LINEAR SYSTEM SOLVERS : SPARSE ITERATIVE METHODS

@inproceedings{Vorst1997LINEARSS,
  title={LINEAR SYSTEM SOLVERS : SPARSE ITERATIVE METHODS},
  author={Henk A. van der Vorst and Tony F. Chan},
  year={1997}
}
In this chapter we will present an overview of a number of related iterative methods for the solution of linear systems of equations. These methods are so-called Krylov projection type methods and they include popular methods as Conjugate Gradients, Bi-Conjugate Gradients, LSQR and GMRES. We will sketch how these methods can be derived from simple basic iteration formulas, and how they are interrelated. Iterative schemes are usually considered as an alternative for the solution of linear sparse… CONTINUE READING
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