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Update 2024-06-21-GAMES001-NOTES-12.md
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peng00bo00 committed Jun 21, 2024
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Expand Up @@ -78,6 +78,21 @@ Cholesky分解的伪代码可以参考如下。类似于LU分解,Cholesky分

## 迭代求解

对于更大规模的线性系统,我们通常会使用迭代法来求解。迭代法的基本框架是从一个初始解$$x^0$$出发,反复执行某个步骤来更新当前解

$$
x^{k+1} \leftarrow \Psi (x^k)
$$

迭代过程会继续直到满足设定的迭代次数上限,或者达到一定的残差收敛条件。相较于直接法,迭代法的优势在于可以在任意迭代步骤中得到精度满足要求的近似解,而不需要等到整个算法结束才能终止。在许多应用场景中,仅需一个近似解即可满足需求。同时,一个好的初始解$$x^0$$往往可以极大地减少迭代次数。因此对于特定问题优化的迭代算法有着远高于直接求解的效率。除此之外,迭代法甚至可以推广到系数矩阵$$\mathbf{A}$$没有显式给出的情况。

<div align=center>
<img src="https://search.pstatic.net/common?src=https://i.imgur.com/SjBJZO3.png" width="100%">
<img src="https://search.pstatic.net/common?src=https://i.imgur.com/YS8P1us.png" width="100%">
</div>

### 不动点迭代

## Reference

- [Lecture 13: 线性系统](https://www.bilibili.com/video/BV1MF4m1V7e3?p=13&vd_source=7a2542c6c909b3ee1fab551277360826)

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