The Jacobi Method is named after Carl Gustav Jacob Jacobi. In 1845 Jacobi introduced his own iterative method, again for solving normal equations for least squares problems (statistical regression analysis) arising in astronomical calculations.
To solve a strictly diagonally dominant system of linear equations with 2 or more unknowns.
Using Jacobi Iteration in order to approximate the values of each unknown in a system of linear equations.
Some prior methematical knowledge would be helpful when using Jacobi Iteration which are:
- Rearrangement of equation by changing the subject of the equation
- Matrix (Diagonal Matrix, Inverse Diagonal Matrix, Lower and Upper Triangular Matrix)