Iterative methods: Jacobi and Gauss Seidel methods

Generalised analysis Solution Step 1: Step 2: (Jacobi) Step 2: (Gauss Siedal) In a general way, Jacobi Gauss Siedal: Convergence and spectral radius Expression for error represents the exact solution. Now, taking (2) – (3) gives the error(). . Relating error with eigen value If are the eigen values of M and are the corresponding …

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