The Jacobi diagonal preconditioner (Problem 21.7) performs best when the coefficient matrix is strictly diagonally dominant and has widely varying diagonal entries. Write a function jacobipregmres...




The Jacobi diagonal preconditioner (Problem 21.7) performs best when the coefficient matrix is strictly diagonally dominant and has widely varying diagonal entries. Write a function jacobipregmres that implements Jacobi preconditioning for the

method. Return with a message if the preconditioned matrix does not have a condition number that is at most 80% of the condition number for




Build the

matrix,

with seven diagonals:


Compute the condition number of

Using

T

tol
−6

and

compute the solution using both gmresb and jacobipregmres. Display the residuals.





May 07, 2022
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