Overview

Solving linear systems of equations is ubiquitous in scientific computing, therefore, the numerical algorithms for solving them are paramount. Direct and Iterative Linear System Solvers describes the state of the art of direct and iterative methods for solving nonsingular linear systems of equations. The author considers several variants of elimination methods; classical iterative methods; variants of the conjugate gradient method; and Krylov methods for non-symmetric systems and describes many preconditioners. Finite precision arithmetic and numerical experiments are emphasized. Direct and Iterative Linear System Solvers describes and analyzes many numerical experiments with these methods, introduces more recent techniques like mixed precision and randomization, and contains templates of codes for implementing these methods.

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9781611978834

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Gérard Meurant is retired from the French Atomic Energy Commission (CEA), where he worked in applied mathematics from 1970 to 2008. He is the author of more than 60 papers on numerical linear algebra and seven books.

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