Jacobi & Gauss-Seidel Iteration

Iterative methods for solving linear systems Ax = b

System Ax = b (4×4, diagonally dominant)
Edit cells, then click Solve
Iteration: 0 | Residual: —

Jacobi iteration updates all variables simultaneously using old values: xᵢ = (bᵢ - Σⱼ≠ᵢ Aᵢⱼxⱼ)/Aᵢᵢ. Gauss-Seidel uses newly computed values immediately (faster convergence). SOR (Successive Over-Relaxation) extrapolates beyond Gauss-Seidel with a relaxation factor ω > 1. Both converge for strictly diagonally dominant matrices.