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Consider the 2×2 matrix

912_0c92630d-50a4-4dd9-82a2-cc1b035c5cb8.png

and suppose we are required to solve Ax = b.

(a) Write down explicitly the iteration matrices corresponding to the Jacobi, Gauss-Seidel, and SOR schemes.

(b) Find the spectral radius of the Jacobi and Gauss-Seidel iteration matrices and the asymptotic rates of convergence for these two schemes.

(c) Plot a graph of the spectral radius of the SOR iteration matrix vs. the relaxation parameter ω for 0 ≤ ω ≤ 2.

(d) Find the optimal SOR parameter, ω∗. What is the spectral radius of the corresponding iteration matrix? Approximately how much faster would SOR with ω∗ converge compared to Jacobi?

Computer Engineering, Engineering

  • Category:- Computer Engineering
  • Reference No.:- M92008409

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