Iterative methods for linear systems. Theory and applications (Q2925320)

Systems of linear equations are ubiquitous in numerical analysis and scientific computing and iterative methods are indispensable for the numerical treatment of such systems. This book offers a rigorous introduction to fundamental iterative methods for systems of linear algebraic equations, their theory and applications. A straightforward yet comprehensive analysis of the Krylov subspace methods, approaching the development and analysis of algorithms from various perspectives, and going beyond the standard description of iterative methods by connecting them in a natural way to the idea of preconditioning is here achieved, distinguishing this book itself from other books on the topic. The book supplements standard texts on numerical mathematics for first-year graduate and advanced undergraduate courses and is suitable for advanced graduate classes covering numerical linear algebra and Krylov subspace and multigrid iterative methods. A great number of application examples, remarks and exercises, are accompanying each chapter. This book will be useful to researchers interested in numerical linear algebra and engineers who use iterative methods for solving large algebraic systems and pre- and post-graduate students working or studying in the field of numerical analysis and scientific computing.