Iterative Methods
- Gaussian elimination and its variants are called direct methods.
- An entirely different way to solve many systems is through iteration.
- In this way, we start with an initial estimate of the solution vector and proceed to refine this estimate.
- An
matrix
is diagonally dominant if and only if;
- Example. Given matrix & After reordering;
- The solution is
(for both cases?).
- Before we begin our iterative scheme we must first reorder the equations so that the coefficient matrix is diagonally dominant.
Subsections