Iterative methods

(Difference between revisions)

Revision as of 07:04, 16 September 2005

For solving a set of linear equations, we seek the solution to the problem:

$AX = Q$

After k iterations we obtain an approaximation to the solution as:

$Ax^{(k)} = Q - r^{(k)}$

where $r^{(k)}$ is the residual after k iterations.
Defining:

$\varepsilon ^{(k)} = x - x^{(k)}$

as the difference between the exact and approaximate solution.
we obtain :

$A\varepsilon ^{(k)} = r^{(k)}$

the purpose of iterations is to drive this residual to zero.