Iterative Krylov Methods for Large Linear Systems

English

Series: Cambridge Monographs on Applied and Computational Mathematics

ISBN: 0511055013

EAN: 9780511055010

Category: Science / System Theory/Mathematics / Mathematical Analysis/

Publisher: Cambridge University Press

Release Date: 04/16/1999

Synopsis: Computational simulation of scientific phenomena and engineering problems often depend on solving linear systems with a large number of unknowns. This book gives an insight into the construction of iterative methods for the solution of such systems and helps the reader to select the best solver for given classes of problems. The emphasis is on the main ideas and how they have led to efficient solvers such as CG, GMRES, and Bi-CGSTAB. The book also explains the main concepts behind the construction of preconditioners. The reader is encouraged to build their own experience by analysing numerous examples that illustrate how best to exploit the methods. The book also hints at many open problems and as such it will appeal to established researchers. There are many exercises that motivate the material and help students to understand the essential steps in the analysis and construction of algorithms.

Excerpt: Unknown Property Excerpt

Iterative Krylov Methods for Large Linear Systems

Illustrated: No

Format: eBook - PDF

Pages: 236