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The problem of solving large, sparse, linear systems of algebraic equations is vital in scientific computing, even for applications originating from quite different fields. A Survey of Preconditioned Iterative Methods presents an up to date overview of iterative methods for numerical solution of such systems. Typically, the methods considered are well suited for the kind of systems arising from the discretization of partial differential equations. The focus of this presentation is on the family of Krylov subspace solvers, of which the Conjugate Gradient algorithm is a typical example. In addition to an introduction to the basic principles of such methods, a large number of specific algorithms for symmetric and nonsymmetric problems are discussed. When solving linear systems by iteration, a preconditioner is usually introduced in order to speed up convergence. In many cases, the selection of a proper preconditioner is crucial to the resulting computational performance. For this reason, this book pays special attention to different preconditioning strategies. Although aimed at a wide audience, the presentation assumes that the reader has basic knowledge of linear algebra, and to some extent, of partial differential equations. The comprehensive bibliography in this survey is provides an entry point to the enormous amount of published research in the field of iterative methods.
When researchers gather around lunch tables, at conferences, or in bars, there are some topics that are more or less compulsory. The discussions are about the ho- less management of the university or the lab where they are working, the lack of funding for important research, politicians' inability to grasp the potential of a p- ticularly promising ?eld, and the endless series of committees that seem to produce very little progress. It is common to meet excellent researchers claiming that they have almost no time to do research because writing applications, lecturing, and - tending to committee work seem to take most of their time. Very few ever come into a position to do something about it. With Simula we have this chance. We were handed a considerable annual grant and more or less left to ourselves to do whatever we thought would produce the best possible results. We wanted to create a place where researchers could have the time and conditions necessary to re?ect over dif?cult problems, uninterrupted by mundane dif?culties; where doctoral students could be properly supervised and learn the craft of research in a well-organized and professional manner; and where entrepreneurs could ?nd professional support in developing their research-based - plications and innovations.
Since the dawn of computing, the quest for a better understanding of Nature has been a driving force for technological development. Groundbreaking achievements by great scientists have paved the way from the abacus to the supercomputing power of today. When trying to replicate Nature in the computer's silicon test tube, there is need for precise and computable process descriptions. The scienti?c ?elds of Ma- ematics and Physics provide a powerful vehicle for such descriptions in terms of Partial Differential Equations (PDEs). Formulated as such equations, physical laws can become subject to computational and analytical studies. In the computational setting, the equations can be discreti ed for ef?cient solution on a computer, leading to valuable tools for simulation of natural and man-made processes. Numerical so- tion of PDE-based mathematical models has been an important research topic over centuries, and will remain so for centuries to come. In the context of computer-based simulations, the quality of the computed results is directly connected to the model's complexity and the number of data points used for the computations. Therefore, computational scientists tend to ?ll even the largest and most powerful computers they can get access to, either by increasing the si e of the data sets, or by introducing new model terms that make the simulations more realistic, or a combination of both. Today, many important simulation problems can not be solved by one single computer, but calls for parallel computing.
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