2021-09-08 Iterative Solvers for Linear Systems (hits1s21)

Contents

The focus of this online course is on modern iterative solvers for large linear systems of equations. Thereby, beside classical schemes and fundamentals of multigrid techniques different modern Krylov subspace methods (CG, GMRES, BiCGSTAB ...) as well as highly efficient preconditioning techniques are presented in the context of real life applications. Hands-on sessions (MATLAB and GNU Octave respectively) will allow users to immediately test and understand the basic constructs of iterative solvers. This course provides scientific training in Computational Science, and in addition, the scientific exchange of the participants among themselves. It is organised by LRZ in cooperation with Uni. Kassel and HLRS.

Preliminary Agenda

Day 1:

09:00 - 10:00  Introduction, Basics and Practicals (Lecture + Practicals)
10:00 - 11:00  Consistency and Convergence (Lecture)
11:00 - 11:30  Break
11:30 - 12:15  Jacobi Method (Lecture)
12:15 - 13:00  Practicals
13:00 - 14:00  Lunch
14:00 - 14:30  Gauß-Seidel Method (Lecture)
14:30 - 15:00  Practicals
15:00 - 15:15  Q+A

Day 2:

09:00 - 10:00  Relaxation Schemes (Lecture)
10:00 - 10:45  Practicals
10:45 - 11:00  Break
11:00 - 11:30  Method of Steepest Descent (Lecture)
11:30 - 12:00  Practicals
12:00 - 13:00  Lunch
13:00 - 14:00  Method of Conjugate Gradients (Lecture)
14:00 - 14:45  Practicals
14:45 - 15:00  Q+A

Day 3:

09:00 - 10:00  Introduction to Multigrid Methods (Lecture)
10:00 - 10:30  Practicals
10:30 - 10:45  Break
10:45 - 11:45  GMRES and BICG (Lecture)
11:45 - 12:15  Practicals
12:15 - 13:15  Lunch
13:15 - 13:45  Variants of BICG (Lecture)
13:45 - 14:15  Practicals
14:15 - 15:15  Preconditioning
15:15 - 15:30  Q+A

Prerequisites

• Basics of linear algebra
• Basic knowledge of MATLAB or GNU Octave

Hands-On

Participants are expected to use their own machines or institute clusters.

A recent version of MATLAB or GNU Octave (available for free) should be installed.

Language

English

Lecturer

Prof. Dr. Andreas Meister (University of Kassel)

Prices and Eligibility

The course is open for people from academia and industry.

The following categories can be selected during registration:

• [Students without Diploma/Master] Students without Diploma/Master: 30 EUR
• [Academia Germany] Students with Diploma/Master (PhD students) and members of German universities and German public research institutes: 60 EUR
• [Academia EU/PRACE countries] Students with Diploma/Master (PhD students) and members of universities and public research institutes within EU or PRACE member countries: 120 EUR
• [Academia non-EU/PRACE countries] Students with Diploma/Master (PhD students) and members of other universities and public research institutes: 240  EUR
• [Others] Non-academic participants: 600 EUR

Registration

Please register with your official e-mail address to prove your affiliation. Following your successful registration, you will receive an invoice approx. 2 weeks before the course. After paying the invoice, you will not receive a receipt. If you require proof of payment (e.g., for reimbursement) please use a copy of the invoice together with your bank statement indicating the payment.

Withdrawal Policy

See https://doku.lrz.de/display/PUBLIC/Withdrawal

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