Applied Numerical Linear Algebra

Up-to-date surveys of modern iterative methods are given in [15, 107, 136, 214], and their parallel implementations are also surveyed in [76]. Classical methods such as Jacobi's, Gauss-Seidel, and SOR methods are discussed in detail in [249, 137]. Multigrid methods are discussed in [43, 185, 186, 260, 268] and the references therein; [91] is a Web site with pointers to an extensive bibliography, software, and so on. Domain decomposition are discussed in [49, 116, 205, 232]. Chebyshev and other polynomials are discussed in [240]. The FFT is discussed in any good textbook on computer science algorithms, such as [3] and [248]. A stabilized version of block cyclic reduction is found in [47, 46].