David M. Young
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Iterative Solution of Large Linear Systems (eBook, PDF)

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Iterative Solution of Large Linear Systems describes the systematic development of a substantial portion of the theory of iterative methods for solving large linear systems, with emphasis on practical techniques. The focal point of the book is an analysis of the convergence properties of the successive overrelaxation (SOR) method as applied to a linear system where the matrix is "consistently ordered".Comprised of 18 chapters, this volume begins by showing how the solution of a certain partial differential equation by finite difference methods leads to a large linear system with a sparse matri...

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