2. Krylov's methods
2.1 Base construction
All these methods start from a given initial vector x0 having n components. In general, x0 = 0 or a vector with random components is chosen. The initial residual r0 is defined by r0 = b – Ax0. The Krylov space of order k constructed over A and r0 and denoted (A, r0) is defined as the space generated by the vectors :
Aleksei N. Krylov was a Russian mathematician and engineer who lived...
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Krylov's methods
Example
- (1) - BARRETT (R.), BERRY (M.), CHAN (T.F.), DEMMEL (J.), DONATO (J.), DONGARRA (J.), EIJKHOUT (V.), POZO (R.), ROMINE (C.), VAN DER VORST (H.V.) - Templates for the solution of linear systems : building blocks for iterative methods. - SIAM (1994).
- (2) - FISCHER (B.) - Polynomial based iteration methods for symmetric linear systems. - Wiley...
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