The term ``iterative method'' refers to a wide range of techniques that use successive approximations to obtain more accurate solutions to a linear system at each step. In this book we will cover two types of iterative methods. Stationary methods are older, simpler to understand and implement, but usually not as effective. Nonstationary methods are a relatively recent development; their analysis is usually harder to understand, but they can be highly effective. The nonstationary methods we present are based on the idea of sequences of orthogonal vectors. (An exception is the Chebyshev iteration method, which is based on orthogonal polynomials.)

Stationary iterative method: Iterative method that performs in each iteration the same operations on the current iteration vectors. Nonstationary iterative method: Iterative method that has iteration-dependent coefficients. Dense matrix: Matrix for which the number of zero elements is too small to warrant specialized algorithms. Sparse matrix: Matrix for which the number of zero elements is large enough that algorithms avoiding operations on zero elements pay off. Matrices derived from partial differential equations typically have a number of nonzero elements that is proportional to the matrix size, while the total number of matrix elements is the square of the matrix size.

The rate at which an iterative method converges depends greatly on the
spectrum of the coefficient matrix. Hence, iterative methods usually
involve a second matrix that transforms the coefficient matrix into
one with a more favorable spectrum. The transformation matrix is
called a *preconditioner*.
A good preconditioner improves the convergence of the iterative method,
sufficiently to overcome the extra cost of constructing and applying
the preconditioner. Indeed, without a preconditioner the iterative
method may even fail to converge.

- Overview of the Methods
- Stationary Iterative Methods
- Nonstationary Iterative Methods
- Computational Aspects of the Methods
- A short history of Krylov methods
- Survey of recent Krylov methods

Mon Nov 20 08:52:54 EST 1995