Iterative Krylov Methods for Large Linear Systems
Based on extensive research by Henk van der Vorst, this book presents an overview of a number of Krylov projection methods for the solution of linear systems of equations. Van der Vorst demonstrates how these methods can be derived from basic iteration formulas and how they are related. Focusing on the ideas behind the methods rather than a complete presentation of the theory, the volume includes a substantial amount of references for further reading as well as exercises to help students initially encountering the material.
- Now in paperback, it incorporates corrections from the author
- Based on extensive teaching experience
- Contains numerous exercises and references for further reading
Reviews & endorsements
"The book contains basic material as well as many interesting aspects of iterative methods which may lead to new algorithms. Hence it is of interest to both students and researcher. Moreover, it is very clearly written and hence is a very good tool to use for teaching both undergraduate and postgraduate courses for mathematicians, computer scientists and engineers."
Melina A. Freitag, Mathematical Reviews
Product details
November 2009Paperback
9780521183703
236 pages
228 × 152 × 13 mm
0.39kg
50 b/w illus. 65 exercises
Available
Table of Contents
- Preface
- 1. Introduction
- 2. Mathematical preliminaries
- 3. Basic iteration methods
- 4. Construction of approximate solutions
- 5. The conjugate gradients method
- 6. GMRES and MINRES
- 7. Bi-conjugate gradients
- 8. How serious is irregular convergence?
- 9. BI-CGSTAB
- 10. Solution of singular systems
- 11. Solution of f (A)x = b with Krylov subspace information
- 12. Miscellaneous
- 13. Preconditioning
- References
- Index.