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MAT 4725 Numerical Analysis Section 7.3 Iterative Techniques

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Presentation on theme: "MAT 4725 Numerical Analysis Section 7.3 Iterative Techniques"— Presentation transcript:

1 MAT 4725 Numerical Analysis Section 7.3 Iterative Techniques http://myhome.spu.edu/lauw

2 Maple Testing computer numbers 01v, 02v, 06v, 07vx, 11x, 12v, 16v and 17v.

3 Homework Induction – P(1) Basic algebraic proofs See me ….

4 Preview Focus on theoretical issues Jacobi Iterative Method

5 The need of iterative methods

6 Finding inverse… o Extremely expensive (time and storage) o More or less o Difficult/Impossible to implement in real time

7 Chapter 7 Iterative Techniques in Matrix Algebra Section 2.2 Fixed-Point Iteration

8 Chapter 7 Iterative Techniques in Matrix Algebra Section 7.3 Iterative Techniques

9 Section 2.2 Example 1 Show that if p is a fixed point of then p is a solution of

10 Idea

11 Example 1

12

13 Jacobi Iterative Method

14 Jacobi Iterative Method: Matrix Form

15 Convergence

16 Lemma c.f.

17 Theorem

18 HW

19 Corollary HW

20 Section 2.2 Corollary 2.4

21 Homework Download HW Read 8.2


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