Some problems in continuous mathematics can be solved exactly by an algorithm. These algorithms are called direct methods. Examples are Gaussian elimination for solving systems of linear equations and the simplex method in linear programming.
However, no direct methods exist for most problems. We might then try to replace the continuous problem by a discrete problem; this process is called discretization. Another possibility is to use an iterative method. Such a method starts from a guess and finds successive approximations that hopefully converge to the solution. Even when a direct method does exist, an iterative method may be preferable because it is more efficient.