Algorithms :: Maths :: Convergence of Jacobi iterative scheme |
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| By: omuyelijah |
Date: 20/10/2006 18:48:31 |
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 | Type : Answer |
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| 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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