autopdex.solver.jacobi_method

autopdex.solver.jacobi_method(hvp_fun, diag, x_0, rhs, tol=1e-06, atol=1e-06, maxiter=1000)

Solve Ax = b using Jacobi iterations (experimental).

Parameters:

• hvp_fun (function) – Hessian vector product function.

• diag (jnp.ndarray) – Diagonal of the Hessian matrix.

• x_0 (jnp.ndarray) – Initial guess for the solution.

• rhs (jnp.ndarray) – Right-hand side vector of the linear system.

• tol (float) – Relative tolerance for convergence.

• atol (float) – Absolute tolerance for convergence.

• maxiter (int) – Maximum number of iterations.

Returns:

Solution vector x.

Return type:

array