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Computer Solution of Large Linear Systems, Volume 28 (Hardcover)
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Computer Solution of Large Linear Systems, Volume 28 (Hardcover)
Series: Studies in Mathematics & Its Applications
Expected to ship within 12 - 17 working days
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Hardbound. This book deals with numerical methods for solving large
sparse linear systems of equations, particularly those arising from
the discretization of partial differential equations. It covers
both direct and iterative methods. Direct methods which are
considered are variants of Gaussian elimination and fast solvers
for separable partial differential equations in rectangular
domains. The book reviews the classical iterative methods like
Jacobi, Gauss-Seidel and alternating directions algorithms. A
particular emphasis is put on the conjugate gradient as well as
conjugate gradient -like methods for non symmetric problems. Most
efficient preconditioners used to speed up convergence are studied.
A chapter is devoted to the multigrid method and the book ends with
domain decomposition algorithms that are well suited for solving
linear systems on parallel computers.
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