Jacobi method

E157386

The Jacobi method is an iterative numerical algorithm used to solve systems of linear equations by repeatedly updating each variable using values from the previous iteration.

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Label Occurrences
Jacobi method canonical 8

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Statements (49)

Predicate Object
instanceOf algorithm for solving linear systems ⓘ
iterative numerical method ⓘ
advantage highly parallelizable on modern hardware ⓘ
appliedIn discretized partial differential equations ⓘ
engineering simulations ⓘ
scientific computing ⓘ
assumes linear system A x = b ⓘ
basedOn fixed-point iteration ⓘ
belongsTo classical iterative methods ⓘ
canBeUsedAs preconditioner in iterative solvers ⓘ
category stationary iterative method ⓘ
comparedTo Gauss–Seidel method ⓘ
component D is the diagonal part of A ⓘ
L is the strict lower triangular part of A ⓘ
U is the strict upper triangular part of A ⓘ
convergenceDependsOn spectral radius of the iteration matrix ⓘ
convergenceRateDependsOn conditioning of the matrix A ⓘ
convergesIf spectral radius ρ(B_J) < 1 ⓘ
the coefficient matrix is strictly diagonally dominant ⓘ
the coefficient matrix is symmetric positive definite ⓘ
differenceFrom uses only previous-iteration values for all variables ⓘ
disadvantage requires storage of two full solution vectors per iteration ⓘ
field numerical linear algebra ⓘ
historicalPeriod 19th century mathematics ⓘ
implementationDetail often implemented with two arrays for old and new iterates ⓘ
initialGuess requires an initial approximation x^{(0)} ⓘ
iterationIndex k denotes the iteration number ⓘ
iterationMatrix B_J = D^{-1}(L + U) ⓘ
languageVariant also called Jacobi iteration ⓘ
matrixDecomposition A = D - L - U ⓘ
namedAfter Carl Gustav Jacob Jacobi ⓘ
notation often denoted by x^{(k)} for the k-th iterate ⓘ
numericalProperty error decreases approximately geometrically when convergent ⓘ
operatesOn square matrices ⓘ
property all components of the new iterate can be computed in parallel ⓘ
may converge slowly compared to other iterative methods ⓘ
simple to implement ⓘ
relatedConcept Krylov subspace methods ⓘ
Richardson iteration ⓘ
successive over-relaxation ⓘ
requires access to diagonal entries of A ⓘ
nonzero diagonal entries in the coefficient matrix ⓘ
stoppingCriterion norm of difference between successive iterates below tolerance ⓘ
residual norm ∥Ax^{(k)} − b∥ below tolerance ⓘ
typicalUseCase large sparse linear systems ⓘ
updateRule x_i^{(k+1)} = (1/a_{ii}) (b_i - Σ_{j≠i} a_{ij} x_j^{(k)}) ⓘ
updates each variable using values from the previous iteration ⓘ
usedFor approximating solutions of Ax = b ⓘ
solving systems of linear equations ⓘ

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Referenced by (8)

Full triples — surface form annotated when it differs from this entity's canonical label.

Gauss–Seidel method → relatedTo → Jacobi method ⓘ
Carl Gustav Jacob Jacobi → notableWork → Jacobi method ⓘ
Successive Over-Relaxation → relatedTo → Jacobi method ⓘ
Richardson iteration → relatedTo → Jacobi method ⓘ
Carl Gustav Jacob Jacobi → notableWork → Jacobi method ⓘ
subject linked to: Carl
SOR → relatedTo → Jacobi method ⓘ
Carl Gustav Jacob Jacobi → notableWork → Jacobi method ⓘ
subject linked to: Carl Gustav Jacob