By Gerard Meurant
This ebook bargains with numerical tools for fixing huge sparse linear structures of equations, relatively these coming up from the discretization of partial differential equations. It covers either direct and iterative tools. Direct equipment that are thought of are variations of Gaussian removal and quickly solvers for separable partial differential equations in oblong domain names. The ebook reports the classical iterative tools like Jacobi, Gauss-Seidel and alternating instructions algorithms. a selected emphasis is wear the conjugate gradient in addition to conjugate gradient -like equipment for non symmetric difficulties. best preconditioners used to hurry up convergence are studied. A bankruptcy is dedicated to the multigrid strategy and the publication ends with area decomposition algorithms which are like minded for fixing linear structures on parallel computers.
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Computer Solution of Large Linear Systems (Studies in Mathematics and its Applications) by Gerard Meurant