Module ojalgo

Class JacobiSolver

  • All Implemented Interfaces:
    MatrixTask<java.lang.Double>, SolverTask<java.lang.Double>

    public final class JacobiSolver
    extends IterativeSolverTask
    Stationary Jacobi iteration for solving [A][x]=[b] with non-zero diagonal entries.

    Convergence

    • Converges for strictly diagonally dominant systems and for SPD matrices under suitable conditions.
    • Updates are fully synchronous (per-iteration), making it straightforward to parallelise across rows.
    Configuration
    • Ignores any configured Preconditioner; use the relaxation factor to control convergence speed.
    When to use
    • As a simple baseline or where synchronous updates and trivial parallelism are desirable.
    • When sequential in-place coupling is acceptable and faster convergence is needed, an in-place stationary method may be preferable.
    • For large SPD problems needing faster/robuster convergence, Krylov methods often perform better.