Iterative Methods for Linear Systems II: Krylov Methods and Multigrid
نویسنده
چکیده
Today, we will discuss a class of methods based on repeated applications of the matrix A to some vector (either the residual or the right hand side). These methods are called Krylov methods. We will present two important Krylov methods: the famous Conjugate Gradients method, which can be viewed as an improvement of steepest descent, applicable only to symmetric positive-definite matrices; and the Generalized Minimal Residuals (GMRES) method, a Krylov method for general matrices. Finally, we will step away from Krylov methods, and briefly discuss what is typically viewed as the fastest iterative method: the Multigrid method.
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تاریخ انتشار 2016