http://qs1969.pair.com?node_id=11137131


in reply to Re: Jacobi Method
in thread Jacobi Method

Thank you. What I have to do is find eigenvalues and eigenvectors using that method but I have been asked to use certain routine from the book Numerical Recipes in C.

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Re^3: Jacobi Method
by etj (Deacon) on Oct 31, 2021 at 19:34 UTC
Re^3: Jacobi Method
by etj (Deacon) on Apr 18, 2022 at 19:27 UTC
    An additional PDL module that uses Jacobians within a Levenberg-Marquardt approach is PDL::Fit::Levmar.
Re^3: Jacobi Method
by perlfan (Vicar) on Oct 12, 2021 at 15:58 UTC
    FWIR, jacobi (and SOR, Gauss-Seidel) are basically just averaging values over time steps. How many dimensions are you dealing with and what is the PDE you're solving? PDL almost surely can help you out; but even if not it'd be pretty easy to implement this in pure Perltm.