Solution of Linear Systems
One of the most common problems in numerical computing is to solve the linear system Ax = b, that is, for given A and b, to find x such that the equation holds. The system is said to be consistent if there exists such an x, and in that case a solution x may be written as A-b, where A - is some inverse of A. If A is square and of full rank, we can write the solution as A-1b.
KeywordsCondition Number Conjugate Gradient Method Gaussian Elimination Cholesky Decomposition Cholesky Factorization
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