Chebyshev Method

Using Chebyshev method, this application solves the system of linear equations $Ax=b$, where $A$ is a symmetric positive definite matrix, $x$ and $b$ are real vectors. In this method the largest eigenvalue $\lambda_{\text{max}}$ and the smallest $\lambda_{\text{min}}$ of $A$ are required and they are calculated internally. The solver updates $x_k$ iteratively and stops when $k=1000$ or $\|b-Ax_k\| < 10^{-8}$ which in the latter case $x_k$ is the solution of the problem.

Input Data

See Input Data for how to enter data to a matrix and a vector of real numbers.

Chebyshev Method Calculator