Title: Lecture 10: Linear Systems Iterative methods
Course: Numerical Analysis > Section: Module 6: Iterative Methods for Linear Systems

In this lecture we introduce two iterative methods for solving systems of linear equations: the Jacobi and the Gauss Seidel methods. In both methods we commence with an approximate solution, and then we iteratively repeat a process that, if the conditions are right will converge to the solution.

We also discuss the iterative power method of determining the dominant eigenvalue of a square matrix.

These methods are well suited to be implemented by computers where many iterations can be performed in a short time.