Algorithms for Sparse Linear Systems

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ABOUT THE BOOK

Large sparse linear systems of equations are ubiquitous in science, engineering and beyond. This open access monograph focuses on factorization algorithms for solving such systems.  It presents classical techniques for complete factorizations that are used in sparse direct methods and discusses the computation of approximate direct and inverse factorizations that are key to constructing general-purpose algebraic preconditioners for iterative solvers.  A unified framework is used that emphasizes the underlying sparsity structures and highlights the importance of understanding sparse direct methods when developing algebraic preconditioners.  Theoretical results are complemented by sparse matrix algorithm outlines.
This monograph is aimed at students of applied mathematics and scientific computing, as well as computational scientists and software developers who are interested in understanding the theory and algorithms needed to tackle sparse systems. It is assumed that the reader has completed a basic course in linear algebra and numerical mathematics. 

TABLE OF CONTENTS

  1. An Introduction to Sparse Matrices

    • Jennifer Scott, Miroslav Tůma
    Pages 1-18

  2. Sparse Matrices and Their Graphs

    • Jennifer Scott, Miroslav Tůma
    Pages 19-30

  3. Introduction to Matrix Factorizations

    • Jennifer Scott, Miroslav Tůma
    Pages 31-51

  4. Sparse Cholesky Solver: The Symbolic Phase

    • Jennifer Scott, Miroslav Tůma
    Pages 53-72

  5. Sparse Cholesky Solver: The Factorization Phase

    • Jennifer Scott, Miroslav Tůma
    Pages 73-88

  6. Sparse LU Factorizations

    • Jennifer Scott, Miroslav Tůma
    Pages 89-111

  7. Sparse Matrix Ordering Algorithms

    • Jennifer Scott, Miroslav Tůma
    Pages 135-161

  8. Algebraic Preconditioners and Approximate Factorizations

    • Jennifer Scott, Miroslav Tůma
    Pages 163-183

  9. Incomplete Factorizations

    • Jennifer Scott, Miroslav Tůma
    Pages 185-203

  10. Sparse Approximate Inverse Preconditioners

    • Jennifer Scott, Miroslav Tůma
    Pages 205-221



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