Iterative Solvers for Linear Systems 2023
Preliminary Agenda
(All Times in CEST)
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
Slides
- iter-intro-2023-v1.pdf
- Meister_Part_1a_print.pdf
- Meister_Part_1b_print.pdf
- Meister_Part_2a_print.pdf
- Meister_Part_2b_print.pdf
- Meister_Part_2c_print.pdf
- Meister_Part_3a_print.pdf
- Meister_Part_3b_print.pdf
- Meister_Part_4_print.pdf
- Meister_Part_5a_print.pdf
- Meister_Part_5b_print.pdf
- Meister_Part_6_print.pdf
- iter-wrapup-2023-v1.pdf
All Lecture Slides:
Exercises
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Literature
- van der Vorst: Iterative Krylov Methods for Large Linear Systems. Cambridge University Press, 2003, 236 pages. 0-521-81828-1 70 X
- Golub, van Loan: Matrix Computation. Johns Hopkins University Press, 1996 (3rd ed.) 664p. 0-801-85414-8 43 X
- Yousef Saad: Iterative methods for sparse linear systems. 2nd ed., SIAM, 2003, 528p. 0-898-71534-2
- J. J. Te Riele, Th. J. Dekker, H. A. Van Der Vorst: Algorithms and Applications on Vector and Parallel Computers . (Special Topics in Supercomputing, No 3), Elsevier 1987, 470p. 0-444-70322-5 47