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Computational
Mathematics (Numerical
Differentiation
and Integration,…
Computational
Mathematics
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Iterative Methods
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Convergence analysis
For all x0, {xk} converges to the exact solution x iff ‖T‖ < 1
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If A is PD, relaxation method converges iff 0 < w < 2
If A is PD & tridiagonal, the best choice of w is given.
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- Computer Arithmetic
and Error Analysis
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- Solving
Nonlinear
Equations
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- Approximation of
Functions and Data
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- Numerical
Differentiation
and Integration
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