Question 08 (Jacobi Iterative Method)

In Jacobi iteration method \(x^{(k+1)}=Hx^{(k)}+c\); \(k=0,1,2,...\), the matrix \(H\) and \(c\) are given by-

(a) \(H=D^{-1}(L+U)\) and \(c=D^{-1}b\qquad\) (b) \(H=-D^{-1}(L+U)\) and \(c=D^{-1}b\)

(c) \(H=-D^{-1}(L+U)\) and \(c=-D^{-1}b\qquad\) (d) \(H=D^{-1}(L+U)\) and \(c=-D^{-1}b\)


Explanation: In Jacobi iteration scheme, \(H\) and \(c\) are given by option (b). Here \(D, L\) and \(U\) are diagonal, lower and upper tringular matrices respectively, such that, given matrix \(A\) can be written as \(A=D+L+U\).

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