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Linear algebraic problems

A fundamental problem in numerical analysis is the solution of a system of linear equations  
 \begin{displaymath}
{\bf A} \cdot {\bf x} = {\bf b},\end{displaymath} (241)
where ${\bf A}$ is a square matrix and ${\bf x}$, ${\bf b}$ are vectors of $n\times n$ and n components, respectively. The formal solution  
 \begin{displaymath}
{\bf x} = {\bf A}^{-1} \cdot {\bf b}\end{displaymath} (242)
is rarely used numerically, as it requires the determination of the inverse matrix ${\bf A}^{-1}$which is computationally very expensive if it is to be calculated through Kramer's rule (and also numerically unstable). Instead, we calculate directly the vector(s) ${\bf x}$ for given right-hand-side vector(s) ${\bf b}$ using either direct or iterative approaches.



 

Michael Renardy
1998-07-13