In the second edition of this classic monograph, complete with four new
chapters and updated references, readers will now have access to content
describing and analysing classical and modern methods with emphasis on
the algebraic structure of linear iteration, which is usually ignored in
other literature.
The necessary amount of work increases dramatically with the size of
systems, so one has to search for algorithms that most efficiently and
accurately solve systems of, e.g., several million equations. The choice
of algorithms depends on the special properties the matrices in practice
have. An important class of large systems arises from the discretization
of partial differential equations. In this case, the matrices are sparse
(i.e., they contain mostly zeroes) and well-suited to iterative
algorithms.
The first edition of this book grew out of a series of lectures given by
the author at the Christian-Albrecht University of Kiel to students of
mathematics. The second edition includes quite novel approaches.