PPT Slide
In this example, you will put together some of the previous examples to implement a simple Jacobi iteration for approximating the solution to a linear system of equations.
In this example, we solve the Laplace equation in two dimensions with finite differences. This may sound involved, but really amount only to a simple computation, combined with the previous example of a parallel mesh data structure.
Any numerical analysis text will show that iterating
xnew[i][j] = (x[i+1][j] + x[i-1][j] + x[i][j+1] + x[i][j-1])/4;
will compute an approximation for the solution of Laplace's equation.