The DO Loop

Statistical programming in SAS with an emphasis on SAS/IML programs
Analytics
Rick Wicklin 0
The geometry of Jacobi's method

A colleague remarked that my recent article about using Jacobi's iterative method for solving a linear system of equations "seems like magic." Specifically, it seems like magic that you can solve a certain class of linear systems by using only matrix multiplication. For any initial guess, the iteration converges to

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