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Iterative methods for linear systems: theory and applications

✍ Scribed by Maxim A. Olshanskii, Eugene E. Tyrtyshnikov


Publisher
SIAM-Society for Industrial and Applied Mathematics
Year
2014
Tongue
English
Leaves
257
Category
Library

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✦ Synopsis


Iterative Methods for Linear Systems offers a mathematically rigorous introduction to fundamental iterative methods for systems of linear algebraic equations. The book distinguishes itself from other texts on the topic by providing a straightforward yet comprehensive analysis of the Krylov subspace methods, approaching the development and analysis of algorithms from various algorithmic and mathematical perspectives, and going beyond the standard description of iterative methods by connecting them in a natural way to the idea of preconditioning.

Audience: The book supplements standard texts on numerical mathematics for first-year graduate and advanced undergraduate courses and is suitable for advanced graduate classes covering numerical linear algebra and Krylov subspace and multigrid iterative methods. It will be useful to researchers interested in numerical linear algebra and engineers who use iterative methods for solving large algebraic systems.

Contents: Chapter 1: Krylov Subspace Methods; 1.1: Simple iterative methods; 1.2: Subspaces and iterative methods; 1.3: Analysis of the minimal residual method; 1.4: Analysis of the conjugate gradient method; Chapter 2: Toeplitz Matrices and Preconditioners; 2.1: Introduction to Toeplitz Matrices; 2.2: Preconditioners and applications; Chapter 3: Multigrid Preconditioners; 3.1: The introductory section; 3.2: Two-grid iteration; 3.3: Multigrid iteration; 3.4: Convergence analysis; Chapter 4: Preconditioners by Space Decomposition; 4.1: Space decomposition framework; 4.2: Grid decomposition methods; 4.3: Domain decomposition methods; 4.4: Convergence analysis for the Poisson problem; Chapter 5: Some Applications; 5.1: Multigrid preconditioners for singular-perturbed problems; 5.2: Preconditioners for certain problems of fluid mechanics; Bibliography; Index

✦ Subjects


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πŸ“œ SIMILAR VOLUMES


Iterative methods for solving linear sys
✍ Anne Greenbaum πŸ“‚ Library πŸ“… 1987 πŸ› Society for Industrial and Applied Mathematics 🌐 English

Totally awesome and well organized contents are in this material. Nice book to get the knowledge of numerical linear algebra!!!

Iterative methods for sparse linear syst
✍ Yousef Saad πŸ“‚ Library πŸ“… 2003 πŸ› Society for Industrial and Applied Mathematics 🌐 English

This book can be used to teach graduate-level courses on iterative methods for linear systems. Engineers and mathematicians will find its contents easily accessible, and practitioners and educators will value it as a helpful resource. The preface includes syllabi that can be used for either a semest