Iterative method is a mathematical process to solve problems by finding a series of approximate solutions from an initial estimate. Different from the direct method, when solving a problem by iterative method, there is no fixed number of steps, only approximate solutions can be obtained, and a series of approximate solutions will converge to the exact solution of the problem. Convergence method will be used to judge whether the approximate solution is convergent or not. Generally speaking, even if arithmetic with infinite precision is used, iterative method can't get the exact solution of the problem in a limited number of times.
In numerical analysis, iterative method will be more commonly used than direct method. Such as Newton method, dichotomy, Jacobian method, generalized minimum residue method (GMRES) and * * * yoke gradient method. In computational matrix algebra, large-scale problems generally need to be solved by iterative method.