5 Investigation and classification of numerical methods.ĭirect methods for solving a system of linear algebraic equations. 4 Iterative methods for solving the complete eigen value problem. 3 Iterative methods for solving a system of linear algebraic equations. 2 Direct methods for determining the eigen values and eigen vectors of a matrix. 
1 Direct methods for solving a system of linear algebraic equations. Otherwise the numerical method is called iterative. If for any input data a numerical method makes it possible to find a solution of the problem in finitely many arithmetic operations, such a method is called direct. These do not have, as a rule, independent significance in linear algebra and have an auxiliary character in the solution of its main problems.Īny numerical method in linear algebra can be regarded as a sequence of arithmetic operations carried out on elements of the input data. Other problems frequently encountered are: the inversion of a matrix, the calculation of a determinant and the determination of the roots of an algebraic polynomial. 
The branch of numerical mathematics concerned with the mathematical description and investigation of processes for solving numerical problems in linear algebra.Īmong the problems in linear algebra there are two that are the most important: the solution of a system of linear algebraic equations and the determination of the eigen values and eigen vectors of a matrix.
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