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Jacobi iteration is used to diagonalize a matrix or system of equations, by applying well-chosen rotations. These rotations are chosen to zero particular off-diagonal elements. It might be guessed that the process would only need to be done once for each off-diagonal element, but in fact each iteration destroys some of the zeros created during previous iterations. Nevertheless, the process does converge to a diagonal system.

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Q: What is the Jacobi iteration scheme for a system of linear equations?
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