The Gauss-Seidel method is an iterative technique used to solve a system of linear equations, particularly useful for large, sparse systems. It works by decomposing the matrix associated with the system into its lower and upper triangular parts. In each iteration, the method updates the solution vector using the most recent values available, defined by the formula:
where are the elements of the coefficient matrix, are the elements of the constant vector, and indicates the iteration step. This method typically converges faster than the Jacobi method due to its use of updated values within the same iteration. However, convergence is not guaranteed for all types of matrices; it is often effective for diagonally dominant matrices or symmetric positive definite matrices.
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