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A survey of preconditioned iterative methods for linear systems of algebraic equations

  • Part II Numerical Mathematics
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Abstract

We survey preconditioned iterative methods with the emphasis on solving large sparse systems such as arise by discretization of boundary value problems for partial differential equations.

We discuss shortly various acceleration methods but the main emphasis is on efficient preconditioning techniques. Numerical simulations on practical problems have indicated that an efficient preconditioner is the most important part of an iterative algorithm. We report in particular on the state of the art of preconditioning methods for vectorizable and/or parallel computers.

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Dedicated to Carl-Erik Fröberg, a pioneer in Numerical Methods.

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Axelsson, O. A survey of preconditioned iterative methods for linear systems of algebraic equations. BIT 25, 165–187 (1985). https://doi.org/10.1007/BF01934996

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  • DOI: https://doi.org/10.1007/BF01934996

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