Sparse Iterative Methods

Select a suitable iterative method to solve a system.

Overview

Sparse Iterative methods solve Ax = b through an iterative process that only requires multiplication by A or A. However, if A is numerically difficult, the iterative process may fail to converge to a solution. Further, even for problems where the process converges, it may do so slowly. Both of these issues can be fixed through the application of a problem-specific preconditioner that cheaply approximates the inverse of A.

Topics

Sparse Iterative Methods

SparseConjugateGradient

Returns a conjugate gradient method.

SparseConjugateGradient

Returns a conjugate gradient method with specified options.

SparseCGOptions

Options for creating a conjugate gradient method.

SparseGMRES

Returns a generalized minimal residual method.

SparseGMRES

Returns a generalized minimal residual method with specified options.

SparseGMRESOptions

Options for creating a generalized minimal residual method.

SparseLSMR

Returns a default least squares minimum residual method.

SparseLSMR

Returns a least squares minimum residual method with specified options.

SparseLSMROptions

Options for creating a least squares minimum residual method.

Iterative Method Type

SparseIterativeMethod

Base type for all iterative methods.

See Also

Iterative Sparse Solving Methods

Implementing Iterative Methods

Use iterative methods to solve large problems faster and with a lower memory overhead than with direct methods.

Solving Systems Using Iterative Methods

Use iterative methods to solve systems of equations where the coefficient matrix is sparse.

Preconditioners

Create preconditioners for iterative solves.

Iterative Sparse Solve Functions

Solve a system using an iterative method.

Sparse Iterate Functions

Perform a single iteration of the specified iterative method.