Then we implement Jacobi's iterative method on CUDA. Finally, we compare the experimental results of CUDA programs on GPU with traditional programs on CPU. Experiments show that it obtains a speedup ...

Motivated by recent work in using the Hopf formula for a grid-free solution to Hamilton-Jacobi equations for linear systems, this paper proposes an iterative method that provides a sub-optimal ...

The Jacobi iterative method is a method introduced by German mathematician Carl Gustav Jacob Jacobi in 1845 to solve diagonally dominant systems of linear equations by using an approximate value ...