Jacobi method
Example question 2

Suppose we are given the following linear system:

If we choose (0, 0, 0, 0) as the initial approximation, then the first approximate solution is given by

Using the approximations obtained, the iterative procedure is repeated until the desired accuracy has been reached. The following are the approximated solutions after five iterations.

The exact solution of the system is (1, 2, − 1, 1).
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