UNIVERSITETET I LINKÖPING
Matematiska Institutionen
Numerisk analys

October 2004

Iterative methods for sparse linear systems, autumn 2005

Teacher: Lars Eldén, tel 28 2183. E-mail: laeld -at- mai.liu.se  

The course will be based on the book Y. Saad, Iterative methods for sparse linear systems, SIAM, 2003

Lectures 

Preliminary schedule:
  1. Ch. 1: Linear algebra
  2. Ch. 2-3:  Discretization of PDE, sparse matrices
  3. Ch. 4: Basic iterative mthods
  4. Ch. 5: Projection methods
  5. Ch. 6: Krylov methods I
  6. Ch. 6: Krylov methods II
  7. Ch. 6: Krylov methods III
  8. Ch. 8: Normal equations
  9. Ch. 9: Preconditioning I
  10. Ch. 10: Preconditioning II
  11. Ch. 10: Preconditioning III
  12. Ch. 13: Multigrid
  13. Ch. 14: Domain decomposition

Computer Assignments

  1. Modified Gram-Schmidt orthogonalization
  2. Upwind schemes
  3. Fast Poisson solver

Lars Eldén

November 2004