MATLAB Answers
Austin Brockner
Error In Jacobi Iterative Method
Asked by Austin Brockner on 8 Mar 2015
Latest activity Answered by Torsten on 9 Mar 2015
31 views (last 30 days)
I am trying to do part (a) but am having troubles with my code. My solution error is ~300% because my b
matrix (the updated u_h(x_i,y_j) matrix) is not calculating properly.
It ends on b =
0 0 0 0
0 -1.1111 -1.3333 0.1111
0 -1.3333 -1.4444 0.4444
0 0.1111 0.4444 1.0000
where the actual solution matrix is T =
0 0 0 0
0 0.0123 0.0494 0.1111
0 0.0494 0.1975 0.4444
0 0.1111 0.4444 1.0000
I am not sure where I am making my mistake and I've been trying to fix it for hours now, any help is
appreciated. Attached is my code:
function WIP( maxit,n,eps )
h = 1/(n-1); % Grid Spacing
x = (0:h:1); % Define x vector
y = (0:h:1); % Define y vector
tol = eps; % Tolerance
k = 0; % Iteration counter
a = zeros(n,n); % Define residual size
b = zeros(n,n); % Define solution size
T = zeros(n,n); % Define true solution size
f = @(X,Y) X^2*Y^2; % Function
g = @(X,Y) 2*(X^2+Y^2); % Second Derivative of Function
done = false; % Boolean for Iterative Loop
c = 0; % Define the constant c
for k = 1:n %Define Boundary Values
a(1,k) = f(x(1),y(k));
a(n,k) = f(x(n),y(k));
a(k,1) = f(x(k),y(1));
a(k,n) = f(x(k),y(n));
b(1,k) = f(x(1),y(k));
b(n,k) = f(x(n),y(k));
b(k,1) = f(x(k),y(1));
b(k,n) = f(x(k),y(n));
end
for i = 1:n %True Solution
for j = 1:n
T(i,j) = f(x(i),y(j));
end
end
for i = 1:n %INITIAL VALUE OF APPROXIMATION
for j = 1:n
b(i,j) = (1-x(i))*a(1,j) + x(i)*a(n,j) + (1-y(j))*a(i,1) + ...
y(j)*a(i,n) - (1-y(j))*(1-x(i))*a(1,1) - (1-y(j))*x(i)*a(n,1) ...
- y(j)*(1-x(i))*a(1,n) - x(i)*y(j)*a(n,n);
end
end
while ~done %While Loop To Solve Poisson 2D Unit Square
denom = norm((b-a),inf); %Difference in solution before Jacobi
k = k+1; %Increase Iteration Counter
a = b; %Update a matrix every iteration
for j=2:n-1 %Jacobi Method
for i=2:n-1
b(i,j) = (a(i+1,j) + a(i,j+1) + a(i-1,j) + a(i,j-1) - (h^2)*g(i,j))/4;
end
end
numer = norm((b-a),inf); %Difference in solution after Jacobi
if c < (numer/denom) && (numer/denom) < 1 %Constant C calculation
c = numer/denom;
end
if numer < tol %End While Loop If tolerance is reached
done = true;
end;
if k > maxit %End While Loop If Max Iteration is reached
done = true;
end
end
%Print Important Variables
fprintf('\n\nGAUSS-JACOBI METHOD\n\n');
fprintf('N = %d\n\n',n);
fprintf('Number of Iterations = %d\n\n',k);
fprintf('maximum c = %.16f\n\n',c);
est_error = (c/(1-c))*norm((b-a),inf);
true_error = norm((T-b),inf);
fprintf('Estimated Error = %.16f',est_error);
fprintf('\n\nTrue Error = %
%% Jacobi's Iterative Method
function Jacobi_Method()
%This function uses Jacobi's iterative method to solve the variable in a
%system of equations
%% -----INPUT-----
%Input A-matrix (square)
A = [ ];
%Input corresponding b-matrix (column)
b = [];
%Specify number of iterations to run
itr = 15;
%Unless otherwise specified, the intitial guess x_0 will be all zeros
x0 = zeros(1,length(A));
%% -----SOLUTION-----
n = length(A);
%To keep track of the results, we define a matrix (x) as
x = [x0;zeros(itr,n)];
%The iterative method below will run for the specified number of iteration
%above, calculate, and tabulate the values of x^k.
for k = 1:itr
for i = 1:n
%We define a variable "sigma" that will be used to sum the values
%that are known (not on the main diagonal of the matrix) for each
%row of the A-matrix (performing the calculations for each
%equation)
sigma = 0;
for j = 1:n
%Because the coefficient along the main diagonal is paired with
%the x_i we are solving for, it is omitted from the sum
if i~=j
sigma = sigma + A(i,j)*x(k,j);
end
end
%Lastly, the x_i is calculated from the equation and recorded under
%its respective iteration
x(k+1,i) = (b(i)-sigma)/A(i,i);
end
end
%% -----OUTPUT-----
%Output created for 3x3 A-matrix
%For output purposes, 'k' will be defined to show the iteration number
k = [0:itr]';
fprintf('\nSolution of the system is : \nx_1 =%9.5f \nx_2 =%9.5f \nx_3 =%9.5f \n', x(end,:))
table(k,x(:,1),x(:,2),x(:,3),...
'VariableNames',{'k','x_1','x_2','x_3'})
figure(1); hold on
plot(k,x(:,1),k,x(:,2),k,x(:,3))
legend('x_1','x_2','x_3')
title('"x" Value Trends Over Iterations "k"')
xlabel('k')
ylabel('x')
hold of
