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Additional
Jacobi method
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Jacobi method
In
numerical linear algebra
, the
Jacobi method
(or
Jacobi iterative method
) is an algorithm for determining the solutions of a
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
.
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