• A Comparative Study of Numerical Methods for Solving System of Linear Equations

Abstract

In this paper, we present a survey of different numerical methods for the solution of system of linear equations. Only iterative methods are being considered. In iterative methods, Jacobi, Gauss-Seidel, generalized Jacobi, generalized Gauss-Seidel, SOR, CG and GMRES methods will be discussed. The criteria adopted are, the number of iterations, time to converge and accuracy. Finally the results show that the GMRES method is much more efficient than the other iterative methods considered in this paper.