Iterative Methods for Linear and Nonlinear Equations (Frontiers in Applied Mathematics): C. T. Kelley

Description

Linear and nonlinear systems of equations are the basis for many, if not most, of the models of phenomena in science and engineering, and their efficient numerical solution is critical to progress in these areas. This is the first book to be published on nonlinear equations since the mid-1980s. Although it stresses recent developments in this area, such as Newton-Krylov methods, considerable material on linear equations has been incorporated. This book focuses on a small number of methods and treats them in depth. The author provides a complete analysis of the conjugate gradient and generalized minimum residual iterations as well as recent advances including Newton-Krylov methods, incorporation of inexactness and noise into the analysis, new proofs and implementations of Broyden's method, and globalization of inexact Newton methods.
Summary: Iterative Methods for Linear and Nonlinear Equations (Frontiers inApplied Mathematics, Vol. 16)
Rating: 5
I recommend this book as a jump start to the arena. This is a comprehenshive book, that includes examples of the subjects discussed and script files in Matlab that are provided online.

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