Synopses & Reviews
This book presents the description of the state of modern iterative techniques together with systematic analysis. The first chapters discuss the classical methods. Comprehensive chapters are devoted to semi-iterative techniques (Chebyshev methods), transformations, incomplete decompositions, gradient and conjugate gradient methods, multi-grid methods and domain decomposition techniques (including e.g. the additive and multiplicative Schwartz method). In contrast to other books all techniques are described algebraically. For instance, for the domain decomposition method this is a new but helpful approach. Every technique described is illustrated by a Pascal program applicable to a class of model problem.
Synopsis
C. F. GauS in a letter from Dec. 26, 1823 to Gerling: 3c empfe le 3 nen biegen IDlobu9 aur 9tac a mung. ec werlic werben eie ie wieber bi- reet eliminiren, wenigftens nic t, wenn eie me r als 2 Unbefannte aben.: Da9 inbirecte 93erfa ren 109st sic alb im ec lafe ausfii ren, ober man fann wo renb be9gelben an anbere: Dinge benfen. CO F. GauS: Werke vol. 9, Gottingen, p. 280, 1903] What difference exists between solving large and small systems of equations? The standard methods well-known to any student oflinear algebra are appli- cable to all systems, whether large or small. The necessary amount of work, however, increases dramatically with the size, so one has to search for algo- rithms that most efficiently and accurately solve systems of 1000, 10,000, or even one million equations. The choice of algorithms depends on the special properties the matrices in practice have. An important class of large systems arises from the discretisation of partial differential equations. In this case, the matrices are sparse (i. e., they contain mostly zeros) and well-suited to iterative algorithms. Because of the background in partial differential equa- tions, this book is closely connected with the author's Theory and Numerical Treatment of Elliptic Differential Equations, whose English translation has also been published by Springer-Verlag. This book grew out of a series of lectures given by the author at the Christian-Albrecht University of Kiel to students of mathematics.
Synopsis
This book presents the description of the state of the modern iterative techniques together with systematic analysis. It discusses classical methods, semi-iterative techniques, incomplete decompositions, conjugate gradient methods, multigrid methods and domain decomposition techniques. Every technique described is illustrated by a Pascal program.