Algorithms for the Solution of Linear Systems of Equations

This chapter contains sections titled:

• Naive Gaussian Elimination

• Pivoting

• Condition Numbers and Error Propagation in the Solution of Linear Systems

• Cholesky Decomposition for Complex-Symmetric Systems

• Reordering Algorithms for Sparse Systems of Equations

• Banded Storage for Gaussian Elimination

• Variable-Bandwidth or Envelope Storage for Gaussian Elimination

• Sparse Matrix Methods Employing Dynamic Storage Allocation

• Frontal Algorithm for Gaussian Elimination

• Iterative Methods for Matrix Solution

• The Conjugate Gradient Algorithm for General Linear Systems

• The Conjugate Gradient-Fast Fourier Transform (CG-FFf) Procedure

• Fast Matrix-Vector Multiplication: An Introduction to the Fast Multipole Method

• Preconditioning Strategies for Iterative Algorithms

• Summary

This chapter contains sections titled:

• References

• Problems