Jacobi Algorithm for solving Laplace's Equation, to observe
The important part of the algorithm is applied in the function which
sets up the two-dimensional Laplace equation. There we have a while
statement which tests the difference between the temporary vector and
the solution
u_{i,j} . Moreover, we have fixed the number of
iterations to a given maximum. We need also to provide a convergence
tolerance. In the above program example we have fixed this to be
0.00001 . Depending on the type of applications one may have to
change both the number of maximum iterations and the tolerance.