Iterative Methods for the Solution of a Linear Operator Equation in Hilbert Space

Download or read book Iterative Methods for the Solution of a Linear Operator Equation in Hilbert Space written by W.M., III. Patterson and published by Springer. This book was released on 2006-11-15 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this expository work we shall conduct a survey of iterative techniques for solving the linear operator equations Ax=y in a Hilbert space. Whenever convenient these iterative schemes are given in the context of a complex Hilbert space -- Chapter II is devoted to those methods (three in all) which are given only for real Hilbert space. Thus chapter III covers those methods which are valid in a complex Hilbert space except for the two methods which are singled out for special attention in the last two chapters. Specifically, the method of successive approximations is covered in Chapter IV, and Chapter V consists of a discussion of gradient methods. While examining these techniques, our primary concern will be with the convergence of the sequence of approximate solutions. However, we shall often look at estimates of the error and the speed of convergence of a method.