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Linear Iteration Method

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In case of a linear iteration procedure the solution of a LSE $ Ax=b$ is approximated by a sequence of approximating solutions

$\displaystyle x_{\ell} = Q x_{\ell-1} + p,\quad \ell=1,2,\ldots, $

where $ x$ is a solution of the LSE if and only if $ x$ is a fixpoint of the iteration map, that is, if $ x = Qx$.

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  automatically generated 4/24/2007