Algorithms for the Solutionof Linear Algebraic Equations

• Problem:

  • Solve: Ax = b
  • A = n x n real non-singular, x = n x 1, b = n x 1

• Methods:

  1. Direct Methods
  
  (Gaussian Elimination, LU Decomposition, Crout, Doolittle)
  
  2. Indirect, Iterative Methods
  (Gauss-Jacobi, Gauss-Seidel, Successive Over Relaxation (SOR))
  

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