Scribd
Upload
9 views8 pages

Jacobi Method Presentation

The Jacobi Method is a numerical technique used to solve large, sparse systems of linear equations, particularly effective for diagonally dominant matrices. It involves an iterative formula to update solutions until convergence is achieved. This method is simple to implement and serves as a foundation for more advanced iterative solvers like Gauss-Seidel.

Uploaded by

Sundas Batool
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
9 views8 pages

Jacobi Method Presentation

The Jacobi Method is a numerical technique used to solve large, sparse systems of linear equations, particularly effective for diagonally dominant matrices. It involves an iterative formula to update solutions until convergence is achieved. This method is simple to implement and serves as a foundation for more advanced iterative solvers like Gauss-Seidel.

Uploaded by

Sundas Batool
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 8

Jacobi Method

Numerical Method for Solving Linear


Systems
Motivation

• Used to solve large, sparse systems of linear equations


• Direct methods like Gaussian elimination are expensive for
large systems
• Jacobi method is simple, parallelizable, and effective for
diagonally dominant matrices
Mathematical Formulation

• Given: Ax = b, where A is decomposed as A = D + L + U


• Iteration formula: x(k+1) = D⁻¹(b - (L + U)x(k))
• Element-wise: x_i(k+1) = (1/a_ii)(b_i - Σ a_ij x_j(k), j ≠ i)
Solved Example: Iteration 1

• System:
• 10x + 2y + z = 9
• 2x + 20y - 2z = -44
• -2x + 3y + 10z = 22
• Initial guess: x=0, y=0, z=0
• x(1) = 0.9, y(1) = -2.2, z(1) = 2.2
Solved Example: Iteration 2

• x(2) = 1.12, y(2) = -2.07, z(2) = 3.04


• Continue iterations until convergence
• Stop when ||x(k+1) - x(k)|| < tolerance
Applications

• Solving large sparse linear systems from PDEs


• Finite Difference Methods in simulations
• Parallel computing in engineering simulations
• Foundation for advanced iterative solvers
Conclusion

• Jacobi Method is simple and easy to implement


• Best for diagonally dominant or sparse systems
• Forms basis for more advanced methods like Gauss-Seidel
References

• Numerical Methods for Engineers - Chapra & Canale


• Introduction to Numerical Analysis - Stoer & Bulirsch
• Course lecture notes or numerical methods textbooks

You might also like