Ph.D. Course on

Iterative Methods for Large Linear Systems

Lyngby, March 10th to March 14th 2014

Ph.D. Course on Iterative Methods for Large Linear Systems

We offer a Ph.D. course on Iterative Methods for Large Linear Systems.

The course is offered with support from the DTU Informatics Graduate School (ITMAN) and the Danish Center for Applied Mathematics and Mechanics (DCAMM) at Technical University of Denmark.

The aim of the course is to introduce the students some of the most widely used iterative techniques for solving large linear systems of equations, and let the students get some practical experiences working with the methods.

The PhD course covers several widely used numerical linear algebra techniques for iteratively solving problems in a number of different scientific areas with focus on the methods and illustrated with Matlab examples. The goal is to give the student a set of "tools" that may be tried as they are, and also can be modified to be useful for particular applications.

Learning objectives:

A student who has met the objectives of the course will be able to:

  • Understand the basic ideas underlying modern iterative methods.
  • Understand how these methods are used as building blocks in computational algorithms.
  • Be able to choose the best method for a given problem.
  • Implement the iterative methods in MATLAB.
  • Skillfully perform numerical experiments.
  • Analyze and explain the observed behavior of the methods.
  • Understand important principles underlying the use of modern iterative methods in selected applications.
  • Identify and exploit the properties and structure of the underlying problem.


The students must have a fundamental knowledge of numerical analysis and linear algebra and must be able to program in Matlab. They are expected to read the first five chapters of the book before participating in the course.


The course will be given by:

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Richard Petersens Plads, DTU - Bygning 321, DK-2800 Lyngby