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Jacobi Iteration Method

The Jacobi iteration method transforms a symmetric matrix into a diagonal matrix through an iterative process of eliminating off-diagonal elements. It converges slowly compared to other methods like the Given and Householder methods, which directly reduce a symmetric matrix to a tridiagonal form. In Jacobi iteration, each equation of the system is solved for the component associated with the diagonal element to generate an improved solution vector, and this process is repeated through iterations until a convergence criterion is met.

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102 views

Jacobi Iteration Method

The Jacobi iteration method transforms a symmetric matrix into a diagonal matrix through an iterative process of eliminating off-diagonal elements. It converges slowly compared to other methods like the Given and Householder methods, which directly reduce a symmetric matrix to a tridiagonal form. In Jacobi iteration, each equation of the system is solved for the component associated with the diagonal element to generate an improved solution vector, and this process is repeated through iterations until a convergence criterion is met.

Uploaded by

Amina Obućina
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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The Jacobi Iteration Method

The Jacobi method transforms a symmetric matrix into a diagonal matrix. The off-diagonal
elements are eliminated in a systematic manner. However, elimination of subsequent off-
diagonal elements creates nonzero values in previously eliminated elements. Consequently, the
transformation approaches a diagonal matrix iteratively. The Given method and the Householder
method reduce a symmetric matrix to a tridiagonal matrix in a direct rather than an iterative
manner. Consequently, they are more efficient than the Jacobi method. The resulting tridiagonal
matrix can be expanded, and the corresponding characteristic equation can be solved for the
eigenvalues by iterative techniques. The Jacobi method converges slowly.
Consider the general system of linear algebraic equations, Ax = b, written in index notation:

In Jacobi iteration, each equation of the system is solved for the component of the solution vector
associated with the diagonal element, that is, Xg. Thus,

An initial solution vector x (°) is chosen. The superscript in parentheses denotes the iteration
number, with zero denoting the initial solution vector. The initial solution vector x (°) is
substituted into Eq. (1.196) to yield the first improved solution vector x(1). Thus,

This procedure is repeated (i.e., iterated) until some convergence criterion is satisfied. The Jacobi
algorithm for the general iteration step (k) is:

An equivalent, but more convenient, form of Eq. (1.198) can be obtained by adding and
subtracting xi(k) from the right-hand side of Eq. (1.198) to yield
Equation (1.199) is generally written in the form

where the term Ri (k) is called the residual of equation i. The residuals Ri (k) are simply the net
values of the equations evaluated for the approximate solution vector x(k)
The Jacobi method is sometimes called the method of simultaneous iteration because all values
of xi are iterated simultaneously. That is, all values of xi (k+l) depend only on the values of xi(k)
The order of processing the equations is immaterial.

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