Iterative solution of linear systems in the 20th century
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historical surveyincomplete factorizationiterative methodsKrylov subspace methodslinear algebraic equationsmultigrid methodsparallel computationpolynomial accelerationspreconditioningprojection methodsrelaxation-based methodsRichardson method
History of mathematics in the 20th century (01A60) History of numerical analysis (65-03) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Parallel numerical computation (65Y05)
This paper gives an excellent survey of the development of iterative methods for solving linear algebraic equations. After a historic perspective relaxation-based methods are first discussed. Richardson and projection methods as well as second-order and polynomial accelerations are then described. After examining the Krylov subspace methods, preconditioning is examined including incomplete factorization, parallel and multilevel preconditioners. Multigrid methods are finally discussed.
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