Chapter 2 Flashcards

1
Q

Jacobi Iterative Formula

A

x(k+1) = D^(-1)(L+U)x(k) + D^(-1)b

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2
Q

Jacobi Iteration Matrix

A

Tj = D^(-1)(L+U)

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3
Q

Gauss - Siedel Iterative Formula

A

x(k+1) = (D-L)^(-1)Ux(k) + (D-L)^(-1)b

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4
Q

Gauss-Siedel Iteration Matrix

A

Tgs = (D-L)^(-1) U

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5
Q

SOR Iterative formula

A

x(k+1) = (D-wL)^(-1) ((1-w)D+wU)x(k) + (D-wL)^-1)b

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6
Q

SOR Iteration Matrix

A

Tsor = (D-wL)^(-1)[(1-w)D +wU]

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7
Q

Spectral radius of Tsor

A

p(Tsor)>= |1-w|

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8
Q

Convergence

A

p(B)<1 => ||B||<1

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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

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