Forår
Course was given last time March 10-14, 2014. The course has for
several years been given with 2 years intervals. It is expected
that the next time the course is given will be in 2016 if there are
sufficient interest.
The course runs every day from 9am to 4pm. In addition the students
must write a report on a mini-project (duration 40 hours). Relevant
parts of textbook used must be read in advance of the
course.
With increasing amounts of computational problems and challenges,
the need for iterative methods is becoming increasingly important.
The aim of the course is to introduce the students some of the most
widely
used techniques for solving large linear systems of equations, and
let the students
get some practical experiences working with the methods.
Læringsmål:
En studerende, der fuldt ud har opfyldt kursets mål, vil kunne:
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.
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
Litteraturhenvisninger:
The course is based written notes (free handout) in addition to the
SIAM book by C.T. Kelley
titled "Iterative Methods for Linear and Nonlinear
Equations" (1995).
See
http://www.siam.org/books/kelley/fr16/index.php.
