M. Sakakihara, EXPONENTIALLY CONVERGENT ITERATIVE METHOD FOR LINEAR-EQUATION WITH DENSE MATRIX, Zeitschrift fur angewandte Mathematik und Mechanik, 76, 1996, pp. 667-668
The Bodewig's iteration, which is an exponentially convergent iterativ
e method, for solving a linear equation with a dense matrix is conside
red. Moreover we propose a modification of the Bodewig's iteration to
reduce the complexity. It is shown that the present method is superior
to some basic iteration methods and the Bodewig's iteration.