Iterative methods for linear systems and implementation on parallel computers

We discuss a number of related iterative methods for the solution of systems of linear equations. These methods are so-called Krylov projection type methods and they include popular methods as conjugate gradients, bi-conjugate gradients, CGS, Bi-CGSTAB, QMR, LSQR, and GMRES. We show how these methods can be derived from simple basic iteration formulas. For the application of the iterative schemes one usually thinks of linear sparse systems, e.g., like those arising in the finite element or finite difference approximations of (systems of) partial differential equations. However, the structure of the operators plays no explicit role in any of these schemes, and these schemes might also successfully be used to solve certain large dense linear systems. Depending on the situation that might be attractive in terms of numbers of floating point operations. Iterative methods form an alternative for direct methods if the matrix of the system is large and sparse, since the amount of memory space for iterative schemes is limited, and also the amount of computational work can be significantly less. For the entire collection see [Zbl 0921.00025].

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