1. Introduction to Scientific Computing II
Institut für
Informatik
Scientific Computing
In Computer Science
Introduction to Scientific Computing II
Relaxation Methods
Dr. Miriam Mehl

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

3. Relaxation Methods – Gauss-Seidel

4. Relaxation Methods – Jacobi

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

6. Jacobi – Theory
formula
not helpfull in practice!!!

7. Jacobi – Convergence eigenvectors of M? different frequencies
convergence rate = maximal eigenvalue

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