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Weighted Jacobi method for the one-dimensional Poisson equation
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Analysis
Numerical analysis
Numerical linear algebra
Stationary iterative method for a linear system
Jacobi method
Weighted Jacobi method
Created
2026-10-03
Updated
2026-10-06
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For the centered
second
-
difference
matrix
with
diagonal
−
2
and off-
diagonals
1
, the weighted-Jacobi
eigenvalues
are
λ
k
(
ω
)
=
1
−
ω
+
ω
cos
n
+
1
kπ
,
1
≤
k
≤
n
.
(1)
The method converges for every grid
size
exactly when
0
<
ω
≤
1
.
Table of contents
High-frequency smoothing factor of weighted Jacobi
Weighted Jacobi method for the one-dimensional Poisson equation
High-frequency smoothing factor of weighted Jacobi
(
μ
ω
)
0
0
0
Weighted Jacobi method for the one-dimensional Poisson equation
For modes with
k
/
(
n
+
1
)
∈
[
1/2
,
1
]
and large
n
, the worst
attenuation
factor is
μ
ω
=
max
{
∣1
−
ω
∣
,
∣1
−
2
ω
∣
}
.
(1)
It is minimized by
ω
=
2/3
, for which
μ
ω
=
1/3
.
Ancestors
(9)
Weighted Jacobi method
Jacobi method
Stationary iterative method for a linear system
Numerical linear algebra
Numerical analysis
Analysis
Area of mathematics
Mathematics
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