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Here we have included details about relaxation method and some examples . Contribution - Parinda Rajapakha, Hashan Wanniarachchi, Sameera Horawalawithana, Thilina Gamalath, Samudra Herath and Pavithri Fernando.
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Relaxation Method
Introduction
• Relaxation method is an iterative approach
solution to systems of linear equations.
• Basic idea behind this method is to improve
the solution vector successively by reducing the largest residual at a particular iteration.
What is a residual?
• Suppose x(i) € R is an approximation to the solution of the linear system defined by
Ax=b
• Residual vector for x(i) with respect to this system is
R(i) =b-A x(i) in ith iteration
• The error: E(I )= x-x(i)
• R(i) = b –Ax(i) = Ax –Ax(i) = A(x –x(i)) = AE(i):
• Residual equation:– AE(i)=R(i)
Let x(p) =( x1(p),x2
(p) … xn(p))T
be the solution vector obtained after pth
iteration. If Ri (p) denotes residual,
ai1x1 + ai2x2 + … + ainxn = bi
Define by,
Ri (p) = bi- (ai1x1 + ai2x2 + … + ainxn)
Applying relaxation method
• Transfer all the terms to the right hand side of the equation
• Reorder the equations in a way such that largest co-efficient in the equations appear on the diagonal
• Select the largest residual and give an increment
dx=-r(i)/aii
• Change x(i) to x(i) +dx(i) to relax R(i) that is to reduce R(i) to zero
Example :
6x1-3x2+x3 = 11
2x1+x2-8x3 =-15
x1-7x2+x3 = 10
0= 11- 6x1 - 3x2 - x3 R1
0= 10- x1 + 7x2 - x3 R2
0= -15- 2x1 - x2 + 8x3 R3
• Start with initial guesses x1=x2=x3=0
• R1=11,
• R2=10,
• R3=-15
• Largest residual is R3
• So that dx3 = - R3 /a33
• dx3= -15/-8 = 1.875
New guesses: x1=0 x2=0 and x3=1.875
Continue the process until r 0
Final result would be like this
Iterationno
R1 R2 R3MaxRi dx(i) x1 x2 x3
0 11 10 -15 1.875 0 0 0
1 -9.125 8.125 0 9.125 1.5288 0 0 1.875
2 0.0478 6.5962
-3.0576
6.5962 -0.9423
1.5288 0 1.875
3 -2.8747
0.0001
-2.1153
-2.8747
-0.4791
1.5288 -0.9423
1.875
4 -0.0031
0.4792
-1.1571
-1.1571
0.1446 1.0497 -0.9423
1.875
5 0.1447 0.3346
0.0003 0.3346 -0.0478
1.0497 -0.9423
2.0196
6 0.2881 0.0000
0.0475 0.2881 0.0480 1.0497 -0.9901
2.0196
7 -0.0001
0.048 0.1435 0.1435 -0.0179
1.0017 -0.9901
2.0196
8 0.0178 0.0659
0.0003 - - 1.0017 -0.9901
2.0017
• At ith iteration we can see that R1,R2 and R3 are small enough,
• So xi values in this iteration x1 = 1.007,
x2 = -0.9901,
x3 = 2.0017
• Which are very close to the Exact solutionsx1 = 1.0
x2 = -1.0
x3 = 2.0
Convergence
• Converges slowly for large systems of equations (large n)
Special cases
• Simple to implement
• Not useful as a stand alone solution method
• Key ingredients to multi grid methods– Jacobi– Gauss seidel– red
Comparison with Other Methods
Methods available to find solutions
Direct
Elimination Gaussian elimination Gauss-Jordan
elimination
Decomposition Court's reduction
(Cholesky's reduction)
Iterative
Jacobi's method Gauss-Seidel method Relaxation method
Advantages and Disadvantages
Relaxation method is the core part of linear algebra.
This method provide preconditions for new methods.
Easily adoptable to computers.
Can solve more than 100s of linear equations
simultaneously.
Slower progress than the competing methods
Solve: 6x - 3y + z = 11
2x + y - 8z = -15 x - 7y + z = 10
Gaussian Elimination
Gauss- Jordan
Elimination
Courts Reduction
Relaxation method
X 1
1
1
1.0017
Y -1
-1
-1
-0 9901
Z 2
2
2
2.0017
Relaxation method is the best method for :
Relaxation method is highly used for image processing .
This method has been developed for analysis of hydraulic structures .
Solving linear equations relating to the radiosity problem.
Relaxation methods are iterative methods for solving systems of equations, including nonlinear systems.
Relaxation method used with other numerical methods in mono-tropic programs.
Completed Researches
Why relaxation methods?
• Direct methods are robust.
• Direct methods are less computational costly.
But
• They require high memory access.
• Slow in convergence.
Evolution of relaxation methods
• Gauss Siedel Iteration
Gauss’s letter to Gerling
Era of electronic computing
• Work of David Young Notions - “Consistent Ordering” and “Property A” Convergence of the methods
• Ostrowski (1937) Relevant properties for M-Matrices
• Theorem of Stein – Rosenburg (1948) Asymptotic rates
• Concept of Irreducibility Grid oriented matrices
• Concept of Cyclic Matrices
Convergence theory of SOR methods
• Varga’s Contribution
Generalization of Young’s results
Matrix Iterative Analysis (1962)
Notions – Regular Splittings
Theories -Stieltjes and M-Matrices
Semi Iterative Methods
Richard Varga
• 1960s and 1970s
Chaotic Relaxations
Chazan , Miranker , Miellou , Robert
• Multigrid Methods
Krylov subspace method
Use of Eugene values
ReferencesRao, K.S., Year. Numerical Methods for Scientists and
Engineers. 2nd ed. Delhi: Prentice-Hall of India.
Yousef Sadd and , Henk A. van der Vorst, Iterative Solution of Linear Systems in the 20th Century [pdf]. Available at: <www-users.cs.umn.edu/~saad/PDF/umsi-99-152.pdf> Accessed [12th July 2012]
Relaxation Methods for Iterative Solution to Linear Systems of Equations Gerald Recktenwald Portland State UniversityMechanical Engineering Department
Scientic Computing II Relaxation MethodsMichael BaderSummer term 2012
Working scenario
Demonstration