Recurrence Relation for Iterative Solution of Ax=b

Click For Summary
SUMMARY

The discussion focuses on the iterative solution of the equation Ax = b using recurrence relations. The key equations established are {_{n+1}}x = _nx + M_1^{-1}(b-A{_nx}) and {_{n+2}}x = {_{n+1}}x + M_2^{-1}(b-A{_{n+1}x}). The solution derived shows that {_{n+2}}x can be expressed as {_nx} plus a combination of terms involving M_1 and M_2, leading to the final form: {_{n+2}}x = {_nx} + M_1^{-1}(M_1+M_2-A)M_2^{-1}(b-A_nx). This demonstrates a structured approach to solving the iterative method for linear systems.

PREREQUISITES
  • Understanding of linear algebra concepts, specifically matrix operations.
  • Familiarity with iterative methods for solving linear equations.
  • Knowledge of matrix inversion, particularly M^{-1} notation.
  • Experience with recurrence relations in mathematical contexts.
NEXT STEPS
  • Study the properties of matrix inversion and its applications in iterative methods.
  • Learn about convergence criteria for iterative solutions of linear systems.
  • Explore the Jacobi and Gauss-Seidel methods for solving Ax = b.
  • Investigate the role of preconditioners in improving the efficiency of iterative methods.
USEFUL FOR

Mathematicians, computer scientists, and engineers involved in numerical analysis, particularly those working on solving linear systems using iterative methods.

Kidnapster
Messages
2
Reaction score
0
[itex]_nx[/itex] represents the nth iteration.

Homework Statement



Show that [itex]{_{n+2}}x = _nx + M^{-1}(b-A{_nx})[/itex]

Homework Equations



[itex]{_{n+1}}x = _nx + M_1^{-1}(b-A{_nx})[/itex]
[itex]{_{n+2}}x = {_{n+1}}x + M_2^{-1}(b-A{_{n+1}x})[/itex]
[itex]M = M_1(M_1+M_2-A)^{-1}M_2[/itex]

The Attempt at a Solution



I tried was adding the two equations, which gives [itex]_{n+2}x = M_2^{-1}(b-A{_{n+1}x}) + _nx + M_1^{-1}(b-A{_nx})[/itex]. But [itex]M_2^{-1}(b-A{_{n+1}}x)[/itex] devolves into a huge mess once I expand it. Subtraction is less helpful, as you are left without any [itex]_nx[/itex]. Directly substituting for [itex]_{n+1}x[/itex] in the second equation is even less helpful, as you are left with a huge mess of terms that can't really be factored. What am I missing?
 
Physics news on Phys.org
Never mind, figured it out. Here's my solution:

[tex] \begin{align*}<br /> {_{n+1}x} &= {_nx} + M_1^{-1}(b-A_nx)\\<br /> {_{n+2}x} &= {_{n+1}x} + M_1^{-1}(b-A_{n+1}x) \\<br /> {_{n+2}x} &= {_nx} + M_1^{-1}(b-A_nx) + M_2^{-1}(b-A[{_nx} + M_1^{-1}(b-A_nx)])\\<br /> {_{n+2}x} &= {_nx} + M_1^{-1}b - M_1^{-1}A_nx + M_2^{-1}b-M_2^{-1}A_nx - M_2^{-1}AM_1^{-1}b + M_2^{-1}AM_1^{-1}A_nx \\<br /> {_{n+2}x} &= {_nx} + M_1^{-1}(b-A_nx) + M_2^{-1}(b-A_nx) - M_2^{-1}AM_1^{-1}(b-A_nx) \\<br /> {_{n+2}x} &= {_nx} + M_1^{-1}(M_1+M_2-A)M_2^{-1}(b-A_nx)<br /> \end{align*}<br /> [/tex]
 

Similar threads

Replies
46
Views
3K
  • · Replies 4 ·
Replies
4
Views
2K
Replies
8
Views
3K
  • · Replies 11 ·
Replies
11
Views
2K
  • · Replies 30 ·
2
Replies
30
Views
2K
Replies
3
Views
2K
  • · Replies 22 ·
Replies
22
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 8 ·
Replies
8
Views
2K