4. Iterative Methods for Sparse Linear Systems

This chapter contains an overview of several iterative methods for solving the large sparse linear systems that arise from discretizing elliptic equations. Large sparse linear systems arise from many other practical problems, too, of course, and the methods discussed here are useful in other contexts as well. Except when the matrix has very special structure and fast direct methods of the type discussed in Section 3.7 apply, iterative methods are usually the method of choice for large sparse linear systems.