In the so-calleddirect methodsorelimination methodsthe exact solution, in principle, is determined through a finite number of arithmetic operations (in real arithmetic leaving aside the influence of roundoff errors).
In contrast to thisiterative methodsgenerate a sequence of approximations to the solution by repeating the application of the same computational procedure at each step of the iteration. Usually, they are applied for large systems with special structures that ensure convergence of the successive approximations.
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