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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/lsolve_JACOBI.R
\name{lsolve.jacobi}
\alias{lsolve.jacobi}
\title{Jacobi method}
\usage{
lsolve.jacobi(
A,
B,
xinit = NA,
reltol = 1e-05,
maxiter = 1000,
weight = 2/3,
adjsym = TRUE,
verbose = TRUE
)
}
\arguments{
\item{A}{an \eqn{(m\times n)} dense or sparse matrix. See also \code{\link[Matrix]{sparseMatrix}}.}
\item{B}{a vector of length \eqn{m} or an \eqn{(m\times k)} matrix (dense or sparse) for solving \eqn{k} systems simultaneously.}
\item{xinit}{a length-\eqn{n} vector for initial starting point. \code{NA} to start from a random initial point near 0.}
\item{reltol}{tolerance level for stopping iterations.}
\item{maxiter}{maximum number of iterations allowed.}
\item{weight}{a real number in \eqn{(0,1]}; 1 for native Jacobi.}
\item{adjsym}{a logical; \code{TRUE} to symmetrize the system by transforming the system into normal equation, \code{FALSE} otherwise.}
\item{verbose}{a logical; \code{TRUE} to show progress of computation.}
}
\value{
a named list containing \describe{
\item{x}{solution; a vector of length \eqn{n} or a matrix of size \eqn{(n\times k)}.}
\item{iter}{the number of iterations required.}
\item{errors}{a vector of errors for stopping criterion.}
}
}
\description{
Jacobi method is an iterative algorithm for solving a system of linear equations,
with a decomposition \eqn{A = D+R} where \eqn{D} is a diagonal matrix.
For a square matrix \eqn{A}, it is required to be diagonally dominant. For an overdetermined system where \code{nrow(A)>ncol(A)},
it is automatically transformed to the normal equation. Underdetermined system -
\code{nrow(A)<ncol(A)} - is not supported.
}
\examples{
\donttest{
## Overdetermined System
set.seed(100)
A = matrix(rnorm(10*5),nrow=10)
x = rnorm(5)
b = A\%*\%x
out1 = lsolve.jacobi(A,b,weight=1,verbose=FALSE) # unweighted
out2 = lsolve.jacobi(A,b,verbose=FALSE) # weight of 0.66
out3 = lsolve.jacobi(A,b,weight=0.5,verbose=FALSE) # weight of 0.50
print("* lsolve.jacobi : overdetermined case example")
print(paste("* error for unweighted Jacobi case : ",norm(out1$x-x)))
print(paste("* error for 0.66 weighted Jacobi case : ",norm(out2$x-x)))
print(paste("* error for 0.50 weighted Jacobi case : ",norm(out3$x-x)))
}
}
\references{
\insertRef{demmel_applied_1997}{Rlinsolve}
}
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