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Krylov Solvers for Linear Algebraic Systems: Krylov Solvers Volume 11

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Krylov Solvers for Linear Algebraic Systems: Krylov Solvers Volume 11 - Broyden, Charles George, and Vespucci, Maria Teresa
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The first four chapters of this book give a comprehensive and unified theory of the Krylov methods. Many of these are shown to be particular examples ofthe block conjugate-gradient algorithm and it is this observation thatpermits the unification of the theory. The two major sub-classes of thosemethods, the Lanczos and the Hestenes-Stiefel, are developed in parallel asnatural generalisations of the Orthodir (GCR) and Orthomin algorithms. Theseare themselves based on Arnoldi's algorithm and a generalised Gram-Schmidtalgorithm ...

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Krylov Solvers for Linear Algebraic Systems: Krylov Solvers Volume 11 2004, Elsevier Science, Amsterdam, Netherlands

ISBN-13: 9780444514745

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