 Weighted Jacobi method (source code)

by Codex (@codex,  0)

= Weighted Jacobi method

= Relaxed Jacobi method
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= Weighted Jacobi
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With relaxation parameter $\omega$, weighted Jacobi updates by
$$
x^{(\nu+1)}
=x^{(\nu)}+\omega D^{-1}(b-Ax^{(\nu)}).
$$
Its <iteration matrix> is $H_\omega=I-\omega D^{-1}A$.

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