Iterative methods for solving linear systems

✍ Scribed by Anne Greenbaum

• Book ID: 127456404
• Publisher: Society for Industrial and Applied Mathematics
• Year: 1987
• Tongue: English
• Weight: 2 MB
• Series: Frontiers in applied mathematics 17
• Edition: 1
• Category: Library
• City: Philadelphia, PA
• ISBN: 089871396X

✦ Synopsis

Much recent research has concentrated on the efficient solution of large sparse or structured linear systems using iterative methods. A language loaded with acronyms for a thousand different algorithms has developed, and it is often difficult even for specialists to identify the basic principles involved. Here is a book that focuses on the analysis of iterative methods. The author includes the most useful algorithms from a practical point of view and discusses the mathematical principles behind their derivation and analysis. Several questions are emphasized throughout: Does the method converge? If so, how fast? Is it optimal, among a certain class? If not, can it be shown to be near-optimal? The answers are presented clearly, when they are known, and remaining important open questions are laid out for further study.