Live briefing
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
- Read the overview: Jacobi methodA 5-minute orientation
- Skim a recent paper: Logarithmic Jacobi collocation method for Caputo–Hadamard fractional differential equationsInfluential work since 2022
- Pick up a classic book: Variational Principles in PhysicsThe most-reprinted book on the subject
- Read the landmark paper: Perron’s method for Hamilton-Jacobi equationsCited 280 times
- Go sideways: Successive over-relaxationA closely related topic
- Go sideways: Matrix splittingA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
Perron’s method for Hamilton-Jacobi equations
New generalized Jacobi elliptic function rational expansion method
The Jacobi method for real symmetric matrices
A Jacobi–Jacobi dual-Petrov–Galerkin method for third- and fifth-order differential equations
A Jacobi--Davidson Type SVD Method
The Jacobi Method for Real Symmetric Matrices
The Hamilton-Jacobi method and Hamiltonian maps
Scheduled Relaxation Jacobi method: Improvements and applications
🆕 Influential since 2022
Logarithmic Jacobi collocation method for Caputo–Hadamard fractional differential equations
Jacobi method for dual quaternion Hermitian eigenvalue problems and applications
The Carleman convexification method for Hamilton-Jacobi equations
Jacobi‐Galerkin Spectral Method for the Fractional Diffusion Equation
Vectorization of a Thread-Parallel Jacobi Singular Value Decomposition Method
📚 Books worth reading
Variational Principles in PhysicsJean-Louis Basdevant · 2006- 📕Tensor-GMRES method for large sparse systems of nonlinear equationsDan Feng · 1994
- 📕Flux Jacobian matrices and generalized Roe average for an equilibrium real gasMarcel Vinokur · 1988
Surface evolution equationsYoshikazu Giga · 2006- 📕On the quadratic convergence of a generalization of the Jacobi method to arbitrary matricesAxel H. Ruhe · 1967
- 📕Prediktor-Korrektor-Methoden mit variablen KoeffizientenSándor Frivaldsky · 1983
- 📕A discontinuous Galerkin finite element method for Hamilton-Jacobi equationsChang-Qing Hu · 1998
- 📕An extension of elementary symmetric polynomials and power sums to the case of multivariate polynomialsUlrike Maier · 2001
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
- Successive over-relaxation In numerical linear algebra, the method of successive over-relaxation (SOR) is a variant of the Gauss–Seidel method for solving a linear system of equations…
- Matrix splitting In the mathematical discipline of numerical linear algebra, a matrix splitting is an expression which represents a given matrix as a sum or difference…
- Gauss–Seidel method In numerical linear algebra, the Gauss–Seidel method, also known as the Liebmann method or the method of successive displacement, is an iterative method…
- Iterative method In computational mathematics, an iterative method is a mathematical procedure that uses an initial value to generate a sequence of improving approximate…
- Conjugate gradient method In mathematics, the conjugate gradient method is an algorithm for the numerical solution of particular systems of linear equations, namely those whose…
- Modified Richardson iteration Modified Richardson iteration is an iterative method for solving a system of linear equations. Richardson iteration was proposed by Lewis Fry Richardson…
- Jacobi eigenvalue algorithm In numerical linear algebra, the Jacobi eigenvalue algorithm is an iterative method for the calculation of the eigenvalues and eigenvectors of a real symmetric…
- Semidefinite programming Semidefinite programming (SDP) is a subfield of mathematical programming concerned with the optimization of a linear objective function (a user-specified…