Description
Matrix A can be expressed as:
A = L+ D +U
therefore, the linear system Ax = b can be written as:
(L+ D +U)x = b
The Jacobi method chooses S = D and T = L+U. It is worthy to notice that no diagonal element in D can be 0. That is , for all i = 1,…,n. The Jacobi method is of the form:
where,
Example :
A = [-5 1 -2; 1 6 3; 2 -1 -4] ;
b = [13; 1; -1] ;
Output :
x =
-2.0000
1.0000
-1.0000
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