Convergence of Craig's Method for Linear Algebraic Systems

摘要

Craig's iterative method is designed to solve linear algebraic systems with an asymmetric (or even rectangular) matrix. A simple representation is constructed for the method. Test examples are used to study iterative convergence and compare the method with the conjugate gradient method. Although round-off errors in Craig's method proved to slow down iterative convergence significantly, they allowed attaining high accuracy (if the matrix was well-conditioned). An efficient iteration-stopping criterion is found.