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  2. Iterative method - Wikipedia

    en.wikipedia.org/wiki/Iterative_method

    An iterative method with a given iteration matrix is called convergent if the following holds lim k → ∞ C k = 0. {\displaystyle \lim _{k\rightarrow \infty }C^{k}=0.} An important theorem states that for a given iterative method and its iteration matrix C {\displaystyle C} it is convergent if and only if its spectral radius ρ ( C ...

  3. Gauss–Seidel method - Wikipedia

    en.wikipedia.org/wiki/Gauss–Seidel_method

    Though it can be applied to any matrix with non-zero elements on the diagonals, convergence is only guaranteed if the matrix is either strictly diagonally dominant, [1] or symmetric and positive definite. It was only mentioned in a private letter from Gauss to his student Gerling in 1823. [2] A publication was not delivered before 1874 by ...

  4. H-matrix (iterative method) - Wikipedia

    en.wikipedia.org/wiki/H-matrix_(iterative_method)

    In mathematics, an H-matrix is a matrix whose comparison matrix is an M-matrix.It is useful in iterative methods.. Definition: Let A = (a ij) be a n × n complex matrix. Then comparison matrix M(A) of complex matrix A is defined as M(A) = α ij where α ij = −|A ij | for all i ≠ j, 1 ≤ i,j ≤ n and α ij = |A ij | for all i = j, 1 ≤ i,j ≤ n.

  5. Jacobi method - Wikipedia

    en.wikipedia.org/wiki/Jacobi_method

    In numerical linear algebra, the Jacobi method (a.k.a. the Jacobi iteration method) is an iterative algorithm for determining the solutions of a strictly diagonally dominant system of linear equations. Each diagonal element is solved for, and an approximate value is plugged in. The process is then iterated until it converges.

  6. Modified Richardson iteration - Wikipedia

    en.wikipedia.org/wiki/Modified_Richardson_iteration

    Modified Richardson iteration is an iterative method for solving a system of linear equations. Richardson iteration was proposed by Lewis Fry Richardson in his work dated 1910. It is similar to the Jacobi and Gauss–Seidel method. We seek the solution to a set of linear equations, expressed in matrix terms as =.

  7. Successive over-relaxation - Wikipedia

    en.wikipedia.org/wiki/Successive_over-relaxation

    Spectral radius () of the iteration matrix for the SOR method .The plot shows the dependence on the spectral radius of the Jacobi iteration matrix := ().. The choice of relaxation factor ω is not necessarily easy, and depends upon the properties of the coefficient matrix.

  8. Contingency table - Wikipedia

    en.wikipedia.org/wiki/Contingency_table

    Confusion matrix; Pivot table, in spreadsheet software, cross-tabulates sampling data with counts (contingency table) and/or sums. TPL Tables is a tool for generating and printing crosstabs. The iterative proportional fitting procedure essentially manipulates contingency tables to match altered joint distributions or marginal sums.

  9. Relaxation (iterative method) - Wikipedia

    en.wikipedia.org/wiki/Relaxation_(iterative_method)

    Relaxation methods are used to solve the linear equations resulting from a discretization of the differential equation, for example by finite differences. [ 2 ] [ 3 ] [ 4 ] Iterative relaxation of solutions is commonly dubbed smoothing because with certain equations, such as Laplace's equation , it resembles repeated application of a local ...