The matrix A = arises in the finite difference (and finite element) discretization of the Poisson equation

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The matrix
A =
The matrix
A =
arises in the finite difference (and finite element)

arises in the finite difference (and finite element) discretization of the Poisson equation on a nine point square grid. Solve the linear system A u = e5 using
(a) Gaussian Elimination
(b) Jacobi iteration
(c) Gauss-Seidel iteration
(d) SOR based on the Jacobi spectral radius

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Applied Linear Algebra

ISBN: 978-0131473829

1st edition

Authors: Peter J. Olver, Cheri Shakiban

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