ITERATIVE METHODS FOR SOLUTION OF SYSTEMS OF LINEAR EQUATIONS

The direct method are generally employed to solve problems of the first category, while the iterative methods to be discussed ion chapter 3 is preferred for problems of the second category. The iterative methods to be discussed in this project are
the Jacobi method, Gauss-Seidel, soap.

ITERATIVE METHODS




The approximate methods for solving system of linear equations makes it possible to obtain the values of the roots system with the specified accuracy as the limit of the sequence of some vectors. This process of constructing such a sequence is known as iteration. Three closely related methods studied in this work are all iterative in nature. Unlike the direct methods, which attempts to calculate an exact solution in a finite number of operations, these methods starts with an initial approximation and generate successively improved approximations in an infinite sequence whose limit is the exact solution. In practical terms, this has more advantage, because the direct solution will be subject to rounding errors. The procedures involved
in the various methods are described as follows:


THE JACOBI METHOD
THE GAUSS-SEIDEL METHOD



BIBLIOGRAPHY

http://www.bioline.org.br/request?ja08066
http://www.netlib.org/templates/templates.pdf
http://www.cl.cam.ac.uk/techreports/UCAM-CL-TR-650.pdf