Ph.D. Course on

Iterative Methods for Large Linear Systems

Lyngby, March 10th to March 14th 2014

The listed topics will be covered in the course. Reading material includes written notes (free handout) in addition to the following SIAM book

       C.T. Kelley, 1995, Iterative Methods for Linear and Nonlinear Equations, SIAM.
Book webpage.

Note: the book will be available in the campus bookshop Polyteknisk Boghandel close to the start of the course.

1. Introduction and Fundamentals.

Overview of Basic iterative methods, Banach Lemma, Classical Stationary Iterative methods.

2. Krylov methods.

CG, GMRES, BiCGStab, CGNR and CGNE.

3. Projection methods and Domain Decomposition preconditioning

4. Multigrid solvers and preconditioners

5. Applications, Newton-Krylov methods for nonlinear problems

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Lecturers
Organizer
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Richard Petersens Plads, DTU - Bygning 321, DK-2800 Lyngby
dcamm@mat.dtu.dk