Algorithms for Sparse Linear Systems

lt;b> Jennifer Scott is a Professor of Mathematics at the University of Reading and an Individual Merit Research Fellow at the Rutherford Appleton Laboratory. She is a SIAM Fellow and a Fellow of the Institute of Mathematics and its Applications. She is the author of many widely used sparse matrix packages that are available as part of the HSL Mathematical Software Library.
Miroslav Tuma is a Professor and Head of the Department of Numerical Mathematics at Charles University and was formerly a Professor at the Institute of Computer Science of the Academy of Sciences of the Czech Republic. His research has included important contributions to the development of algebraic preconditioners for iterative solvers. He was the recipient of a SIAM outstanding paper prize for his work on sparse approximate inverse preconditioners.

An introduction to sparse matrices.- Sparse matrices and their graphs.- Introduction to matrix factorizations.- Sparse Cholesky sovler: The symbolic phase.- Sparse Cholesky solver: The factorization phase.- Sparse LU factorizations.- Stability, ill-conditioning and symmetric indefinite factorizations.- Sparse matrix ordering algorithms.- Algebraic preconditioning and approximate factorizations.- Incomplete factorizations.- Sparse approximate inverse preconditioners.