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Problems                                                              137



















         Fig.  P4.2.  The  eigenvectors  v/k,i  =  s i n ( ^ ) ,  0  <  i  <  N  with  wave  numbers  k  =  1, 3,  6.



                             2w     w
                   ~  Wfc,i-1  +  k,i  ~ k,i+l  =  ^k™k,i  0  <  i  <  N  (P4.ll.7)

         4-12.  There  are  several  iterative  methods  that  can  be  used  to  solve  Eq.
         (P4.11.3).  A  simple  one  is  the  Jacobi  iteration  method,  in  which  for  an  ini-
         tial  guess  u\  ,  new  values  of  u\ n  '  are  obtained  from  the  previous  values  of
         u\ n  according  to


                                             2
                  u(  n + 1 )  =  i ( u W + u £ > 1  +  Ai; /i)  l<i<N-l  (P4.12.1)
        An  important  modification  to  Eq.  (P4.12.1)  results  by  introducing  a  weighted
         factor  u.  First  the  intermediate  values  are  calculated  as  in  (P4.12.1)

                                          2
                        i
                   v*  = f a j j i  +  u^X  +  Ax fi)  l<i<N-l          (P4.12.2a)
         and  to  obtain  u\ n  )  that  is,

                   u(n+l)  =  u(n)  +  ^  _ (n)j  1  <  z <  A^ -  1   (P4.12.2b)
                                        u

        which generates an entire  family  of iterations  called the  weighted  Jacobi  iteration
        method.  These  iteration  sweeps  are  continued  until  convergence.  Note  that  for
        UJ  — 1, the  original  Jacobi  iteration  is  recoved
            (a)  Show that  the  Jacobi  iteration  method  can  be  expressed  as
                                                    n
                                D u (n+i)  =  ( L  +  u)u( )  +  f       (P4.12.3)

        or
                             u (n+l)  =  (j  _  D - l ) u (n)  +  D - l f  (P4.12.4)
                                              A
        where  I  denotes  the  identity  matrix,
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