Methods of Conjugate Gradients for Solving Linear Systems
نویسنده
چکیده
An iterative algorithm is given for solving a system Ax= k of n linear equations in n unknowns. The solution is given in n steps . It is shown that this method is a special case of a very general met hod which also includes Gaussian elimination . These general algorithms are essentially algorithms for findin g an n dimensional ellipsoid . Connections a re m ade wit h the theory of orthogonal polynomials and continued fractions.
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