Comparison of Two Algorithms for Solving Large Linear Systems

DOI10.1137/0903032MaRDI QIDQ3953081zbMATH OpenOpenAlexFDO

Authors J. Waśniewski, Kjeld Schaumburg, Zahari Zlatev

Publication date 1982

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0903032

zbMATH Keywords

accuracy requirementsaugmented matricesdrop- tolerancefill-insGaussian eliminationiterative refinementleast-squares problemsmatrix generatorspivotal strategysparse matricestest- matrices

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10)

Cited in

(8)

• Exploiting the sparsity in the solution of linear ordinary differential equations
• A survey of the advances in the exploitation of the sparsity in the solution of large problems
• Solving large and sparse linear least-squares problems by conjugate gradient algorithms
• Comparison of two pivotal strategies in sparse plane rotations
• Efficient implementation of stable Richardson extrapolation algorithms
• Implementation of sparse matrix algorithms in an advection-diffusion-chemistry module
• General scheme for solving linear algebraic problems by direct methods
• A locally refined rectangular grid finite element method: Application to computational fluid dynamics and computational physics

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Uses Software

• Y12M

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