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Iterative Solution of Large Sparse Systems of Equations (Hardcover, 2nd ed. 2016)
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Iterative Solution of Large Sparse Systems of Equations (Hardcover, 2nd ed. 2016)
Series: Applied Mathematical Sciences, 95
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In the second edition of this classic monograph, complete with four
new chapters and updated references, readers will now have access
to content describing and analysing classical and modern methods
with emphasis on the algebraic structure of linear iteration, which
is usually ignored in other literature. The necessary amount of
work increases dramatically with the size of systems, so one has to
search for algorithms that most efficiently and accurately solve
systems of, e.g., several million equations. The choice of
algorithms depends on the special properties the matrices in
practice have. An important class of large systems arises from the
discretization of partial differential equations. In this case, the
matrices are sparse (i.e., they contain mostly zeroes) and
well-suited to iterative algorithms. The first edition of this book
grew out of a series of lectures given by the author at the
Christian-Albrecht University of Kiel to students of mathematics.
The second edition includes quite novel approaches.
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