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Preconditioning

Published online by Cambridge University Press:  27 April 2015

A. J. Wathen
A. J. Wathen*
Affiliation:
Mathematical Institute, University of Oxford, Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, Oxford OX2 6GG, UK E-mail: [email protected]
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Abstract

The computational solution of problems can be restricted by the availability of solution methods for linear(ized) systems of equations. In conjunction with iterative methods, preconditioning is often the vital component in enabling the solution of such systems when the dimension is large. We attempt a broad review of preconditioning methods.

Type
Research Article
Information
Acta Numerica , Volume 24 , 01 May 2015 , pp. 329 - 376
Copyright
© Cambridge University Press, 2015 

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