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Introduction to Scientific Computing II

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Presentation on theme: "Introduction to Scientific Computing II"— Presentation transcript:

1 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 ~ eigenvalues

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


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