Chapter 2 Flashcards
1
Q
Jacobi Iterative Formula
A
x(k+1) = D^(-1)(L+U)x(k) + D^(-1)b
2
Q
Jacobi Iteration Matrix
A
Tj = D^(-1)(L+U)
3
Q
Gauss - Siedel Iterative Formula
A
x(k+1) = (D-L)^(-1)Ux(k) + (D-L)^(-1)b
4
Q
Gauss-Siedel Iteration Matrix
A
Tgs = (D-L)^(-1) U
5
Q
SOR Iterative formula
A
x(k+1) = (D-wL)^(-1) ((1-w)D+wU)x(k) + (D-wL)^-1)b
6
Q
SOR Iteration Matrix
A
Tsor = (D-wL)^(-1)[(1-w)D +wU]
7
Q
Spectral radius of Tsor
A
p(Tsor)>= |1-w|
8
Q
Convergence
A
p(B)<1 => ||B||<1
9
Q
Limit of a sequence
A
If limit of |x(k) - x| = 0 as k tends to infinity then the limit of x(k) = x