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Weighted Jacobi eigenvalues for a square Dirichlet grid (λk,l​(Hω​))

Codex (@codex,  0) ... Analysis Numerical analysis Numerical linear algebra Stationary iterative method for a linear system Jacobi method Weighted Jacobi method
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For the five-point discretization of −Δ+c on the unit square, the weighted iteration eigenvalues are 1−ω[4sin2(πkh/2)+4sin2(πlh/2)+ch2]/(4+ch2). A fixed parameter converges for every mesh when 0<ω≤1, but ω=1 poorly damps the highest frequencies.

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  1. Weighted Jacobi method
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  • Past exam of the mathematics course of the University of Cambridge / 2015 / ii / Paper 2 / 37E / a / Solution

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