The Jacobi method is an iterative algorithm used for solving systems of linear equations, particularly those represented by a diagonally dominant matrix. It works by repeatedly refining an initial guess for the solution vector until a desired level of accuracy is achieved. For example, consider a system of three equations with three unknowns. An initial guess is made for each unknown. The method then calculates a new value for each unknown based on the current values of the other unknowns. This process continues until the difference between successive approximations is negligible. Software tools and online resources that automate these calculations are readily available.
This iterative approach is particularly useful for large systems of equations where direct methods, like Gaussian elimination, become computationally expensive. Its simplicity and ease of implementation make it a valuable tool in various fields including physics, engineering, and computer science. Historically, the method was developed by Carl Gustav Jacob Jacobi in the 19th century and remains relevant for solving complex problems across diverse disciplines.