If I had to pick only 5 methods that I

mitos3lmt53e

mitos3lmt53e

Answered question

2022-06-03

If I had to pick only 5 methods that I should understand thoroughly for solving big systems of linear equations which would they be? And what would be the most important reason for each choice?

Answer & Explanation

duhovitozywpv

duhovitozywpv

Beginner2022-06-04Added 3 answers

This is a very interesting but broad question. I will try to give a succinct answer as to when to prefer what according to me. The summary of my answer is: it depends on the structure of the matrix. Iterative Solvers (or any solvers really) try to use as much of the structure of the matrix when computing the solution. If you know ANYTHING about the matrix, there is likely an iterative solver designed precisely for that case. For instance:

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