysis DR.

Ahmed Amir Bayoumy Prepared By: Ahmed Shaban Mahmoud

Assignment NO.6

6-JAN-2011

a. b. c. d. e. f.

Write algorithm for Jacobi Algorithm Solve the above problem using Excel, MathCAD, Mat lab, Fortran, etc Solve the additional problem Discuss Convergence Criteria What is your chosen sequence of Elimination and why?

Solution
a. Jacobi Algorithm: Read matrix [ A ] For each off diagonal

aij

threshold = if threshold > 10- ( where is the desired convergence ) Calculate = tan-1 ( 2 aij / ( aii ajj ) ) Calculate cos & sin where cos has sign of aij & sin +ve Calculate Matrix [ N ] Store Matrix [ N ] Calculate matrix [ A ] = [ N ]T [ A ] [ N ] End End Calculate { Q } = [ N1 ] [ N2 ] [ N3 ] [ Nm ] { Q } where { Q }=[ I ] Write Eigen vector = { Q } & Eigen value = diagonal of [ A ]
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Numerical Analysis DR. Ahmed Amir Bayoumy Prepared By: Ahmed Shaban Mahmoud

Assignment NO.6

6-JAN-2011

b. Solve the example: In the attached excel sheet c. Solve the additional problem: In the attached excel sheet d. Discuss convergence criteria: -We may repeat until get the maximum threshold under desired value

Threshold = -Also we may put a convergence criteria for the Eigen values

< Desired value

Where is Eigen values (diagonal members of matrix [ A ] )

e. Chosen sequence of elimination :

Diagonal with maximum threshold =

Because matrix is small and searching for the maximum is costless.

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