Daniel,
They are used for solving huge simultaneous linear equations of the form
A.x=b where A is a large NxN matrix of known values, b is a vector of N
results and x is a vector of N unknowns.
These equations can be solved by direct & indirect (iterative) methods,
direct methods are OK for matrices up to say 5000x5000 (25 million elements)
but limited memory becomes a problem with storing intermediate calculations.
Iterative methods on the other hand make a guess of x and use the result of
calculating Ax-b to form a better guess for x, depending on the method &
what type of matrix A is determines how quickly ( how many iterations are
required) the solution converges to the correct value depending on the
accuracy required.
Typical applications are finite element analysis & boundary element method
applications in structural engineering, fluid flow, electrostatics etc.
Hope this helps.
Regards
mark
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