Iterative Methods for Solving Linear Systems (Frontiers in Applied Mathematics, Series Number 17)

Iterative Methods for Solving Linear Systems (Frontiers in Applied Mathematics, Series Number 17) by Greenbaum, Anne. paperback edition. ISBN: 9780898713961.

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.