Iterative methods

Previously we have discussed direct linear algebra solvers based on decompositions of the original matrix AA. The amount of computational effort required to achieve these decomposisions is O(n3)\mathcal{O}(n^3), where nn is the number of rows of a square matrix. They are therefore unsuitable for the large, sparse systems of equations that are typically encountered in scientific applications. An alternate class of linear algebra solvers are the iterative methods, which produce a series of approximate solutions xkx_k to the Ax=bA x = b problem. The performance of each algorithm is then based on how quickly, or how many iterations kk are required, for the solution xkx_k to converge to within a set tolerance of the true solution xx.