3. Consider the linear system: a. Write out the equations for the Jacobi iterative method for solving this system (don't actually do any iterations). XAeI = (3 -y)/ (14 e) Jour =(4-6)/(He) b. Write out the equations for the Gaus-Seidel iterative method for solving this system. Xary - (3 ya)/(He) e. True or False: Ife > 0, the Jacobi iterative method (3a) will converge for any starting vector (To, p0). Give a reason for your answer. tre, A in diegural demint d. Find the condition number of the above matrix (using the L norm). If you were to solve the above linear system using Gaus sian elimination with partial pivoting, would you expect serious roundoff errors, if e is very small? Hìnt: The inverse of At= I Ze+c* lAl = ?+¢ %3D - Ite cond (A) you, Jeriar rombf

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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Answer is given BUT need full detailed steps and process since I don't understand the concept.

 

### Consider the Linear System

Given the system:

\[
\begin{bmatrix}
1 + \varepsilon & 1 \\
1 & 1 + \varepsilon \\
\end{bmatrix}
\begin{bmatrix}
x \\
y \\
\end{bmatrix}
=
\begin{bmatrix}
3 \\
4 \\
\end{bmatrix}
\]

#### a. Jacobi Iterative Method

Write out the equations for the Jacobi iterative method:

\[ x_{n+1} = \frac{(3 - y_n)}{(1 + \varepsilon)} \]
\[ y_{n+1} = \frac{(4 - x_n)}{(1 + \varepsilon)} \]

*(Don’t actually do any iterations.)*

#### b. Gauss-Seidel Iterative Method

Write out the equations for the Gauss-Seidel iterative method:

\[ x_{n+1} = \frac{(3 - y_n)}{(1 + \varepsilon)} \]
\[ y_{n+1} = \frac{(4 - x_{n+1})}{(1 + \varepsilon)} \]

#### c. Convergence Discussion

**True or False:** If \(\varepsilon > 0\), the Jacobi iterative method (3a) will converge for any starting vector \((x_0, y_0)\). 

- **Answer:** True, as the matrix is diagonally dominant.

#### d. Condition Number and Roundoff Errors

Find the condition number of the above matrix (using the \(L_{\infty}\) norm).

Matrix \(A\):
\[ A = \begin{bmatrix} a & b \\ c & d \end{bmatrix} \]

- \(\| A \| = 2 + \varepsilon\)

Inverse of A:
\[ A^{-1} = \frac{1}{ad - bc} \begin{bmatrix} d & -b \\ -c & a \end{bmatrix} \]

Calculate:
\[ A^{-1} = \frac{1}{2\varepsilon + \varepsilon^2} \begin{bmatrix} 1 + \varepsilon & -1 \\ -1 & 1 + \varepsilon \end{bmatrix} \]

Condition number:
\[ \| A^{-1} \| = \frac{
Transcribed Image Text:### Consider the Linear System Given the system: \[ \begin{bmatrix} 1 + \varepsilon & 1 \\ 1 & 1 + \varepsilon \\ \end{bmatrix} \begin{bmatrix} x \\ y \\ \end{bmatrix} = \begin{bmatrix} 3 \\ 4 \\ \end{bmatrix} \] #### a. Jacobi Iterative Method Write out the equations for the Jacobi iterative method: \[ x_{n+1} = \frac{(3 - y_n)}{(1 + \varepsilon)} \] \[ y_{n+1} = \frac{(4 - x_n)}{(1 + \varepsilon)} \] *(Don’t actually do any iterations.)* #### b. Gauss-Seidel Iterative Method Write out the equations for the Gauss-Seidel iterative method: \[ x_{n+1} = \frac{(3 - y_n)}{(1 + \varepsilon)} \] \[ y_{n+1} = \frac{(4 - x_{n+1})}{(1 + \varepsilon)} \] #### c. Convergence Discussion **True or False:** If \(\varepsilon > 0\), the Jacobi iterative method (3a) will converge for any starting vector \((x_0, y_0)\). - **Answer:** True, as the matrix is diagonally dominant. #### d. Condition Number and Roundoff Errors Find the condition number of the above matrix (using the \(L_{\infty}\) norm). Matrix \(A\): \[ A = \begin{bmatrix} a & b \\ c & d \end{bmatrix} \] - \(\| A \| = 2 + \varepsilon\) Inverse of A: \[ A^{-1} = \frac{1}{ad - bc} \begin{bmatrix} d & -b \\ -c & a \end{bmatrix} \] Calculate: \[ A^{-1} = \frac{1}{2\varepsilon + \varepsilon^2} \begin{bmatrix} 1 + \varepsilon & -1 \\ -1 & 1 + \varepsilon \end{bmatrix} \] Condition number: \[ \| A^{-1} \| = \frac{
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