Math 2.0

Numerical analysis Iterative methods for linear systems Concept

Iterative method

Summary

An iterative method solves a problem by producing a sequence of approximate solutions, each computed from the previous ones, that converges to a solution. It contrasts with a direct method, which gives the answer after a fixed finite number of steps. Iterative methods are the standard tool for nonlinear equations and for very large sparse linear systems, where direct elimination costs too much.

Where this leads

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Further reading

  1. Web https://en.wikipedia.org/wiki/Iterative_method
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