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Basic examples of stationary iterative methods use a splitting of the matrix such as = + +,:= (()) where is only the diagonal part of , and is the strict lower triangular part of .
In numerical analysis, fixed-point iteration is a method of computing fixed points of a function.. More specifically, given a function defined on the real numbers with real values and given a point in the domain of , the fixed-point iteration is + = (), =,,, … which gives rise to the sequence,,, … of iterated function applications , (), (()), … which is hoped to converge to a point .
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.
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 =.
The method of iteratively reweighted least squares (IRLS) is used to solve certain optimization problems with objective functions of the form of a p-norm: = | |, by an iterative method in which each step involves solving a weighted least squares problem of the form: [1]
Another use of iteration in mathematics is in iterative methods which are used to produce approximate numerical solutions to certain mathematical problems. Newton's method is an example of an iterative method. Manual calculation of a number's square root is a common use and a well-known example.
Many iterative methods (for example, for systems of differential equations) depend upon the direct solution of matrix equations involving matrices more general than tridiagonal matrices. These matrix equations can often be solved directly and efficiently when written as a matrix splitting. The technique was devised by Richard S. Varga in 1960. [1]
There are several techniques for convergence acceleration of the sequences produced by fixed point iteration. [10] For example, the Aitken method applied to an iterated fixed point is known as Steffensen's method, and produces quadratic convergence.