Iterative method - Wikipedia
https://en.wikipedia.org/wiki/Iterative_methodIn the case of a system of linear equations, the two main classes of iterative methods are the stationary iterative methods, and the more general Krylov subspace methods. Stationary iterative methods solve a linear system with an operator approximating the original one; and based on a measurement of the error in the result (the residual), form a "correction equation" for which this process is repeated. While these methods are simple to derive, implement, and an…