Example 3.  Use Gauss-Seidel iteration to solve the linear system  .  
Try 10, 20 iterations.  Compare the speed of convergence with Jacobi iteration.

Solution 3.

Enter the matrix A, vector B and starting vector P.

Use 10 iterations.

Use 20 iterations.

Which method converges faster ?  Were all the iterations necessary ?  Why ?

(c) John H. Mathews 2004