Krylov subspace methods have proven to be powerful methods for solving sparse linear systems arising in several … (Mrkaic) and pricing of financial options (Gilli, Kellezi and Pauletto). Since Krylov methods can suffer from slow convergence … conducted to recognize which classes of problems can be best solved using a given Krylov method and a given preconditioner. …

is based on the elliptic-Krylov–Bogolubov procedure where the solutions are the Jacobi elliptic functions. As an example …

-looking variables. The method chosen is the Newton-Krylov algorithm, and we concentrate on a parallel solution to the sparse linear … class of so-called Krylov subspace methods. The results obtained using an implementation of the PETSc 2.0 software library …