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Preconditioning techniques for large linear systems: A survey. (English) Zbl 1015.65018
Summary: This article surveys preconditioning techniques for the iterative solution of large linear systems, with a focus on algebraic methods suitable for general sparse matrices. Covered topics include progress in incomplete factorization methods, sparse approximate inverses, reorderings, parallelization issues, and block and multilevel extensions. Some of the challenges ahead are also discussed. An extensive bibliography completes the paper.
65F35Matrix norms, conditioning, scaling (numerical linear algebra)
65-02Research monographs (numerical analysis)
65N55Multigrid methods; domain decomposition (BVP of PDE)
65-00Reference works (numerical analysis)
65F10Iterative methods for linear systems
65F50Sparse matrices (numerical linear algebra)
65Y05Parallel computation (numerical methods)