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A First Course in the Numerical Analysis of Differential Equations by Arieh Iserles

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12

Classical iterative methods for sparse linear equations

12.1 Linear one-step stationary schemes

The theme of this chapter is iterative solution of the linear system

image

(12.1)

where A is a d × d real nonsingular matrix and image The most general iterative method is a rule that for every k = 0, 1, . . . and generates a new vector In other words, ...

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