Input: , , , 1) for until convergence do 2) Solve for : Find the lu factorization of i.e., . Solve the lower triangular system for . Solve the Upper triangular system for . 3) Compute and 4) Form the matrix 5) Find the LU factorization of , that is 6) Solve for . 7) Solve for . 8) Form the vector . 9) Update 10) end for Output: . |