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A fundamental problem in numerical analysis is the solution of a
system of linear
equations
|  |
(241) |
where
is a square matrix and
,
are
vectors of
and n
components, respectively. The formal solution
|  |
(242) |
is rarely used numerically, as it requires the determination of
the inverse matrix
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)
for
given right-hand-side
vector(s)
using either direct or iterative approaches.
Michael Renardy
1998-07-13