Solution of Linear Systems
There are two general methods of solving a system of linear equations: direct methods and iterative methods. A direct method uses a fixed number of computations that would in exact arithmetic lead to the solution; an iterative method generates a sequence of approximations to the solution. Iterative methods often work well for very large sparse matrices. We first consider a characteristic of the problem that affects how easy it is to solve the system accurately.
KeywordsLinear System Ordinary Little Square Condition Number Conjugate Gradient Method Gaussian Elimination
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