Package org.drip.sample.sor

Class JacobiIterationMatrix

java.lang.Object
org.drip.sample.sor.JacobiIterationMatrix
public class JacobiIterationMatrix
extends java.lang.Object
JacobiIterationMatrix illustrates the Construction of the Jacobi Iteration Matrix for SOR Convergence. The References are:

  • Greenbaum, A. (1997): Iterative Methods for Solving Linear Systems Society for Industrial and Applied Mathematics Philadelphia, PA
  • Hackbusch, W. (2016): Iterative Solution of Large Sparse Systems of Equations Spring-Verlag Berlin, Germany
  • Wikipedia (2023): Symmetric Successive Over-Relaxation https://en.wikipedia.org/wiki/Symmetric_successive_over-relaxation
  • Wikipedia (2024): Successive Over-Relaxation https://en.wikipedia.org/wiki/Successive_over-relaxation
  • Young, D. M. (1950): Iterative methods for solving partial difference equations of elliptical type Harvard University Cambridge, MA




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    JacobiIterationMatrix()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • JacobiIterationMatrix

      public JacobiIterationMatrix()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation