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.

All labels observed (1)

Label Occurrences
Jacobi method canonical 5

How this entity was disambiguated

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

How these facts were elicited

Referenced by (5)

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 notableWork Jacobi method
subject surface form: Carl Gustav Jacob Jacobi