Comparison of Iterative Methods for Sparse Linear Systems
Keywords:
Linear Systems, Sparse Matrices, Sherman-Morrison, Steepest Descent, GMRES, Arnoldi iterationAbstract
This paper presents comparison of iterative methods for sparse linear systems containing large sparse systems.
While direct methods are more in use and are error free, they are often expensive and time consuming. A
comparison of some options such as the popular steepest-descent and conjugate gradient method are presented.
Other methods such as the Arnoldi iteration are also given.