Estudo e implementação de métodos iterativos para solução de sistemas de equações lineares integrados a uma biblioteca numérica.

Abstract

This work consists of a study of iterative methods for solving systems of linear equations aiming at the implementation of these methods in a library of numerical algorithms under development at DSC / UFPB. Initially, an overview of all the selected iterative methods is presented and then a detailed study of the relaxation factor in the Successive Over-Relaxation (SOR) method. Finally, the subroutines and tests are presented, following the techniques used in the design and implementation of the referred library, as well as the conclusions regarding comparisons between direct and iterative methods and between iterative methods with each other.