/iterative-linear-solutions

Analyze different iterative solutions to solve diagonally dominant linear systems

Primary LanguagePython

Iterative Solutions for Diagonally Dominant Linear Systems

Author

Aakash Prabhu, University of California, Davis.

{aakprabhu} [at] ucdavis [dot] edu

Abstract

A square matrix is said to be diagonally dominant if its diagonal elements are greater than or equal to the sum of all the other entries in that particular row.

The general form of linear systems are of the form Ax = b where x and b are vectors of size N x 1 and A is a N x N square matrix.

While no partial pivoting is required while solving a linear system of such matrices using the Guass-Jordan elimination, an interest is sparked while thinking about the iterative algorithms that exist.

The most common iterative algorithms that exist to solve linear systems are:

  • Iterative Jacobi Method
  • Gauss-Seidel Method

The Iterative Jacobi Method

TODO: Write about high level algorithm and mention implementation methods.

References