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In this thesis, the numerical solution of three different classes of problemshave been studied. Specifically, new techniques have been proposed and theirtheoretical analysis has been performed, accompanied by a wide set of numericalexperiments, for investigating further and comparing the effectiveness andperformance of the presented approach. The first two belong to the researcharea of numerical linear algebra and concern the spectral analysis andpreconditioning for Krylov subspace methods of the coefficient matrix of largestructured linear systems. The third concerns a problem from the area offinancial computing namely the pricing of an American put option.

Spectral Analysis and Preconditioned Iterative Solvers for Large Structured Linear Systems