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.
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© 2007 Springer Science+Business Media, LLC
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(2007). Solution of Linear Systems. In: Matrix Algebra. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-70873-7_6
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DOI: https://doi.org/10.1007/978-0-387-70873-7_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-70872-0
Online ISBN: 978-0-387-70873-7
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