α = I - (D_1 * A)
β = D_1 * b
X0 = β
X(i+1) = X(i) + D_1 * (b - A*X(i) )
such that:
D : the diagonal matrix which contains the diagonal elements from A
D_1 : the inverse matrix of D
I : the identity matrix
A, b : they are given
α = I - (D_1 * A)
β = D_1 * b
X0 = β
X(i+1) = B_1 * (b - C*X(i))
A, b : they are given
such that:
D : the diagonal matrix which contains the diagonal elements from A
D_1 : the inverse matrix of D
B : the lower triangular part of A (with the diagonal)
C : the upper triangular part of A (without the diagonal)
B_1 : the inverse matrix of B
epsilon could be calculated by finding the norm of the vector X(i+1) - X(i)