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Jacobi method

Writing

A = D + L + U

, where

D

is diagonal and

L, U

are strictly triangular, the Jacobi iteration is

x^{(k + 1)} = D^{- 1} (b - (L + U) x^{(k)}) .

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- Jacobi convergence for a symmetric positive-definite tridiagonal matrix Jacobi method 28

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