Sunday, November 26, 2017

Numerical methods Series... Gauss Jacobi method

I am posting numerical methods that I found elsewhere on the internet in the hope of learning Python myself along with all visitors.

Gauss Jacobi Method:
from pprint import pprint
from numpy import array, zeros, diag, diagflat, dot
def jacobi(A,b,N=25,x=None):
    """Solves the equation Ax=b via the Jacobi iterative method."""
    # Create an initial guess if needed                             
    if x is None:
        x = zeros(len(A[0]))

    # Create a vector of the diagonal elements of A                    # and subtract them from A                                      
    D = diag(A)
    R = A - diagflat(D)
    # Iterate for N times                                              for i in range(N):
        x = (b - dot(R,x)) / D
    return x

A = array([[2.0,1.0],[5.0,7.0]])
b = array([11.0,13.0])
guess = array([1.0,1.0])

sol = jacobi(A,b,N=25,x=guess)

print "A:"
pprint(A)

print "b:"
pprint(b)

print "x:"

pprint(sol)

Output:
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