Introduction to Scientific Computing II Relaxation Methods Dr. Miriam Mehl

Iterative Solvers – Principle series of approximations costs per iteration? convergence? stopping criterion?

Relaxation Methods – Gauss-Seidel

Relaxation Methods – Jacobi

Gauss-Seidel – Theory formula not helpfull in practice!!!

Jacobi – Theory formula not helpfull in practice!!!

Jacobi – Convergence eigenvectors of M? different frequencies convergence ~ eigenvalues

Jacobi – Convergence worse for small h number of iterations: O(1/h)2