Iterative methods, Chapter 6

  • Direct solvers such as Gauss elimination and LU decomposition discussed in connection with project 1.
  • Iterative solvers such as Basic iterative solvers, Jacobi, Gauss-Seidel, Successive over-relaxation. These methods are easy to parallelize, as we will se later. Much used in solutions of partial differential equations.
  • Other iterative methods such as Krylov subspace methods with Generalized minimum residual (GMRES) and Conjugate gradient etc will not be discussed.