next up previous contents
Next: 2 Gauss-Seidel iteration Up: 1 Introduction Previous: 1 Introduction   Contents

1 Jacobi iteration

Let $ {\rm\bf B}={\rm\bf D}$ and

$\displaystyle {\rm\bf x}^{(k+1)}={\rm\bf J}{\rm\bf x}^{(k)}+{\rm\bf D}^{-1}{\rm\bf f},$ (134)

where

$\displaystyle {\rm\bf J}={\rm\bf L}+{\rm\bf U}\ \ {\rm Jacobi\ Iteration\ Matrix}$ (135)


Last changed 2000-11-21