Survey of Preconditioned Iterative Methods
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A01=Are Magnus Bruaset
advanced matrix analysis
Author_Are Magnus Bruaset
Basic Iteration
Bilinear Form
Category=PBF
Category=PBKJ
Cgm
computational mathematics
Domain Decomposition Methods
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Generalized Conjugate Gradient
Incomplete Factorization
Iteration Matrix
Iterative Methods
iterative solver strategies for researchers
Iterative Solvers
Krylov Iteration
Krylov Method
Krylov Solver
Krylov Subspace
Krylov Subspace Methods
Krylov Subspace Solvers
Lanczos Algorithms
Left Preconditioner
LU Factorization
Matrix Splittings
Nonsymmetric Problems
numerical linear algebra
partial differential equations
QR Factorization
scientific computing methods
Sparse Approximate Inverse
Sparsity Pattern
symmetric linear systems
Triangular Solves
Van Der Vorst
Product details
- ISBN 9780582276543
- Weight: 317g
- Dimensions: 174 x 246mm
- Publication Date: 05 May 1995
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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The problem of solving large, sparse, linear systems of algebraic equations is vital in scientific computing, even for applications originating from quite different fields. A Survey of Preconditioned Iterative Methods presents an up to date overview of iterative methods for numerical solution of such systems. Typically, the methods considered are well suited for the kind of systems arising from the discretization of partial differential equations. The focus of this presentation is on the family of Krylov subspace solvers, of which the Conjugate Gradient algorithm is a typical example. In addition to an introduction to the basic principles of such methods, a large number of specific algorithms for symmetric and nonsymmetric problems are discussed.
When solving linear systems by iteration, a preconditioner is usually introduced in order to speed up convergence. In many cases, the selection of a proper preconditioner is crucial to the resulting computational performance. For this reason, this book pays special attention to different preconditioning strategies.
Although aimed at a wide audience, the presentation assumes that the reader has basic knowledge of linear algebra, and to some extent, of partial differential equations. The comprehensive bibliography in this survey is provides an entry point to the enormous amount of published research in the field of iterative methods.
