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from Part I - Numerical Linear Algebra
Published online by Cambridge University Press: 29 September 2022
We present the classical theory of linear iterative schemes for linear systems of equations: the Richardson, Jacobi, Gauss–Seidel, and relaxation methods are presented and analyzed. We introduce the Householder-John criterion for convergence of iterative schemes. The symmetrization and symmetric iterations are presented for the relaxation scheme. Some nonstationary methods, like minimal residuals, Chebyshev iterations, and minimal corrections are presented.
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