Etude des algorithmes de Lanczos et du gradient conjugué et leurs applications à la résolution de systèmes à seconds membres multiples

    Student thesis: Master typesMaster in Mathematics

    Abstract

    The aim of this work is to study the solution of symmetric positif definite systems of linear equations. The Lanczos and conjugate gradient algorithms are studied and applied to such systems. The various properties of these two algorithms are analysed and the utility of the Lanczos algorithm in the calculation of eigenvalues is demonstrated. Furthermore, a strategy to solve a set of systems with multiple right-hand-sides is proposed and applied to the heat equation problem.
    Date of Award2009
    Original languageFrench
    SupervisorAnnick Sartenaer (Supervisor), Philippe Toint (Jury) & Daniel RUIZ (Jury)

    Cite this

    Etude des algorithmes de Lanczos et du gradient conjugué et leurs applications à la résolution de systèmes à seconds membres multiples
    TANNIER, C. (Author). 2009

    Student thesis: Master typesMaster in Mathematics