A simple algorithm is described whi ch is well adapted to the effective solu tio n of large syste ms of linear a lgebraic eq uations by a succession of well-converge n t approximations.
IntroductionIn an earlier publication [14) 2 a method was describ ed which gener ated the eigenvalues and eigenl'ecLors of a matrix by a successi ve algorithm based on minimizations by least squares. 3 The ad Irantage of thi s method consists in the fact tha t th e successive iterations arc constantly employcd with maximum efficiency which guaran tees fastcst convcrgence for a gilren number of iterations. Moreover, with th c proper care the accumul ation of rounding elTors can be avoided. The resulting high precision is of gl'ea t ad van tage if the separation of closely bunch ed eigcnvalues and eigenvectors is demanded [16) .It was pointed out in [14 , p. 256) that the inversion of a matrix, and thus th e solu tion of simultaneous systems of linear equatio ns, is contained in th e general procedure as a sp ecial casco HowC\rer , in view of the great importance associated wi th the solu tion of large systems of lineal' equations, this problem deserved more thall passing attention . It is the purpose of the present discussion to adop t the ge neral principles of t he previous imrestigation to the specifi c demands tha t arise if we are not interested in the complete analysis of a matrix but only in th e more special problem of ob taining the solution of a gi I'en set of linear equations Ay = bo (1 ) with a given matrix A and a given right side boo This is actually eq ui valent to the c valuation of one eigen vector onl~' , of a symmetric, positive definite matrix. It is clear th at this will require considerably less detailed analysis than the problem of constructing the entire set of eigenvector~ and eigenvalues assoc iated with an arbitrary matrix.
. The Double Set of Vectors Associated With the Method of Minimized IterationsThe prelrious investigation [14) started out with an algorithm (see p . 261) which genera ted a double set of polynomials, later on deno ted by Pi(X) and qt(x) (see p . 274). Then a second algorithm was I '1'he preparation of this paper was sp onsored (in part) by the Office of Naval Research., Figures in brackets indicate th e literature references at the end of this paper. 3 The prescnt papcr is a natural sequel to the previous publication and depends on the prcvious find ings. The reader's fam iliarity with t he earlier development is assumed throughout t his p aper; the sym bolism of the present paper is in har mony with that used before, in particular the notatiolll'Q, if applied to vectors, shall mean the sClliar product of these two vectOl S.207064-52--3 introduced, called " minimized iter ations", which avoided th e numerical difficulties of th e fi rst algorithm (see p . 287) and had , in add ition, theoretically valuable proper ties for the solution of differential and integr al equa tions (p . 272).In this second algorithm, however, only one-half of the previous polynomials were repre ented, corr...