Jacobi Vs gauss-seidel

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In summary, the rate of convergence for the Gauss-Seidel method is approximately twice that of the Jacobi iterative method. However, this statement is not necessarily true in all cases as the convergence rate of Gauss-Seidel is dependent on the ordering of the matrix. Finding a counter-example may be a more feasible approach to proving this statement.
  • #1
abrowaqas
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How we prove that rate of convergence of gauss-Seidel method is approximately twice that of Jacobi iterative method without doing an example itself ?

What's the general proof of this statement ? I didn't fin in any book ?
Can anyone please help me ?
 
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  • #2
Your statement about the convergence speeds is not true in general, though it seems to be widely believed (or at least, it's easy to find assertions that it is true, but without any proof, on the web!).

For example see the first few lines of http://www.mit.edu/~jnt/Papers/J025-89-Jacobi_GS.pdf

The convergence rate of Gauss-Siedel is dependent on the ordering of the matrix, and in some cases it may converge for some orderings but not for others. So proving any general result that GS has better convergence than Jacobi is not going to be easy, even if it is true.

Finding an counter-example might be an easier task.
 
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  • #3
Thanks Alphazero . I was also thinking of that .but in many books I have found thy statement . That's why i raise this question.
 

What is the difference between Jacobi and Gauss-Seidel iteration methods?

The main difference between Jacobi and Gauss-Seidel iteration methods is the way in which they update the solution at each iteration. In Jacobi, all variables are updated simultaneously using the values from the previous iteration, while in Gauss-Seidel, the updated values are used immediately as they become available.

Which method is more efficient, Jacobi or Gauss-Seidel?

In general, Gauss-Seidel is more efficient than Jacobi because it converges faster, meaning it requires fewer iterations to reach a desired accuracy. However, this may not always be the case and it depends on the specific problem being solved.

Is it possible for both Jacobi and Gauss-Seidel to fail to converge?

Yes, in some cases, both Jacobi and Gauss-Seidel methods may fail to converge. This can happen if the system of equations is ill-conditioned or if the convergence criteria are not met. In these cases, other methods may need to be used.

Which method is better for solving large systems of equations, Jacobi or Gauss-Seidel?

Gauss-Seidel is often preferred for solving large systems of equations because it is more efficient and can be easily parallelized. Jacobi can also be used for large systems, but it may take longer to converge due to its simultaneous update approach.

Can Jacobi and Gauss-Seidel be used for solving linear as well as non-linear systems of equations?

Both Jacobi and Gauss-Seidel can be used for solving linear systems of equations. However, when dealing with non-linear systems, the efficiency and convergence behavior of these methods may vary and other methods may be more suitable.

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