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Iterative Methods

We are considering an iterative solution to the linear system

where is an sparse matrix, x and b are vectors of length N, and we are solving for x. Iterative solvers are an alternative to direct methods that attempt to calculate an exact solution to the system of equations. Iterative methods attempt to find a solution to the system of linear equations by repeatedly solving the linear system using approximations to the vector. Iterations continue until the solution is within a predetermined acceptable bound on the error.





David P. Koester
Sun Oct 22 17:27:14 EDT 1995