Jacobi method
From CFD-Wiki
Introduction
We seek the solution to set of linear equations:
In matrix terms, the definition of the Jacobi method can be expressed as :
where , , and represent the diagonal, lower triangular, and upper triangular parts of the coefficient matrix and is the iteration count. This matrix expression is mainly of academic interest, and is not used to program the method. Rather, an element-based approach is used:
Note that the computation of requires each element in except itself. Then, unlike in the Gauss-Seidel method, we can't overwrite with , as that value will be needed by the rest of the computation. This is the most meaningful difference between the Jacobi and Gauss-Seidel methods. The minimum ammount of storage is two vectors of size , and explicit copying will need to take place.
Algorithm
Chose an initial guess to the solution
- for k := 1 step 1 untill convergence do
- for i := 1 step until n do
-
- for j := 1 step until n do
- if j != i then
- end if
- if j != i then
- end (j-loop)
-
- end (i-loop)
- check if convergence is reached
- for i := 1 step until n do
- end (k-loop)