Matrix Algebra pp 201-239 | Cite as

Solution of Linear Systems

Part of the Springer Texts in Statistics book series (STS)

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.


Linear System Ordinary Little Square Condition Number Conjugate Gradient Method Gaussian Elimination 


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© Springer Science+Business Media, LLC 2007

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