Iterative solution of linear systems in the 20th century (Q1591173)

This paper gives an excellent survey of the development of iterative methods for solving linear algebraic equations. After a historic perspective relaxation-based methods are first discussed. Richardson and projection methods as well as second-order and polynomial accelerations are then described. After examining the Krylov subspace methods, preconditioning is examined including incomplete factorization, parallel and multilevel preconditioners. Multigrid methods are finally discussed.