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Jacobi method
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<p>In <a href="/facts/Numerical_linear_algebra/jnS6Tteb">numerical linear algebra</a>, the Jacobi method (a.k.a. the Jacobi iteration method) is an iterative algorithm for determining the solutions of a <a href="/facts/Diagonally_dominant_matrix/qbRQV7CV">strictly diagonally dominant</a> <a href="/facts/System_of_linear_equations/fk9CFdgp">system of linear equations</a>. Each diagonal element is solved for, and an approximate value is plugged in. The process is then iterated until it converges. This algorithm is a stripped-down version of the <a href="/facts/Jacobi_eigenvalue_algorithm/0gE5vpje">Jacobi transformation method of matrix diagonalization</a>. The method is named after <a href="/facts/Carl_Gustav_Jacob_Jacobi/4Syeauo5">Carl Gustav Jacob Jacobi</a>. </p>