Iterative Methods for Solving Linear Systems

Anne Greenbaum

ISBN 10: 089871396X / ISBN 13: 9780898713961

Published by Society for Industrial and Applied Mathematics,U.S., US, 1997

About this Item

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.Greenbaum includes important material on the effect of rounding errors on iterative methods that has not appeared in other books on this subject. Additional important topics include a discussion of the open problem of finding a provably near-optimal short recurrence for non-Hermitian linear systems; the relation of matrix properties such as the field of values and the pseudospectrum to the convergence rate of iterative methods; comparison theorems for preconditioners and discussion of optimal preconditioners of specified forms; introductory material on the analysis of incomplete Cholesky, multigrid, and domain decomposition preconditioners, using the diffusion equation and the neutron transport equation as example problems. A small set of recommended algorithms and implementations is included.

Seller Inventory # LU-9780898713961

Bibliographic Details

• Title: Iterative Methods for Solving Linear Systems
• Publisher: Society for Industrial and Applied Mathematics,U.S., US
• Publication Date: 1997
• Language: English
• ISBN 10: 089871396X
• ISBN 13: 9780898713961
• Binding: Paperback
• Condition: New
• Dimensions: 17.78W x 12.7H x 26.04D centimeters 17.78 centimeters width by 12.7 centimeters height by 26.04 centimeters depth
• Weight: 440 grams

About this title

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.

Book Description

Here is a book that focuses on the analysis of iterative methods for solving linear systems. The author includes the most useful algorithms from a practical point of view and discusses the mathematical principles behind their derivation and analysis.