Comparative analysis of Jacobi and Gauss-Seidel iterative methods

Pavel Khrapov, Nikita Volkov

Abstract


The paper presents a comparative analysis of iterative numerical methods of Jacobi and Gauss-Seidel for solving systems of linear algebraic equations (SLAEs) with complex and real matrices. The ranges of convergence for both methods for SLAEs in two and three unknowns, as well as the interrelationships of these ranges are obtained. An algorithm for determining the convergence of methods for SLAEs using the complex analog of the Hurwitz criterion is constructed, the realization of this algorithm in Python in the case of SLAEs in three unknowns is given. A statistical comparison of the con- vergence of both methods for SLAEs with a real matrices and the number of unknowns from two to five is carried out.

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References


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