Iterative Methods

For very large systems, direct solution methods (e.g. LU decomposition) are slow and RE prone.
Often iterative methods much more efficient:
- Guess a trial solution x0
- Compute a correction x1 = x0 + x
- Iterate procedure until convergence, i.e. |x| < D
e.g. Congugate gradient method for sparse systems (NRiC 2.7).

For very large systems, direct solution methods (e.g. LU decomposition) are slow and RE prone.