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Everything about Jacobi method

Iterative method used to solve a linear system of equations

In numerical linear algebra, the Jacobi method is an iterative algorithm for determining the solutions of a strictly diagonally dominant system of linear equations. Each diagonal element is solved for, and an approximate value is plugged in. The process is then iterated until it converges. This algorithm is a stripped-down version of the Jacobi transformation method of matrix diagonalization. The method is named after Carl Gustav Jacob Jacobi. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Jacobi methodA 5-minute orientation
  2. Skim a recent paper: Logarithmic Jacobi collocation method for Caputo–Hadamard fractional differential equationsInfluential work since 2022
  3. Pick up a classic book: Variational Principles in PhysicsThe most-reprinted book on the subject
  4. Read the landmark paper: Perron’s method for Hamilton-Jacobi equationsCited 280 times
  5. Go sideways: Successive over-relaxationA closely related topic
  6. Go sideways: Matrix splittingA closely related topic

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