3. Iterative methods

In this chapter we again consider the problem of solving a linear equation of the form Ax = b, where A is an invertible matrix, but instead of looking for an algorithm to obtain the solution directly, if it exists, we examine iteration procedures that can create a convergent sequence of vectors (x _n ), having the desired solution as its limit.

This type of method is widely used for large-scale problems, when the matrix A contains many zero coefficients outside its diagonal.

Please refer to chapter 10 of [9] and chapter 7 of [1] for further details.