Iterative methods for solution of linear system equations: From past to future

MaRDI QIDQ2747638zbMATH OpenFDO

Authors Isabella Podgajetzki, Hartmut Haefner, Willi Schönauer, Rüdiger Weiss

Publication date 24 June 2003

Published in Matematicheskoe Modelirovanie (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/mm/v13/i2/p39

zbMATH Keywords

conjugate gradient methodGMERRGMRESiterative solverKrylov methodlarge systemsmatrix-vector productparallel computationsteepest descent methodsurvey paper

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50) Parallel numerical computation (65Y05)

Review text

The authors give an overview on iterative methods for solving large systems of linear algebraic equations. At first, classical methods for systems with a symmetric, positive definite matrix (steepest descent method and conjugate gradient method) are presented. Then, it is explained how modern iterative methods can be constructed by using the basic ideas of the classical methods. The Krylov methods GMRES and GMERR are discussed more in detail. Furthermore, the parallelization of the iterative solvers is studied. Especially, the parallel computation of the matrix-vector product, one of the basic operations in all iterative methods, is explained in detail.

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