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Krylov subspace method

(efficient method of numerically solving sets of linear equations)

The Krylov subspace method is an iterative method of solving a set of linear equations that is efficient for computers, thus a preferred method of solving large sets of equations. It is iterative in that a series of approximations to the solution are produced, and using criteria to judge the closeness of the approximation to the solution, a trade-off can be made between accuracy and compute time.

It involves defining a Krylov subspace for the matrix representing the equations, by choosing a vector, and repeatedly multiplying the matrix with it.


(mathematics,computation)
Further reading:
http://en.wikipedia.org/wiki/Krylov_subspace
http://www.sam.math.ethz.ch/~mhg/pub/biksm.pdf
http://www.maths.lth.se/na/courses/NUM115/NUM115-05/krylov.pdf

Referenced by pages:
numerical analysis

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