Participants 2021 © LRZ, 2021

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

Slides

iter-intro-2021-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-2021-v1.pdf

All Lecture Slides:

Lectures-all.tar.gz
Lectures-all.zip

Exercises

MATLAB.tar.gz
MATLAB.zip

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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
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