Gauss-Seidel Method

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gauss-seidel iterative linear-systems

Core Idea

The Gauss-Seidel method improves Jacobi by using updated values immediately: x_i^{(k+1)} = (b_i - Σ_{j<i} A_{ij}x_j^{(k+1)} - Σ_{j>i} A_{ij}x_j^{(k)})/A_{ii}. By exploiting the latest available values, Gauss-Seidel typically converges roughly twice as fast as Jacobi. The trade-off is that updates must be sequential, making parallelization difficult.

Explainer

You've already studied the Jacobi method, which solves a linear system Ax = b iteratively by isolating each variable and updating using all values from the *previous* iteration. The key insight of Jacobi is that if the matrix A is diagonally dominant, this process converges: each sweep brings the current estimate closer to the true solution. The Gauss-Seidel method asks a simple question: once you've computed the updated x_1 in this sweep, why wait to use it when computing x_2?

In Jacobi, all updates for iteration k+1 are computed using only iteration-k values — a batch update. In Gauss-Seidel, you update x_1 first and immediately use the fresh x_1 when computing x_2, then use both updated x_1 and x_2 for x_3, and so on through all n variables. The update formula x_i^{(k+1)} = (b_i − Σ_{j<i} A_{ij}x_j^{(k+1)} − Σ_{j>i} A_{ij}x_j^{(k)}) / A_{ii} makes this explicit: the first sum uses already-updated values (j < i), the second uses old values (j > i). Each component update incorporates the best available information.

Intuitively, Jacobi is like a committee where everyone polls the previous meeting's results before submitting new opinions; Gauss-Seidel is like an assembly line where each person's update immediately informs the next person's decision. The more current information flows through each sweep, and the result is roughly twice as many iterations eliminated per unit of computation. For the same convergence criterion, Gauss-Seidel typically requires about half as many sweeps as Jacobi.

The convergence conditions are similar: diagonal dominance guarantees convergence for both methods, and for symmetric positive definite matrices Gauss-Seidel always converges. The cost is sequential dependency: because each x_i update depends on freshly updated x_j for j < i, all n updates must run in order within each sweep. Jacobi's "stale" values, counterintuitively, are an advantage when parallel hardware is available — each Jacobi update can be computed independently, while Gauss-Seidel must wait. This trade-off between convergence speed and parallelizability motivates further methods like successive over-relaxation (SOR), which extrapolates each Gauss-Seidel update by a factor ω to accelerate convergence even further.

Practice Questions 5 questions

Prerequisite Chain

Counting to 10Counting to 20Understanding ZeroThe Number ZeroCounting to FiveOne-to-One CorrespondenceCombining Small Groups Within 5Addition Within 10Addition Within 20Two-Digit Addition Without RegroupingTwo-Digit Addition with RegroupingAddition Within 100Repeated Addition as MultiplicationMultiplication Facts Within 100Division as Equal SharingDivision as Grouping (Measurement Division)Division: Grouping (Repeated Subtraction) ModelDivision: Fair Sharing ModelDivision as Equal SharingDivision as GroupingBasic Division FactsDivision Facts Within 100Two-Digit by One-Digit DivisionDivision with RemaindersRemainders and Quotients in DivisionDivision Word ProblemsIntroduction to Long DivisionFactors and MultiplesPrime and Composite NumbersEquivalent FractionsRelating Fractions and DecimalsDecimal Place ValueIntegers and the Number LineOpposites and Additive InversesAbsolute ValueAdding IntegersSubtracting IntegersMultiplying IntegersDividing IntegersUnit RatesProportionsPercent ConceptConverting Between Fractions, Decimals, and PercentsOperations with Rational NumbersTwo-Step EquationsSolving Multi-Step EquationsEquations with Variables on Both SidesLiteral EquationsSlope-Intercept FormPoint-Slope FormWriting Linear EquationsParallel and Perpendicular Line SlopesGraphing Linear EquationsSystems of Equations — Graphing MethodSystems of Equations — Elimination MethodSystems of Three VariablesMatrices IntroductionMatrix OperationsJacobi Iterative MethodGauss-Seidel Method

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