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Foil 42 Introduction to Gauss-Seidel Iterative Approach

From CPS615 Module on Iterative PDE Solvers CPS615 Basic Simulation Track for Computational Science -- Fall Semester 95. by Geoffrey C. Fox

Jacobi has a set x(k-1) and then replaces it bodily by x(k)

After we find x(k), we know all of x(k-1) and x1(k).

In Gauss Seidel use x1(k), x2(k-1) .... xn(k-1) to find x2(k).

In Jacobi, one uses x1(k-1), x2(k-1) .... xn(k-1) to find x2(k)

Gauss Seidel - general prescription - always use latest values of xj

There are many possible, Gauss Seidel's - one for each ordering of variables