Iterative methods for linear systems of equations: A brief historical journey

Abstract

This paper presents a brief historical survey of iterative methods for solving linear systems of equations. The journey begins with Gauss who developed the first known method that can be termed iterative. The early 20th century saw good progress of these methods which were initially used to solve least-squares systems, and then linear systems arising from the discretization of partial different equations. Then iterative methods received a big impetus in the 1950s - partly because of the development of computers. The survey does not attempt to be exhaustive. Rather, the aim is to underline the way of thinking at a specific time and to highlight the major ideas that steered the field.