Gauss Jacobi and Gauss Seidel
Consider the linear system of equations
E1: 10*x1 - x2 + 2*x3 = 6
E2: -x1 + 11*x2 -x3 +3*x4 = 25
E3: 2*x1 - x2 + 10*x3 -x4 = -11
E4: 3*x2 - x3 + 8*x4 + 15
Let's solve this problem using the Gauss Jacobi Algorithm.
A simple script that solves this problem
can be downloaded here .
Here are the Results for the x(i), and a tolerance of 0.001:
The actual numbers are in the book, table 7.1
The same problem with the Gauss Seidel Algorithm:
Again, the actual numbers are in the book, table 7.2