JACOBI METHOD

The Jacobi method is a method of solving a matrix equation on a matrix that has no zeros along its main diagonal.

In numerical linear algebra, the Jacobi method is an iterative algorithm for determining the solutions of a strictly diagonally dominant system of linear equations. Each diagonal element is solved for, and an approximate value is plugged in. The process is then iterated until it converges. This algorithm is a stripped-down version of the Jacobi transformation method of matrix diagonalization. The method is named after Carl Gustav Jacob Jacobi.

Reference:

Applied Numerical Methods Using MATLAB®

Author(s): Won Young Yang, Wenwu Cao, Tae‐Sang Chung, John Morris

First published:14 January 2005

Print ISBN:9780471698333 |Online ISBN:9780471705192 |DOI:10.1002/0471705195

Copyright © 2005 John Wiley & Sons, Inc.