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Series on Soviet and East European Mathematics - Vol. 4
ITERATIVE INCOMPLETE FACTORIZATION METHODS
by V P Il'in (Russian Academy of Science)
This book is devoted to numerical methods for solving sparse linear algebra systems of very large dimension which arise in the implementation of the mesh approximations of the partial differential equations. Incomplete factorization is the basis of the wide class of preconditioning interative processes with acceleration by conjugate gradients or the Chebyshev technique. Different kinds of explicit and implicit algorithms are considered. Theoretical grounds of correctness and estimates of the convergence velocity of iterations are presented. Together with the results of experimental investigations for the typical examples, this book is the first on systematic studying of the incomplete factorization methods.
Contents:
- Some Elements from Linear Algebra
- Buleev Methods and 'Grid'
Principles of Incomplete Factorization
- Matrix Analysis of Incomplete Factorization Methods
- Problems of Theoretical Background
- Examples of Numerical Experiments
Readership: Graduates in mathematics and mathematicians.
"This book gives an authoritative and selfcontained account of the development of incomplete factorization methods."
| 200pp |
Pub. date: Jul 1992 |
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