Systems of linear equations appear in many areas of scientific and engineering calculations in common. The iterative method is the basic method for solving large systems of linear equations, the basic issue involved iterative method is to construct an iterative format. However, the iterative format that we have constructed is meaningful it depends on the iteration whether is convergent. For a convergent iterative scheme, its value will depend on the speed and efficiency of convergence of the iterative process. Firstly, some classical iterative methods (Jacobi method, Gauss-Seidel method, SOR method, SSOR method, etc.) are discussed in detail, and in the theoretical analysis the convergence. Then, given a practical iterative method, in this way it can depart from any approximation, and does not require any of the original equations of transformation, greatly facilitate our operations on a number of issues, and effectiveness through numerical calculation example for the iterative method was validated.