# Iterative methods

(Difference between revisions)
 Revision as of 22:32, 17 September 2005 (view source)Zxaar (Talk | contribs)← Older edit Revision as of 22:33, 17 September 2005 (view source)Zxaar (Talk | contribs) Newer edit → Line 17: Line 17: [/itex]
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- When  neither '''B''' nor '''c''' depend upon the iteration count (k), the iterative method is called stationary iterative method. + When  neither '''B''' nor '''c''' depend upon the iteration count (k), the iterative method is called stationary iterative method. Some of the stationary iterative methods are:
+ #Jacobi  method + #Gauss-Seidel  method + #Successive Overrelaxation  (SOR) method and + #Symmetric Successive Overrelaxation  (SSOR) method

## Revision as of 22:33, 17 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.

### Stationary Iterative Methods

Iterative methods that can be expressed in the simple form:

$x^{(k)} = Bx^{(k)} + c$

When neither B nor c depend upon the iteration count (k), the iterative method is called stationary iterative method. Some of the stationary iterative methods are:

1. Jacobi method
2. Gauss-Seidel method
3. Successive Overrelaxation (SOR) method and
4. Symmetric Successive Overrelaxation (SSOR) method