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In numerical analysis, Stone's method, also known as the strongly implicit procedure or SIP, is an algorithm for solving a sparse linear system of equations. The method uses an incomplete LU decomposition, which approximates the exact LU decomposition, to get an iterative solution of the problem. The method is named after Harold S. Stone, who proposed it…
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method lu decomposition matrix equations sparse system iterative stone 1968 pentadiagonal numerical solving linear incomplete proposed equation coefficient approximate algorithm
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