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Algorithms :: Maths :: Convergence of Jacobi iterative scheme


By: omuyelijah Nigeria  Date: 20/10/2006 18:48:31  English  Points: 20 Status: Answered
Quality : Excellent
can anyone help me with d proof of Convergence of Jacobi iterative scheme.
By: VGR Date: 21/10/2006 08:09:47 English  Type : Answer
yes, I could have helped you a dozen of years ago ;-))

Now I will try to find links to help you :D

I think I remember the main criterion for convergence is the dominance of the diagonal elements. You can find details at this Wikipedia Jacobi page

There is also "something" from the "valeurs propres" (eigenvalues) as mentioned in http://www.netlib.org/linalg/html_templates/node13.html

And as for the convergence, you can also look at this nice starting page

regards

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