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Solution of Linear Systems

  • James E. Gentle
Part of the Statistics and Computing book series (SCO)

Abstract

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.

Keywords

Condition Number Conjugate Gradient Method Gaussian Elimination Cholesky Decomposition Cholesky Factorization 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • James E. Gentle
    • 1
  1. 1.Institute for Computational Sciences and InformaticsGeorge Mason UniversityFairfaxUSA

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